FDGcopulas (1.0)

0 users

Multivariate Dependence with FDG Copulas.

http://cran.r-project.org/web/packages/FDGcopulas

FDG copulas are a class of copulas featuring an interesting balance between flexibility and tractability. This package provides tools to construct, calculate the pairwise dependence coefficients of, simulate from, and fit FDG copulas. The acronym FDG stands for 'one-Factor with Durante Generators', as an FDG copula is a one-factor copula -- that is, the variables are independent given a latent factor -- whose linking copulas belong to the Durante class of bivariate copulas (also referred to as exchangeable Marshall-Olkin or semilinear copulas).

Maintainer: Gildas Mazo
Author(s): Gildas Mazo, Stephane Girard

License: GPL (>= 3)

Uses: numDeriv, randtoolbox, Rcpp

Released about 5 years ago.


Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of FDGcopulas yet. Want to be the first? Write one now.


Related packages:(20 best matches, based on common tags.)


Search for FDGcopulas on google, google scholar, r-help, r-devel.

Visit FDGcopulas on R Graphical Manual.