BivarP-package: Estimating the Parameters of Some Bivariate Distributions
In BivarP: Estimating the Parameters of Some Bivariate Distributions
Description
Details
Author(s)
References
Description
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.
Details
Package: BivarP
Type: Package
Version: 1.0
Date: 2015-04-17
License: GPL (>= 3)
Author(s)
Josef Brejcha
Maintainer: Josef Brejcha <brchjo@gmail.com>
References
M. Mahfoud, "Bivariate Archimedean copulas: an application to two stock market
indices", Vrije Universiteit Amsterdam, BMI Paper, Amsterdam-2012,
https://www.few.vu.nl/en/Images/werkstuk-mahfoud_tcm39-277460.pdf
BivarP documentation built on May 2, 2019, 6:08 a.m.
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Description Details Author(s) References
Description
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.
Details
| Package: | BivarP |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2015-04-17 |
| License: | GPL (>= 3) |
Author(s)
Josef Brejcha
Maintainer: Josef Brejcha <brchjo@gmail.com>
References
M. Mahfoud, "Bivariate Archimedean copulas: an application to two stock market indices", Vrije Universiteit Amsterdam, BMI Paper, Amsterdam-2012, https://www.few.vu.nl/en/Images/werkstuk-mahfoud_tcm39-277460.pdf
R Package Documentation
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We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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