CRAN/E | NCSCopula

NCSCopula

Non-Central Squared Copula Models Estimation

Installation

About

Inference and dependence measure for the non-central squared Gaussian, Student, Clayton, Gumbel, and Frank copula models.The description of the methodology is taken from Section 3 of Nasri, Remillard and Bouezmarni (2019) doi:10.1016/j.jmva.2019.03.007.

Key Metrics

Version 1.0.1
Published 2019-11-28 1618 days ago
Needs compilation? no
License GPL-2
License GPL-3
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Maintainer

Maintainer

Bouchra R. Nasri

bouchra.nasri@gmail.com

Authors

Bouchra R. Nasri

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

Depends

copula