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NCSCopula: Non-Central Squared Copula Models Estimation

Inference and dependence measure for the non-central squared Gaussian, Student, Clayton, Gumbel, and Frank copula models.The description of the methodology is taken from Section 3 of Nasri, Remillard and Bouezmarni (2019) <doi:10.1016/j.jmva.2019.03.007>.

Version: 1.0.1
Depends: copula
Published: 2019-11-28
DOI: 10.32614/CRAN.package.NCSCopula
Author: Bouchra R. Nasri
Maintainer: Bouchra R. Nasri <bouchra.nasri at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: NCSCopula results

Documentation:

Reference manual: NCSCopula.pdf

Downloads:

Package source: NCSCopula_1.0.1.tar.gz
Windows binaries: r-devel: NCSCopula_1.0.1.zip, r-release: NCSCopula_1.0.1.zip, r-oldrel: NCSCopula_1.0.1.zip
macOS binaries: r-release (arm64): NCSCopula_1.0.1.tgz, r-oldrel (arm64): NCSCopula_1.0.1.tgz, r-release (x86_64): NCSCopula_1.0.1.tgz, r-oldrel (x86_64): NCSCopula_1.0.1.tgz

Linking:

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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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