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nCopula: Hierarchical Archimedean Copulas Constructed with Multivariate Compound Distributions
Construct and manipulate hierarchical Archimedean copulas with multivariate compound distributions. The model used is the one of Cossette et al. (2017) <doi:10.1016/j.insmatheco.2017.06.001>.
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Package details |
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| Author | Simon-Pierre Gadoury [cre, aut], David Beauchemin [ctb] |
| Maintainer | Simon-Pierre Gadoury <spgadou@me.com> |
| License | GPL (>= 2) |
| Version | 0.1.1 |
| Package repository | View on CRAN |
| Installation |
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