Spgadou/nCopula
Hierarchical Archimedean Copulas Constructed with Multivariate Compound Distributions

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Spgadou/nCopula: Hierarchical Archimedean Copulas Constructed with Multivariate Compound Distributions

Spgadou/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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MaintainerSimon-Pierre Gadoury <spgadou@me.com>
LicenseGPL (>= 2)
Version0.1.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R: 
install.packages("remotes")
remotes::install_github("Spgadou/nCopula")
Spgadou/nCopula documentation built on May 9, 2019, 1:53 p.m.

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