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CommonMean.Copula: Common Mean Vector under Copula Models
Estimate bivariate common mean vector under copula models with known correlation. In the current version, available copulas are the Clayton, Gumbel, Frank, Farlie-Gumbel-Morgenstern (FGM), and normal copulas. See Shih et al. (2019) <doi:10.1080/02331888.2019.1581782> and Shih et al. (2021) <under review> for details under the FGM and general copulas, respectively.
Getting started
Browse package contents
Package details |
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| Author | Jia-Han Shih |
| Maintainer | Jia-Han Shih <tommy355097@gmail.com> |
| License | GPL-2 |
| Version | 1.0.4 |
| Package repository | View on CRAN |
| Installation |
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