bonartm/factorcopula
High Dimensional Depence Modelling with Factor Copulas

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bonartm/factorcopula: High Dimensional Depence Modelling with Factor Copulas

bonartm/factorcopula: High Dimensional Depence Modelling with Factor Copulas

r package for high dimensional specification, simulation and estimation of factor copula models.

Getting started

README.md

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Vignettes Man pages API and functions Files

Package details
Maintainer
LicenseMIT + file LICENSE
Version0.9
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R: 
install.packages("remotes")
remotes::install_github("bonartm/factorcopula")
bonartm/factorcopula documentation built on April 19, 2020, 9:17 p.m.

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