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).

Install the latest version of this package by entering the following in R:
install.packages("fgac")
AuthorVeronica Andrea Gonzalez-Lopez <veronica@ime.unicamp.br>
Date of publication2012-10-29 08:58:45
MaintainerVeronica Andrea Gonzalez-Lopez <veronica@ime.unicamp.br>
LicenseGPL
Version0.6-1

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