Package: ElliptCopulas
Type: Package
Title: Inference of Elliptical Distributions and Copulas
Version: 0.1.4.2
Description: 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@R: c(
  person("Alexis", "Derumigny",, email = "a.f.f.derumigny@tudelft.nl", role = c("aut", "cre"), comment = c(ORCID = "0000-0002-6163-8097")),
  person("Jean-David", "Fermanian",, email = "Jean-David.Fermanian@ensae.fr", role = "aut", comment = c(ORCID = "0000-0001-5960-5555")),
  person("Victor", "Ryan",, role = "aut"),
  person("Rutger", "van der Spek",, role = "ctb")
  )
License: GPL-3
Encoding: UTF-8
LazyLoad: yes
Depends: R (>= 3.6.0)
Roxygen: list(markdown = TRUE)
Imports: Runuran, wdm, Matrix, kStatistics, pbapply
Suggests: mvtnorm, Rmpfr, testthat (>= 3.0.0)
BugReports: https://github.com/AlexisDerumigny/ElliptCopulas/issues
URL: https://github.com/AlexisDerumigny/ElliptCopulas
Config/testthat/edition: 3
Config/roxygen2/version: 8.0.0
Repository: https://alexisderumigny.r-universe.dev
Date/Publication: 2026-08-01 08:31:54 UTC
RemoteUrl: https://github.com/alexisderumigny/elliptcopulas
RemoteRef: HEAD
RemoteSha: 29a8772b4be3b2550ead1f1e0b1440ca353e69b9
NeedsCompilation: no
Packaged: 2026-09-30 09:28:07 UTC; root
Author: Alexis Derumigny [aut, cre] (ORCID:
    <https://orcid.org/0000-0002-6163-8097>),
  Jean-David Fermanian [aut] (ORCID:
    <https://orcid.org/0000-0001-5960-5555>),
  Victor Ryan [aut],
  Rutger van der Spek [ctb]
Maintainer: Alexis Derumigny <a.f.f.derumigny@tudelft.nl>