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ElliptCopulas: Inference of Elliptical Distributions and Copulas
Provides functions for the simulation and
the nonparametric estimation of elliptical distributions,
meta-elliptical copulas and trans-elliptical distributions,
following the article Derumigny and Fermanian (2022) <doi:10.1016/j.jmva.2022.104962>.
| Version: |
0.1.4.1 |
| Depends: |
R (≥ 3.6.0) |
| Imports: |
Runuran, wdm, Matrix, kStatistics, pbapply |
| Suggests: |
mvtnorm, Rmpfr, testthat (≥ 3.0.0) |
| Published: |
2024-09-09 |
| DOI: |
10.32614/CRAN.package.ElliptCopulas |
| Author: |
Alexis Derumigny 
[aut, cre],
Jean-David Fermanian
[aut],
Victor Ryan [aut],
Rutger van der Spek [ctb] |
| Maintainer: |
Alexis Derumigny <a.f.f.derumigny at tudelft.nl> |
| BugReports: |
https://github.com/AlexisDerumigny/ElliptCopulas/issues |
| License: |
GPL-3 |
| URL: |
https://github.com/AlexisDerumigny/ElliptCopulas |
| NeedsCompilation: |
no |
| Materials: |
README NEWS |
| CRAN checks: |
ElliptCopulas results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=ElliptCopulas
to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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