The "Uncertainty analysis with Correlations" (UNICORN) is a software tool, implementing staff research work on dependence modeling for high dimensional distributions. It uses dependence trees and regular vines with diagonal band, maximum entropy and elliptical copulae.
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 modeling. UNICORN supports up to 1000 variables and 1000 user defined functions.
It has sophisticated options to customize and adjust it according to your needs
