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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
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 ORCID iD [aut, cre], Jean-David FermanianORCID iD [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

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