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.

Getting started

Package details

AuthorMarius Hofert <[email protected]> and Martin Maechler
Date of publication2015-09-29 09:08:21
MaintainerMartin Maechler <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("nacopulaNew", repos="")

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nacopulaNew documentation built on May 31, 2017, 1:55 a.m.