nacopulaNew: Nested Archimedean Copulas
Version 0.8-1

An R package for working with nested Archimedean copulas. Specifically, providing procedures for computing function values and cube volumes, characteristics such as Kendall's tau and tail dependence coefficients, efficient sampling algorithms, various estimators, and goodness-of-fit tests. The package also contains related univariate distributions and special functions such as the Sibuya distribution, the polylogarithm, Stirling and Eulerian numbers.

Browse man pages Browse package API and functions Browse package files

AuthorMarius Hofert <marius.hofert@math.ethz.ch> and Martin Maechler
Date of publication2015-09-29 09:08:21
MaintainerMartin Maechler <maechler@stat.math.ethz.ch>
LicenseGPL (>= 2)
Version0.8-1
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("nacopulaNew", repos="http://R-Forge.R-project.org")

Getting started

Popular man pages

Man pages

Functions

onLoad Source code

Files

DESCRIPTION
NAMESPACE
R
R/aaa.R
nacopulaNew documentation built on May 21, 2017, 12:26 a.m.