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>.

Getting started

Package details

AuthorSimon-Pierre Gadoury [cre, aut], David Beauchemin [ctb]
MaintainerSimon-Pierre Gadoury <[email protected]>
LicenseGPL (>= 2)
Version0.1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("nCopula")

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nCopula documentation built on May 1, 2019, 10:25 p.m.