This R-packages presents a bivariate, copula-based model for the joint distribution of a pair of continuous and discrete random variables. The two marginal random variables are modeled via generalized linear models, and their joint distribution (represented by a parametric copula family) is estimated using maximum-likelihood techniques.

Package: | CopulaRegression |

Type: | Package |

Version: | 0.1-5 |

Date: | 2014-09-04 |

License: | GPL >=2 |

Nicole Kraemer <kraemer_r_packages@yahoo.de>

N. Kraemer, E. Brechmann, D. Silvestrini, C. Czado (2013): Total loss estimation using copula-based regression models. Insurance: Mathematics and Economics 53 (3), 829 - 839.

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