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NCSCopula: Non-Central Squared Copula Models Estimation
Inference and dependence measure for the non-central squared Gaussian, Student, Clayton, Gumbel, and Frank copula models.The description of the methodology is taken from Section 3 of Nasri, Remillard and Bouezmarni (2019) <doi:10.1016/j.jmva.2019.03.007>.
Getting started
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Package details |
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| Author | Bouchra R. Nasri |
| Maintainer | Bouchra R. Nasri <bouchra.nasri@gmail.com> |
| License | GPL (>= 2) |
| Version | 1.0.1 |
| Package repository | View on CRAN |
| Installation |
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