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:Bouchra R. Nasri

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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'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 144 downloads 9 exports 11 dependencies

Last updated 5 years agofrom:3909ac56a1. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 10 2024
R-4.5-winOKNov 10 2024
R-4.5-linuxOKNov 10 2024
R-4.4-winOKNov 10 2024
R-4.4-macOKNov 10 2024
R-4.3-winOKNov 10 2024
R-4.3-macOKNov 10 2024

Exports:copulaEmpEstNCSCopinitialValuesKendallTauLoglikNCSCopNCSCopCdfParamCopParamTauSimNCSCop

Dependencies:ADGofTestcolorspacecopulagsllatticeMatrixmvtnormnumDerivpcaPPpsplinestabledist