ElliptCopulas: Inference of Elliptical Distributions and Copulas
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>.
| Version: | 0.1.3 |
| Depends: | R (≥ 3.6.0) |
| Imports: | Runuran, wdm, Matrix, Rmpfr, pbapply |
| Suggests: | mvtnorm |
| Published: | 2022-04-25 |
| Author: | Alexis Derumigny 
[aut, cre],
Jean-David Fermanian
[aut],
Rutger van der Spek [ctb] |
| Maintainer: | Alexis Derumigny <a.f.f.derumigny at tudelft.nl> |
| BugReports: | https://github.com/AlexisDerumigny/ElliptCopulas/issues |
| License: | GPL-3 |
| URL: | https://github.com/AlexisDerumigny/ElliptCopulas |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | ElliptCopulas results |
Documentation:
| Reference manual: | ElliptCopulas.pdf |
Downloads:
| Package source: | ElliptCopulas_0.1.3.tar.gz |
| Windows binaries: | r-devel: ElliptCopulas_0.1.3.zip, r-release: ElliptCopulas_0.1.3.zip, r-oldrel: ElliptCopulas_0.1.3.zip |
| macOS binaries: | r-release (arm64): ElliptCopulas_0.1.3.tgz, r-oldrel (arm64): ElliptCopulas_0.1.3.tgz, r-release (x86_64): ElliptCopulas_0.1.3.tgz, r-oldrel (x86_64): ElliptCopulas_0.1.3.tgz |
| Old sources: | ElliptCopulas archive |
Linking:
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