YafeiXu/CopulaModel: CopulaModel: Dependence Modeling with Copulas
Version 0.6

Software for book: Dependence Modeling with Copulas, Chapman & Hall/CRC, 2014.

Getting started

Package details

AuthorH Joe; P Krupskii (factor copulas, tail-weighted dependence measures)
MaintainerDependence Modeling <[email protected]>
LicenseGPL-3
Version0.6
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("YafeiXu/CopulaModel")
YafeiXu/CopulaModel documentation built on June 3, 2017, 9:49 a.m.