nCopula (0.1.1)

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Hierarchical Archimedean Copulas Constructed with Multivariate Compound Distributions.

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

Construct and manipulate hierarchical Archimedean copulas with multivariate compound distributions. The model used is the one of Cossette et al. (2017) .

Maintainer: Simon-Pierre Gadoury
Author(s): Simon-Pierre Gadoury [cre, aut], David Beauchemin [ctb]

License: GPL (>= 2)

Uses: copula, Deriv, stringi, stringr, knitr, rmarkdown
Reverse suggests: erhcv

Released about 1 year ago.


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