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Compute distributional quantities for an Integrated Gamma (IG) or Integrated Gamma Limit (IGL) copula, such as a cdf and density. Compute corresponding conditional quantities such as the cdf and quantiles. Generate data from an IG or IGL copula. See the vignette for formulas, or for a derivation, see Coia, V (2017) "Forecasting of Nonlinear Extreme Quantiles Using Copula Models." PhD Dissertation, The University of British Columbia.
| Version: | 1.0.2 |
| Imports: | stats, vctrs, Rcpp, rlang |
| LinkingTo: | Rcpp |
| Suggests: | testthat, knitr, rmarkdown, tibble, covr, ggplot2 |
| Published: | 2023-11-14 |
| DOI: | 10.32614/CRAN.package.igcop |
| Author: | Vincenzo Coia [aut, cre], Harry Joe [aut] |
| Maintainer: | Vincenzo Coia <vincenzo.coia at gmail.com> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| In views: | Distributions |
| CRAN checks: | igcop results |
| Reference manual: | igcop.pdf |
| Vignettes: |
Formulas for the IG and IGL Copula Families |
| Package source: | igcop_1.0.2.tar.gz |
| Windows binaries: | r-devel: igcop_1.0.2.zip, r-release: igcop_1.0.2.zip, r-oldrel: igcop_1.0.2.zip |
| macOS binaries: | r-release (arm64): igcop_1.0.2.tgz, r-oldrel (arm64): igcop_1.0.2.tgz, r-release (x86_64): igcop_1.0.2.tgz, r-oldrel (x86_64): igcop_1.0.2.tgz |
| Old sources: | igcop archive |
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