bonartm/factorcopula: High Dimensional Depence Modelling with Factor Copulas

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

Getting started

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 May 17, 2019, 10:12 p.m.