Archimax copulas are mixture of Archimedean and EV copulas. The package provides definitions of several parametric families of generator and dependence function, computes CDF and PDF, estimates parameters, tests for goodness of fit, generates random sample and checks copula properties for custom constructs. In 2-dimensional case explicit formulas for density are used, in the contrary to higher dimensions when all derivatives are linearly approximated. Several non-archimax families (normal, FGM, Plackett) are provided as well.
| Version: | 0.9.3 |
| Suggests: | mvtnorm |
| Published: | 2018-12-05 |
| Author: | Tomas Bacigal |
| Maintainer: | Tomas Bacigal <bacigal at math.sk> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| Citation: | acopula citation info |
| Materials: | NEWS |
| CRAN checks: | acopula results |
| Reference manual: | acopula.pdf |
| Package source: | acopula_0.9.3.tar.gz |
| Windows binaries: | r-devel: acopula_0.9.3.zip, r-release: acopula_0.9.3.zip, r-oldrel: acopula_0.9.3.zip |
| macOS binaries: | r-release: acopula_0.9.3.tgz, r-oldrel: acopula_0.9.3.tgz |
| Old sources: | acopula archive |
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