Universität Bonn
Institut für Informatik IV
Prof. Strelen

Algorithmen


MATLAB program for the paper J.Ch.Strelen, Tools for dependent simulation input with copulas: pwlCopula.m

Sample file for autoregerssive process, observed IP data, interarrival times and packet sizes, dimension D'=2, sample size n=1000: IP1000.sam

Sample file for independent vectors, dimension D=3, sample size n=1000: VectDep1000_3.sam

Java program: VGen

Program descriptions pwlCopula_and_VGen2.txt


Matlab program for the examples in J.Ch.Strelen and F. Nassaj, Analysis and Generation of Random Vectors with Copulas MATLAB Program.


7.4.2007 - strelen@informatik.uni-bonn.de