Provides new classes for (rotated) BB1, BB6, BB7, BB8, and Tawn copulas, extends the existing Gumbel and Clayton families with rotations, and allows to set up a vine copula model using the 'copula' API. Corresponding objects from the 'VineCopula' API can easily be converted.
Version: | 0.1.5 |
Depends: | copula (≥ 1.1-2) |
Imports: | VineCopula (≥ 2.3.0), methods |
LinkingTo: | VineCopula |
Suggests: | lattice, testthat (≥ 2.1.0) |
Published: | 2024-02-22 |
DOI: | 10.32614/CRAN.package.VC2copula |
Author: | Thomas Nagler [aut, cre], Benedikt Graeler [ctb] |
Maintainer: | Thomas Nagler <mail at tnagler.com> |
BugReports: | https://github.com/tnagler/VC2copula/issues |
License: | GPL-3 |
URL: | https://github.com/tnagler/VC2copula |
NeedsCompilation: | yes |
Language: | en-US |
Materials: | README NEWS |
CRAN checks: | VC2copula results |
Reference manual: | VC2copula.pdf |
Package source: | VC2copula_0.1.5.tar.gz |
Windows binaries: | r-devel: VC2copula_0.1.5.zip, r-release: VC2copula_0.1.5.zip, r-oldrel: VC2copula_0.1.5.zip |
macOS binaries: | r-release (arm64): VC2copula_0.1.5.tgz, r-oldrel (arm64): VC2copula_0.1.5.tgz, r-release (x86_64): VC2copula_0.1.5.tgz, r-oldrel (x86_64): VC2copula_0.1.5.tgz |
Old sources: | VC2copula archive |
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