CRAN/E | CopulaInference

CopulaInference

Estimation and Goodness-of-Fit of Copula-Based Models with Arbitrary Distributions

Installation

About

Estimation and goodness-of-fit functions for copula-based models of bivariate data with arbitrary distributions (discrete, continuous, mixture of both types). The copula families considered here are the Gaussian, Student, Clayton, Frank, Gumbel, Joe, Plackett, BB1, BB6, BB7,BB8, together with the following non-central squared copula families in Nasri (2020) doi:10.1016/j.spl.2020.108704: ncs-gaussian, ncs-clayton, ncs-gumbel, ncs-frank, ncs-joe, and ncs-plackett. For theoretical details, see, e.g., Nasri and Remillard (2023) .

Key Metrics

Version 0.5.0
R ≥ 3.5.0
Published 2023-04-21 364 days ago
Needs compilation? yes
License GPL-3
CRAN checks CopulaInference results

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Maintainer

Maintainer

Bouchra R. Nasri

bouchra.nasri@umontreal.ca

Authors

Bouchra R. Nasri

aut / cre / cph

Bruno N Remillard

aut

Material

Reference manual
Package source

macOS

r-devel

arm64

r-release

arm64

r-oldrel

arm64

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Depends

R ≥ 3.5.0
doParallel
parallel
foreach
stats
rvinecopulib
Matrix