spcopula: Copula Driven Analysis - Multivariate, Spatial, Spatio-Temporal
Version 0.2-4

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.

Package details

AuthorBenedikt Graeler [aut, cre], Marius Appel [ctb]
Date of publication2017-02-28 13:45:36
MaintainerBenedikt Graeler <[email protected]>
URL http://r-forge.r-project.org/projects/spcopula/
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("spcopula", repos="http://R-Forge.R-project.org")

Try the spcopula package in your browser

Any scripts or data that you put into this service are public.

spcopula documentation built on May 31, 2017, 2:16 a.m.