fgac (0.6-1)

0 users

Generalized Archimedean Copula.

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

Bi-variate data fitting is done by two stochastic components: the marginal distributions and the dependency structure. The dependency structure is modeled through a copula. An algorithm was implemented considering seven families of copulas (Generalized Archimedean Copulas), the best fitting can be obtained looking all copula's options (totally positive of order 2 and stochastically increasing models).

Maintainer: Veronica Andrea Gonzalez-Lopez
Author(s): Veronica Andrea Gonzalez-Lopez <veronica@ime.unicamp.br>

License: GPL

Uses: Does not use any package

Released over 8 years ago.


1 previous version

Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

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


Related packages: copula, mvtnorm, actuar, bayesm, fBasics, fCopulae, ghyp, MCMCpack, mnormt, sn, VGAM, car, fExtremes, tsfa, e1071, mclust, MASS, FatTailsR, frmqa, CompQuadForm(20 best matches, based on common tags.)


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

Visit fgac on R Graphical Manual.