ajmcneil/KendallSignature: Kendall Concordance Signatures

Functions for determining attainable Kendall concordance signatures and the mixtures of extremal copulas that match concordance signatures.

Getting started

Package details

MaintainerAlexander J. McNeil <alexanderjmcneil@gmail.com>
LicenseGPL-3
Version0.1.3
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("ajmcneil/KendallSignature")
ajmcneil/KendallSignature documentation built on Jan. 25, 2022, 11:54 p.m.