R/kcopula.R

In mlkremer/kcopula: The Bivariate K-Copula

#' kcopula: The Bivariate K-Copula
#'
#' kcopula provides the bivariate K-copula by Wollschläger and Schäfer (2016).
#'
#' @details kcopula provides two functions:
#'     \itemize{
#'     \item \code{\link{pkcopula}} gives the distribution function of the
#'     bivariate K-copula.
#'     \item \code{\link{dkcopula}} gives the density of the bivariate K-copula.
#'     }
#'
#' @author Marcel Kremer, \email{marcel.kremer@@uni-due.de}
#'
#' @references
#'     Wollschläger, M. and Schäfer, R. (2016). Impact of nonstationarity on
#'     estimating and modeling empirical copulas of daily stock returns.
#'     \emph{Journal of Risk}, 19(1):1--23.
#'     \url{https://doi.org/10.21314/JOR.2016.342}.
#'     SSRN version: \url{https://ssrn.com/abstract=3533903}.
#' @references
#'     Chetalova, D., Wollschläger, M., and Schäfer, R. (2015).
#'     Dependence structure of market states.
#'     \emph{Journal of Statistical Mechanics: Theory and Experiment},
#'     2015(8):P08012. \url{https://doi.org/10.1088/1742-5468/2015/08/P08012}.
#'     SSRN version: \url{https://ssrn.com/abstract=3533951}.
#'
#' @seealso Useful links:
#'     \itemize{
#'     \item \url{https://github.com/mlkremer/kcopula}
#'     \item Report bugs at \url{https://github.com/mlkremer/kcopula/issues}
#'     }
#'
#' @examples ## See README.md on GitHub for a comprehensive example.
#'
#' @docType package
#' @name kcopula
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