AlexanderRitz/copR: Archimedean Copulas (copR)

An R package offering basic funcionality regarding Archimedean copulas. Archimedean copulas can be constructed as an object based on the choice of a family like "Clayton". Random numbers based on the copula object can then be generated and contourplots as well as perspective plots of cdf and pdf can be used for visualisation of the constructed objects. The Log-likelihood function of copulas can be calculated and optimisation will result in the maximum likelihood estimator for the single parameter of the implemented families. Model selection criteria like AIC or BIC are implemented as well.

install.packages("remotes")
remotes::install_github("AlexanderRitz/copR")