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-4.7)NCSCopula_1.0.1.zip(r-4.6)NCSCopula_1.0.1.zip(r-4.5)
NCSCopula_1.0.1.tgz(r-4.6-any)NCSCopula_1.0.1.tgz(r-4.5-any)
NCSCopula_1.0.1.tar.gz(r-4.7-any)NCSCopula_1.0.1.tar.gz(r-4.6-any)
NCSCopula_1.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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 from:3909ac56a1. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 124 | ||
| source / vignettes | OK | 140 | ||
| linux-release-x86_64 | OK | 130 | ||
| macos-release-arm64 | OK | 135 | ||
| macos-oldrel-arm64 | OK | 159 | ||
| windows-devel | OK | 87 | ||
| windows-release | OK | 86 | ||
| windows-oldrel | OK | 195 | ||
| wasm-release | OK | 93 |
Exports:copulaEmpEstNCSCopinitialValuesKendallTauLoglikNCSCopNCSCopCdfParamCopParamTauSimNCSCop
Dependencies:ADGofTestclustercolorspacecopulagsllatticeMatrixmvtnormnumDerivpcaPPpsplinestabledist
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 |
