CRAN/E | CommonMean.Copula

CommonMean.Copula

Common Mean Vector under Copula Models

Installation

About

Estimate bivariate common mean vector under copula models with known correlation. In the current version, available copulas are the Clayton, Gumbel, Frank, Farlie-Gumbel-Morgenstern (FGM), and normal copulas. See Shih et al. (2019) doi:10.1080/02331888.2019.1581782 and Shih et al. (2021) for details under the FGM and general copulas, respectively.

Key Metrics

Version 1.0.4
Published 2022-01-04 837 days ago
Needs compilation? no
License GPL-2
CRAN checks CommonMean.Copula results

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Maintainer

Maintainer

Jia-Han Shih

tommy355097@gmail.com

Authors

Jia-Han Shih

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

CommonMean.Copula archive

Depends

pracma
mvtnorm