CRAN/E | R Packages from Rutger van der Spek

Rutger van der Spek

Author of 2 R packages

Quick info

Rutger van der Spek has worked on 2 packages so far. In total, Rutger van der Spek has worked with 3 other authors on those packages. Nice teamwork!

Packages overview

CondCopulas
ElliptCopulas

Package details

CondCopulas

Estimation and Inference for Conditional Copula Models

Alexis Derumigny , Jean-David Fermanian , Aleksey Min , Rutger van der Spek

ElliptCopulas

Inference of Elliptical Distributions and Copulas

Alexis Derumigny , Jean-David Fermanian , Rutger van der Spek

Colleagues

Alexis Derumigny
Jean-David Fermanian
Aleksey Min