AlexisDerumigny/ElliptCopulas: Inference of Elliptical Distributions and Copulas
Provides functions for the simulation and the nonparametric estimation of elliptical distributions, meta-elliptical copulas and trans-elliptical distributions, following the article Derumigny and Fermanian (2022) <doi:10.1016/j.jmva.2022.104962>.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | GPL-3 |
| Version | 0.1.4.1 |
| URL | https://github.com/AlexisDerumigny/ElliptCopulas |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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