CRAN/E | nCopula

nCopula

Hierarchical Archimedean Copulas Constructed with Multivariate Compound Distributions

Installation

About

Construct and manipulate hierarchical Archimedean copulas with multivariate compound distributions. The model used is the one of Cossette et al. (2017) doi:10.1016/j.insmatheco.2017.06.001.

Key Metrics

Version 0.1.1
R ≥ 3.4.0
Published 2018-11-30 1980 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks nCopula results

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Maintainer

Maintainer

Simon-Pierre Gadoury

spgadou@me.com

Authors

Simon-Pierre Gadoury

cre / aut

David Beauchemin

ctb

Material

Reference manual
Package source

In Views

Distributions

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

R ≥ 3.4.0
copula

Imports

Deriv
stringr
stringi
compiler
methods

Suggests

knitr
rmarkdown