CRAN/E | ElliptCopulas

ElliptCopulas

Inference of Elliptical Distributions and Copulas

Installation

About

Provides functions for the simulation and the nonparametric estimation of elliptical distributions, meta-elliptical copulas and trans-elliptical distributions, following the article Derumigny and Fermanian (2022) doi:10.1016/j.jmva.2022.104962.

github.com/AlexisDerumigny/ElliptCopulas
Bug report File report

Key Metrics

Version 0.1.3
R ≥ 3.6.0
Published 2022-04-25 703 days ago
Needs compilation? no
License GPL-3
CRAN checks ElliptCopulas results

Downloads

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Last 90 days 819 +35%
Last 365 days 2.731 -12%

Maintainer

Maintainer

Alexis Derumigny

a.f.f.derumigny@tudelft.nl

Authors

Alexis Derumigny

aut / cre

Jean-David Fermanian

aut

Rutger van der Spek

ctb

Material

README
NEWS
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

ElliptCopulas archive

Depends

R ≥ 3.6.0

Imports

Runuran
wdm
Matrix
Rmpfr
pbapply

Suggests

mvtnorm