BivarP-package: Estimating the Parameters of Some Bivariate Distributions

Description Details Author(s) References


Parameter estimation of bivariate distribution functions modeled as a Archimedean copula function. The input data may contain values from right censored. Used marginal distributions are two-parameter. Methods for density, distribution, survival, random sample generation.


Package: BivarP
Type: Package
Version: 1.0
Date: 2015-04-17
License: GPL (>= 3)


Josef Brejcha

Maintainer: Josef Brejcha <[email protected]>


M. Mahfoud, "Bivariate Archimedean copulas: an application to two stock market indices", Vrije Universiteit Amsterdam, BMI Paper, Amsterdam-2012,

BivarP documentation built on May 29, 2017, 7:13 p.m.