A framework to analyse multivariate, spatial and spatio-temporal data via copulas, vine copulas and hierarchical Kendall copulas is provided. The spatial/spatio-temporal data needs to be provided in the form of the sp and spacetime package respectively. Additionally, support for calculating different multivariate return periods based on copulas and vine copulas is implemented. As of version 0.2-2, Hierarchical Kendall Copulas are also provided.
|Author||Benedikt Graeler [aut, cre], Marius Appel [ctb]|
|Date of publication||2017-02-28 13:45:36|
|Maintainer||Benedikt Graeler <[email protected]>|
|Package repository||View on R-Forge|
Install the latest version of this package by entering the following in R:
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.