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fgac: Generalized Archimedean Copula
Bi-variate data fitting is done by two stochastic components: the marginal distributions and the dependency structure. The dependency structure is modeled through a copula. An algorithm was implemented considering seven families of copulas (Generalized Archimedean Copulas), the best fitting can be obtained looking all copula's options (totally positive of order 2 and stochastically increasing models).
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Package details |
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| Author | Veronica Andrea Gonzalez-Lopez <veronica@ime.unicamp.br> |
| Maintainer | Veronica Andrea Gonzalez-Lopez <veronica@ime.unicamp.br> |
| License | GPL |
| Version | 0.6-1 |
| Package repository | View on CRAN |
| Installation |
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