Collections of functions allowing random number generations and estimation of 'Liouville' copulas, as described in Belzile and Neslehova (2017) <doi:10.1016/j.jmva.2017.05.008>.
Version: | 1.0.7 |
Depends: | copula (≥ 0.999-12), R (≥ 2.12.0) |
Imports: | Rcpp (≥ 0.11.4), utils, graphics, stats |
LinkingTo: | Rcpp |
Suggests: | wdm |
Published: | 2023-12-05 |
DOI: | 10.32614/CRAN.package.lcopula |
Author: | Leo Belzile [aut, cre], Christian Genest [aut, ctb], Alexander J. McNeil [ctb], Johanna G. Neslehova [ctb] |
Maintainer: | Leo Belzile <belzilel at gmail.com> |
BugReports: | https://github.com/lbelzile/lcopula/issues |
License: | GPL-3 |
NeedsCompilation: | yes |
Materials: | NEWS |
In views: | Distributions |
CRAN checks: | lcopula results |
Reference manual: | lcopula.pdf |
Package source: | lcopula_1.0.7.tar.gz |
Windows binaries: | r-devel: lcopula_1.0.7.zip, r-release: lcopula_1.0.7.zip, r-oldrel: lcopula_1.0.7.zip |
macOS binaries: | r-release (arm64): lcopula_1.0.7.tgz, r-oldrel (arm64): lcopula_1.0.7.tgz, r-release (x86_64): lcopula_1.0.7.tgz, r-oldrel (x86_64): lcopula_1.0.7.tgz |
Old sources: | lcopula archive |
Reverse suggests: | copula |
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