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docopulae

Optimal Designs for Copula Models

Installation

About

A direct approach to optimal designs for copula models based on the Fisher information. Provides flexible functions for building joint PDFs, evaluating the Fisher information and finding optimal designs. It includes an extensible solution to summation and integration called 'nint', functions for transforming, plotting and comparing designs, as well as a set of tools for common low-level tasks.

www.tandfonline.com/doi/full/10.1080/02331888.2015.1111892 github.com/arappold/docopulae
www.tandfonline.com/doi/full/10.1080/02331888.2015.1111892 github.com/arappold/docopulae
Bug report File report

Key Metrics

Version 0.4.0
R ≥ 3.1.2
Published 2018-10-26 2002 days ago
Needs compilation? yes
License MIT
License File
CRAN checks docopulae results

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Maintainer

Maintainer

Andreas Rappold

arappold@gmx.at

Authors

Andreas Rappold

aut / cre

Material

README
NEWS
Reference manual
Package source

In Views

ExperimentalDesign

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

docopulae archive

Depends

R ≥ 3.1.2

Imports

graphics
grDevices
methods
stats
utils

Suggests

copula
numDeriv
Deriv ≥ 3.8.5
cubature
SparseGrid
mvtnorm
testthat