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).

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 <christophe.dutang@ensimag.fr>
LicenseGPL (>= 2)
Version1.10-1

View on CRAN

Files in this package

gumbel
gumbel/inst
gumbel/inst/CITATION
gumbel/inst/doc
gumbel/inst/doc/gumbel.Rnw
gumbel/inst/doc/gumbel.pdf
gumbel/NAMESPACE
gumbel/data
gumbel/data/windStMartin.rda
gumbel/data/windEchirolles.rda
gumbel/R
gumbel/R/gumbel.R
gumbel/vignettes
gumbel/vignettes/gumbel.Rnw
gumbel/vignettes/gumbel.tex
gumbel/vignettes/gumbel-concordance.tex
gumbel/vignettes/gumbel.bib
gumbel/MD5
gumbel/build
gumbel/build/vignette.rds
gumbel/DESCRIPTION
gumbel/man
gumbel/man/gumbel.Rd gumbel/man/winddata.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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