CopulaInference

Estimation and Goodness-of-Fit of Copula-Based Models with Arbitrary Distributions

CRAN Package

Estimation and goodness-of-fit functions for copula-based models of bivariate data with arbitrary distributions (discrete, continuous, mixture of both types). The copula families considered here are the Gaussian, Student, Clayton, Frank, Gumbel, Joe, Plackett, BB1, BB6, BB7,BB8, together with the following non-central squared copula families in Nasri (2020) doi:10.1016/j.spl.2020.108704: ncs-gaussian, ncs-clayton, ncs-gumbel, ncs-frank, ncs-joe, and ncs-plackett. For theoretical details, see, e.g., Nasri and Remillard (2023) doi:10.48550/arXiv.2301.13408.

  • Version0.5.0
  • R version≥ 3.5.0
  • LicenseGPL-3
  • Needs compilation?Yes
  • Last release04/21/2023

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  • Depends4 packages