FDG copulas are a class of copulas featuring an interesting balance between flexibility and tractability. This package provides tools to construct, calculate the pairwise dependence coefficients of, simulate from, and fit FDG copulas. The acronym FDG stands for 'oneFactor with Durante Generators', as an FDG copula is a onefactor copula  that is, the variables are independent given a latent factor  whose linking copulas belong to the Durante class of bivariate copulas (also referred to as exchangeable MarshallOlkin or semilinear copulas).
Package details 


Author  Gildas Mazo, Stephane Girard 
Date of publication  20141022 09:33:34 
Maintainer  Gildas Mazo <[email protected]> 
License  GPL (>= 3) 
Version  1.0 
Package repository  View on CRAN 
Installation 
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