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ElliptCopulas  

Inference of Elliptical Distributions and Copulas
View on CRAN: Click here


Download and install ElliptCopulas package within the R console
Install from CRAN:
install.packages("ElliptCopulas")

Install from Github:
library("remotes")
install_github("cran/ElliptCopulas")

Install by package version:
library("remotes")
install_version("ElliptCopulas", "0.1.3")



Attach the package and use:
library("ElliptCopulas")
Maintained by
Alexis Derumigny
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-01-27
Latest Update: 2022-04-25
Description:
Provides functions for the simulation and the nonparametric estimation of elliptical distributions, meta-elliptical copulas and trans-elliptical distributions, following the article Derumigny and Fermanian (2022) .
How to cite:
Alexis Derumigny (2022). ElliptCopulas: Inference of Elliptical Distributions and Copulas. R package version 0.1.3, https://cran.r-project.org/web/packages/ElliptCopulas
Previous versions and publish date:
0.1.1 (2022-01-27 09:40), 0.1.2 (2022-04-07 09:12)
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