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ElliptCopulas: Inference of Elliptical Distributions and Copulas
Provides functions for the simulation and the nonparametric estimation of elliptical distributions, meta-elliptical copulas and trans-elliptical distributions, following the article Derumigny and Fermanian (2022) <doi:10.1016/j.jmva.2022.104962>.
Getting started
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Package details |
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| Author | Alexis Derumigny [aut, cre] (<https://orcid.org/0000-0002-6163-8097>), Jean-David Fermanian [aut] (<https://orcid.org/0000-0001-5960-5555>), Victor Ryan [aut], Rutger van der Spek [ctb] |
| Maintainer | Alexis Derumigny <a.f.f.derumigny@tudelft.nl> |
| License | GPL-3 |
| Version | 0.1.4.1 |
| URL | https://github.com/AlexisDerumigny/ElliptCopulas |
| Package repository | View on CRAN |
| Installation |
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