R-Forge: Copulas modeling Multivariate-Dependence: Project Home (original) (raw)

Project description Copulas [elliptical (Gaussian and t), Archimedean, E.Value etc].PDF, CDF, RN generation, plots. Several methods for fitting/estimation.Independence and serial independence tests, Goodness-of-fit.Nested Archimedean Copulas also for high dimensions Project Information This project has not yet categorized itself in the Trove Software MapRegistered: 2015-09-28 11:04 Activity Ranking: 0 View project Statistics or Activity View list of RSS feeds available for this project. Public Tools Home Page Project Home Page Tracker Tracker Bugs (1 open / 4 total) Support (0 open / 0 total) Patches (0 open / 0 total) Feature Requests (0 open / 0 total) Mailing Lists (1 public mailing list) SCM Repository (Subversion: 373 updates, 267 adds) Project Members Project Admins Marius Hofert Martin Maechler Jun Yan Ivan Kojadinovic View the 4 Member(s)Request to join