Algorithms

 

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

  • Sample file for autoregerssive process, observed IP data, interarrival times and packet sizes, dimension D'=2, sample size n=1000:
    undefinedIP1000.sam

  • Sample file for independent vectors, dimension D=3, sample size n=1000:
    undefinedVectDep1000_3.sam

  • Java program:
    undefinedVGen

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