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>.
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
[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:
Downloads:
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