Collections of functions allowing random number generations and
estimation of 'Liouville' copulas, as described in Belzile and Neslehova (2017) <doi:10.1016/j.jmva.2017.05.008>.
| Version: |
1.0.4 |
| Depends: |
copula (≥ 0.999-12), R (≥ 2.12.0) |
| Imports: |
Rcpp (≥ 0.11.4), pcaPP, utils, graphics, stats |
| LinkingTo: |
Rcpp |
| Published: |
2019-07-06 |
| Author: |
Leo Belzile [aut,
cre],
Christian Genest [aut, ctb],
Alexander J. McNeil [ctb],
Johanna G. Neslehova [ctb] |
| Maintainer: |
Leo Belzile <belzilel at gmail.com> |
| BugReports: |
https://github.com/lbelzile/lcopula/issues |
| License: |
GPL-3 |
| NeedsCompilation: |
yes |
| Materials: |
NEWS |
| In views: |
Distributions |
| CRAN checks: |
lcopula results |