bivquant: Estimation of Bivariate Quantiles

Computation of bivariate quantiles via linear programming based on a novel direction-based approach using the cumulative distribution function.

Version: 0.1
Depends: R (≥ 3.0.1)
Imports: cubature, regpro, lpSolve, mvtnorm, copula, MASS
Published: 2019-08-28
Author: Nadja Klein, Paul Wiemann
Maintainer: Nadja Klein <nadja.klein at hu-berlin.de>
License: GPL-2
NeedsCompilation: no
CRAN checks: bivquant results

Downloads:

Reference manual: bivquant.pdf
Package source: bivquant_0.1.tar.gz
Windows binaries: r-devel: bivquant_0.1.zip, r-release: bivquant_0.1.zip, r-oldrel: bivquant_0.1.zip
macOS binaries: r-release: bivquant_0.1.tgz, r-oldrel: bivquant_0.1.tgz

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