Inference and dependence measure for the non-central squared Gaussian, Student, Clayton, Gumbel, and Frank copula models.The description of the methodology is taken from Section 3 of Nasri, Remillard and Bouezmarni (2019) <doi:10.1016/j.jmva.2019.03.007>.
| Version: | 1.0.1 |
| Depends: | copula |
| Published: | 2019-11-28 |
| DOI: | 10.32614/CRAN.package.NCSCopula |
| Author: | Bouchra R. Nasri |
| Maintainer: | Bouchra R. Nasri <bouchra.nasri at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | NCSCopula results |
| Reference manual: | NCSCopula.pdf |
| Package source: | NCSCopula_1.0.1.tar.gz |
| Windows binaries: | r-devel: NCSCopula_1.0.1.zip, r-release: NCSCopula_1.0.1.zip, r-oldrel: NCSCopula_1.0.1.zip |
| macOS binaries: | r-release (arm64): NCSCopula_1.0.1.tgz, r-oldrel (arm64): NCSCopula_1.0.1.tgz, r-release (x86_64): NCSCopula_1.0.1.tgz, r-oldrel (x86_64): NCSCopula_1.0.1.tgz |
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