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NCSCopula  

Non-Central Squared Copula Models Estimation
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("NCSCopula", "1.0.1")



Attach the package and use:
library("NCSCopula")
Maintained by
Bouchra R. Nasri
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-11-28
Latest Update: 2019-11-28
Description:
Inference and dependence measure for the non-central squared Gaussian, Student, Clayton, Gumbel, and Frank copula models.The description of the methodology is taken from Section 3 of Nasri, Remillard and Bouezmarni (2019) .
How to cite:
Bouchra R. Nasri (2019). NCSCopula: Non-Central Squared Copula Models Estimation. R package version 1.0.1, https://cran.r-project.org/web/packages/NCSCopula. Accessed 07 Nov. 2024.
Previous versions and publish date:
No previous versions
Other packages that cited NCSCopula R package
View NCSCopula citation profile
Other R packages that NCSCopula depends, imports, suggests or enhances
Complete documentation for NCSCopula
Functions, R codes and Examples using the NCSCopula R package
Some associated functions: EstNCSCop . KendallTau . LoglikNCSCop . NCSCopCdf . ParamCop . ParamTau . SimNCSCop . copulaEmp . initialValues . 
Some associated R codes: EstNCSCop.R . KendallTau.R . LoglikNCSCop.R . NCSCopCdf.R . ParamCop.R . ParamTau.R . SimNCSCop.R . copulaEmp.R . initialValues.R .  Full NCSCopula package functions and examples
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