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 |