ElliptCopulas
Inference of Elliptical Distributions and Copulas
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
Alexis Derumigny
Jean-David Fermanian
Victor Ryan
Show author detailsRolesAuthorRutger van der Spek
Show author detailsRolesContributor
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- Depends1 package
- Imports5 packages
- Suggests3 packages