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>.
Package details |
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Maintainer | Simon-Pierre Gadoury <spgadou@me.com> |
License | GPL (>= 2) |
Version | 0.1.1 |
Package repository | View on GitHub |
Installation |
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