ElliptCopulas: Inference of Elliptical Distributions and Copulas (original) (raw)
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 |
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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:
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