gumbel: The Gumbel-Hougaard Copula
Version 1.10-1

Provides probability functions (cumulative distribution and density functions), simulation function (Gumbel copula multivariate simulation) and estimation functions (Maximum Likelihood Estimation, Inference For Margins, Moment Based Estimation and Canonical Maximum Likelihood).

Package details

AuthorAnne-Lise Caillat [ctb], Christophe Dutang [aut,cre], Veronique Larrieu [ctb] and Triet Nguyen [ctb]
Date of publication2015-07-20 18:19:51
MaintainerChristophe Dutang <[email protected]>
LicenseGPL (>= 2)
Version1.10-1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("gumbel")

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gumbel documentation built on May 29, 2017, 7:53 p.m.