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r-nCopula

Description

Hierarchical Archimedean Copulas Constructed with Multivariate Compound Distributions.

Description
cran.r-project.org
Construct and manipulate hierarchical Archimedean copulas with multivariate compound distributions. The model used is the one of Cossette et al. (2017) <doi:10.1016/j.insmatheco.2017.06.001>.
Metadata

Version

0.1.1

License

Unknown

Status

BrokenYes
InsecureNo
UnfreeNo
UnsupportedNo

Source

pkgs/development/r-modules/generic-builder.nix:56

Homepage

https://cran.r-project.org/web/packages/nCopula/

Platforms (75)

    Darwin
    FreeBSD
    Genode
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    MMIXware
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    none
    OpenBSD
    Redox
    Solaris
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    Windows
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