The "Uncertainty analysis with Correlations" (UNICORN) software tool, implementing staff research work on dependence modelling for high dimensional distributions. It uses dependence trees and regular vines with diagonal band, maximum entropy and elliptical copulae (download Cooke (1997) " Markov and entropy Properties of Tree- and Vine-Dependent Variables", and Kurowicka, Cooke and Misiewicz (2001) "Elliptical Copulae" for details).
Additional modules operating on sample files created by UNICORN
A full version of UNICORN may be downloaded free. This version is restricted to 1001 variables. UNICORN contains a min-cost-flow network model and a graphics package. The graphics package reads appropriately formatted ascii files and may be used in stand alone mode. It includes standard graphics features and more exotic features like cobweb plots, cobweb conditionalization/optimization and rubber axes for scatter plots. UNICORN comes with an in-line help facility and an extended off-line tutorial in Monte Carlo Simulation and Dependence modelling. The full UNICORN supports up to 1000 variables and 1000 user defined functions.
This new all-in installation package includes also a help file, tutorials and the Unigraph utility (which therefore is no longer avaliable on this page for a separate download). IMPORTANT: If you have already a previous version of Unicorn installed, please uninstall it first, before installing the new one. For more details on this release, please refer to the Readme.txt located in the main Unicorn directory.
Download: UnicornInstaller.2.2.4.exe (12.5 MB)- verified to run succesfully under MS Windows 9x, 2000, XP, Vista
This version of the program has been compiled on August 17, 2009. After downloading of the file, run it to install the software.
IMPORTANT: Please check this webpage to see the errata to Unicorn's exercises givein in "Uncertainty Analysis with High Dimensional Dependence Modelling" by D. Kurowicka and R.M. Cooke .
Screenshots of UNICORN v2 Pro
Random variables view
Run simulation view