gumbel: The Gumbel-Hougaard Copula

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]
MaintainerChristophe Dutang <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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gumbel documentation built on May 1, 2019, 8:04 p.m.