GFGM.copula: Generalized Farlie-Gumbel-Morgenstern Copula

Compute bivariate dependence measures and perform bivariate competing risks analysis under the generalized Farlie-Gumbel-Morgenstern (FGM) copula. See Shih and Emura (2016) <doi:10.1007/s00362-016-0865-5> and Shih and Emura (2018) <doi:10.1007/s00180-018-0804-0> for details.

Package details

AuthorJia-Han Shih
MaintainerJia-Han Shih <[email protected]>
Package repositoryView on CRAN
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GFGM.copula documentation built on May 1, 2019, 8:47 p.m.