In rdmatheus/BCNSM: Multivariate Box-Cox Symmetric Distributions Generated by a Normal Scale Mixture Copula

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bcnsm

The bcnsm package is dedicated to the estimation and analysis of goodness-of-fit within the class of the multivariate BCNSM distributions. The package includes implementations of some Box Cox symmetric and log-symmetric distributions for marginal modeling. In addition, it provides Gaussian, t, slash, and hyperbolic copulas with some options of association matrices for dependence modeling. Also, the package also provides diagnostic tools, such as PP plots and visualization of marginal and bivariate fits.

Installation

The development version of the bcnsm package is hosted on GitHub. The installation of the package can be done using the devtools package. If it has not been previously installed, it can be added by executing the following command in the R environment: install.packages("devtools").

After installing the devtools package, if one is using Windows, it may be necessary to install the current version of the RTools program, available for download at here. Finally, the development version of the bcnsm can be installed by executing the following command:

devtools::install_github("rdmatheus/bcnsm")

rdmatheus/BCNSM documentation built on Feb. 8, 2024, 1:28 a.m.