CRAN/E | gumbel

gumbel

The Gumbel-Hougaard Copula

Installation

About

Provides probability functions (cumulative distribution and density functions), simulation function (Gumbel copula multivariate simulation) and estimation functions (Maximum Likelihood Estimation, Inference For Margins, Moment Based Estimation and Canonical Maximum Likelihood).

Citation gumbel citation info

Key Metrics

Version 1.10-2
R ≥ 2.10.0
Published 2018-08-07 2099 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks gumbel results

Downloads

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Last 30 days 330 -15%
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Last 365 days 4.306 -23%

Maintainer

Maintainer

Christophe Dutang

christophe.dutang@ensimag.fr

Authors

Anne-Lise Caillat

ctb

Christophe Dutang

aut / cre

Veronique Larrieu

ctb

Triet Nguyen

ctb

Material

Reference manual
Package source

In Views

Distributions

Vignettes

Key characteristics of the Gumbel copula [in French]

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

gumbel archive

Depends

R ≥ 2.10.0

Reverse Imports

WR