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CopulaInference
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Download and install CopulaInference package within the R console
Install from CRAN:
install.packages("CopulaInference")
Install from Github:
library("remotes")
install_github("cran/CopulaInference")
Install by package version:
library("remotes")
install_version("CopulaInference", "0.5.0")
Attach the package and use:
library("CopulaInference")
Maintained by
Bouchra R. Nasri
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First Published: 2023-04-21
Latest Update: 2023-04-21
Description:
Estimation and goodness-of-fit functions for copula-based models of bivariate data with arbitrary distributions (discrete, continuous, mixture of both types). The copula families considered here are the Gaussian, Student, Clayton, Frank, Gumbel, Joe, Plackett, BB1, BB6, BB7,BB8, together with the following non-central squared copula families in Nasri (2020) : ncs-gaussian, ncs-clayton, ncs-gumbel, ncs-frank, ncs-joe, and ncs-plackett. For theoretical details, see, e.g., Nasri and Remillard (2023) .
How to cite:
Bouchra R. Nasri (2023). CopulaInference: Estimation and Goodness-of-Fit of Copula-Based Models with Arbitrary Distributions. R package version 0.5.0, https://cran.r-project.org/web/packages/CopulaInference
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