acopula: Modelling dependence with multivariate Archimax (or any user-defined continuous) copulas.

Archimax copulas are mixture of Archimedean and EV copulas. The package provides definitions of several parametric families of generator and dependence function, computes CDF and PDF, estimates parameters, tests for goodness of fit, generates random sample and checks copula properties for custom constructs. In 2-dimensional case explicit formulas for density are used, in the contrary to higher dimensions when all derivatives are linearly approximated. Several non-archimax families (normal, FGM, Plackett) are provided as well.

AuthorTomas Bacigal
Date of publication2013-07-31 15:23:55
MaintainerTomas Bacigal <bacigal@math.sk>
LicenseGPL-2
Version0.9.2

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Files in this package

acopula
acopula/inst
acopula/inst/CITATION
acopula/inst/doc
acopula/inst/doc/acopula-userguide_0.9.2.pdf
acopula/inst/doc/acopula_overview.pdf
acopula/NAMESPACE
acopula/acopula-Ex.R
acopula/NEWS
acopula/R
acopula/R/acopula.r
acopula/MD5
acopula/DESCRIPTION
acopula/man
acopula/man/nintegrate.Rd acopula/man/copula.Rd acopula/man/vpartition.Rd acopula/man/depfun.Rd acopula/man/xPareto.Rd acopula/man/acopula-package.Rd acopula/man/nderive.Rd acopula/man/generator.Rd acopula/man/xCopula.Rd

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