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) .

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

Documentation


Team


Insights

Last 30 days

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Depends1 package
  • Imports5 packages
  • Suggests3 packages