Package: ElliptCopulas 0.1.4.1

ElliptCopulas: Inference of Elliptical Distributions and Copulas

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>.

Authors:Alexis Derumigny [aut, cre], Jean-David Fermanian [aut], Victor Ryan [aut], Rutger van der Spek [ctb]

ElliptCopulas_0.1.4.1.tar.gz
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ElliptCopulas.pdf |ElliptCopulas.html
ElliptCopulas/json (API)
NEWS

# Install 'ElliptCopulas' in R:
install.packages('ElliptCopulas', repos = c('https://alexisderumigny.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/alexisderumigny/elliptcopulas/issues

On CRAN:

copulaelliptical-copulaelliptical-distributionr-pkg

3.90 score 4 stars 2 scripts 398 downloads 24 exports 7 dependencies

Last updated 2 months agofrom:749d52e159. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 11 2024
R-4.5-winOKOct 11 2024
R-4.5-linuxOKOct 11 2024
R-4.4-winOKOct 11 2024
R-4.4-macOKOct 11 2024
R-4.3-winOKOct 11 2024
R-4.3-macOKOct 11 2024

Exports:compute_etahatcompute_matrix_alphaConvert_g1_To_f1Convert_g1_To_Fg1Convert_g1_To_Qg1Convert_gd_To_fR2Convert_gd_To_g1DensityGenerator.checkDensityGenerator.normalizederivative.psiderivative.rhoderivative.tauEllCopEstEllCopLikelihoodEllCopSimEllDistrDerivEstEllDistrEstEllDistrEst.adaptEllDistrSimEllDistrSimCondestim_tilde_AMSEKTMatrixEstTEllDistrEstvectorized_Faa_di_Bruno

Dependencies:kStatisticslatticeMatrixpbapplyRcppRunuranwdm