README.md
In AlexanderRitz/copR: Archimedean Copulas (copR)
R package 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.
AlexanderRitz/copR documentation built on Oct. 30, 2019, 4:11 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
R package 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.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.