YafeiXu/CopulaModel: CopulaModel: Dependence Modeling with Copulas

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 <copula@stat.ubc.ca>
LicenseGPL-3
Version0.6
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("YafeiXu/CopulaModel")
YafeiXu/CopulaModel documentation built on May 9, 2019, 11:07 p.m.