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] (<>), Christian Genest [aut, ctb], Alexander J. McNeil [ctb], Johanna G. Neslehova [ctb]
MaintainerLeo Belzile <>
Package repositoryView on CRAN
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lcopula documentation built on April 21, 2023, 9:07 a.m.