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>.

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Package details

AuthorBouchra R. Nasri
MaintainerBouchra R. Nasri <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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NCSCopula documentation built on Dec. 1, 2019, 1:21 a.m.