Construct and manipulate hierarchical Archimedean copulas with multivariate compound distributions. The model used is the one of Cossette et al. (2017) <doi:10.1016/j.insmatheco.2017.06.001>.
| Version: | 0.1.1 |
| Depends: | R (≥ 3.4.0), copula |
| Imports: | Deriv, stringr, stringi, compiler, methods |
| Suggests: | knitr, rmarkdown |
| Published: | 2018-11-30 |
| Author: | Simon-Pierre Gadoury [cre, aut], David Beauchemin [ctb] |
| Maintainer: | Simon-Pierre Gadoury <spgadou at me.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| In views: | Distributions |
| CRAN checks: | nCopula results |
| Reference manual: | nCopula.pdf |
| Package source: | nCopula_0.1.1.tar.gz |
| Windows binaries: | r-devel: nCopula_0.1.1.zip, r-release: nCopula_0.1.1.zip, r-oldrel: nCopula_0.1.1.zip |
| macOS binaries: | r-release: nCopula_0.1.1.tgz, r-oldrel: nCopula_0.1.1.tgz |
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