igcop: igcop: Computational Tools for the IG and IGL Copula Families

igcopR Documentation

igcop: Computational Tools for the IG and IGL Copula Families

Description

Compute distributional quantities for an Integrated Gamma (IG) or IG Limit (IGL) copula, such as a cdf and density, along with conditional quantities such as the cdf, quantiles, and densities. Generate data from a copula.

Usage

Access copula quantities by starting with the p, d, q, or r prefixes, followed by the copula name – either ig or igl, or their conditional versions, condig or condigl.

Author(s)

Maintainer: Vincenzo Coia vincenzo.coia@gmail.com

Authors:

  • Harry Joe


igcop documentation built on Nov. 14, 2023, 5:10 p.m.