ElliptCopulas

Inference of Elliptical Distributions and Copulas

CRAN Package

Provides functions for the simulation and the nonparametric estimation of elliptical distributions, meta-elliptical copulas and trans-elliptical distributions, following the article Derumigny and Fermanian (2022) doi:10.1016/j.jmva.2022.104962.

  • Version0.1.4.1
  • R version≥ 3.6.0
  • LicenseGPL-3
  • Needs compilation?No
  • Last release09/09/2024

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  • Imports5 packages
  • Suggests3 packages
  • Reverse Imports1 package