Package: NCSCopula 1.0.1
NCSCopula: Non-Central Squared Copula Models Estimation
Inference and dependence measure for the non-central squared Gaussian, Student, Clayton, Gumbel, and Frank copula models.The description of the methodology is taken from Section 3 of Nasri, Remillard and Bouezmarni (2019) <doi:10.1016/j.jmva.2019.03.007>.
Authors:
NCSCopula_1.0.1.tar.gz
NCSCopula_1.0.1.zip(r-4.5)NCSCopula_1.0.1.zip(r-4.4)NCSCopula_1.0.1.zip(r-4.3)
NCSCopula_1.0.1.tgz(r-4.4-any)NCSCopula_1.0.1.tgz(r-4.3-any)
NCSCopula_1.0.1.tar.gz(r-4.5-noble)NCSCopula_1.0.1.tar.gz(r-4.4-noble)
NCSCopula_1.0.1.tgz(r-4.4-emscripten)NCSCopula_1.0.1.tgz(r-4.3-emscripten)
NCSCopula.pdf |NCSCopula.html✨
NCSCopula/json (API)
| # Install 'NCSCopula' in R: |
| install.packages('NCSCopula', repos = c('https://bnasri.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 5 years agofrom:3909ac56a1. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 11 2024 |
| R-4.5-win | OK | Sep 11 2024 |
| R-4.5-linux | OK | Sep 11 2024 |
| R-4.4-win | OK | Sep 11 2024 |
| R-4.4-mac | OK | Sep 11 2024 |
| R-4.3-win | OK | Sep 11 2024 |
| R-4.3-mac | OK | Sep 11 2024 |
Exports:copulaEmpEstNCSCopinitialValuesKendallTauLoglikNCSCopNCSCopCdfParamCopParamTauSimNCSCop
Dependencies:ADGofTestcolorspacecopulagsllatticeMatrixmvtnormnumDerivpcaPPpsplinestabledist
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Empirical copula | copulaEmp |
| Estimation of a non-central squared copula model | EstNCSCop |
| Initial values for estimation | initialValues |
| Kendall's tau of a copula | KendallTau |
| Log-likelihood of a non-central squared copula | LoglikNCSCop |
| Distribution function of a non-central squared copula | NCSCopCdf |
| Gives the parameters of the copula family | ParamCop |
| Unconstrained parameters | ParamTau |
| Simulation of a bivariate non-central squared copula | SimNCSCop |
