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

AuthorSimon-Pierre Gadoury [cre, aut], David Beauchemin [ctb]
MaintainerSimon-Pierre Gadoury <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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nCopula documentation built on May 1, 2019, 10:25 p.m.