lcopula: Liouville Copulas

Collections of functions allowing random number generations and estimation of 'Liouville' copulas, as described in Belzile and Neslehova (2017) <doi:10.1016/j.jmva.2017.05.008>.

Package details

AuthorLeo Belzile [aut, cre] (<https://orcid.org/0000-0002-9135-014X>), Christian Genest [aut, ctb], Alexander J. McNeil [ctb], Johanna G. Neslehova [ctb]
MaintainerLeo Belzile <belzilel@gmail.com>
LicenseGPL-3
Version1.0.4
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("lcopula")

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lcopula documentation built on July 7, 2019, 1:03 a.m.