Estimate bivariate common mean vector under copula models with known correlation. In the current version, available copulas include the Clayton, Farlie-Gumbel-Morgenstern (FGM), and Gaussian copulas. See Shih et al. (2019) <doi:10.1080/02331888.2019.1581782> for details under the FGM copula.
Version: | 1.0.0 |
Depends: | pracma, mvtnorm |
Published: | 2019-12-15 |
Author: | Jia-Han Shih |
Maintainer: | Jia-Han Shih <tommy355097 at gmail.com> |
License: | GPL-2 |
NeedsCompilation: | no |
CRAN checks: | CommonMean.Copula results |
Reference manual: | CommonMean.Copula.pdf |
Package source: | CommonMean.Copula_1.0.0.tar.gz |
Windows binaries: | r-devel: CommonMean.Copula_1.0.0.zip, r-release: CommonMean.Copula_1.0.0.zip, r-oldrel: CommonMean.Copula_1.0.0.zip |
macOS binaries: | r-release: CommonMean.Copula_1.0.0.tgz, r-oldrel: CommonMean.Copula_1.0.0.tgz |
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