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acopula  

Modelling Dependence with Multivariate Archimax (or any User-Defined Continuous) Copulas
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("acopula", "0.9.4")



Attach the package and use:
library("acopula")
Maintained by
Tomas Bacigal
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2013-07-19
Latest Update: 2023-09-10
Description:
Archimax copulas are mixture of Archimedean and EV copulas. The package provides definitions of several parametric families of generator and dependence function, computes CDF and PDF, estimates parameters, tests for goodness of fit, generates random sample and checks copula properties for custom constructs. In 2-dimensional case explicit formulas for density are used, contrary to higher dimensions when all derivatives are linearly approximated. Several non-archimax families (normal, FGM, Plackett) are provided as well.
How to cite:
Tomas Bacigal (2013). acopula: Modelling Dependence with Multivariate Archimax (or any User-Defined Continuous) Copulas. R package version 0.9.4, https://cran.r-project.org/web/packages/acopula. Accessed 06 Nov. 2024.
Previous versions and publish date:
0.9.1 (2013-07-19 16:26), 0.9.2 (2013-07-31 15:23), 0.9.3 (2018-12-05 12:11), 0.9 (2013-07-17 07:17)
Other packages that cited acopula R package
View acopula citation profile
Other R packages that acopula depends, imports, suggests or enhances
Complete documentation for acopula
Functions, R codes and Examples using the acopula R package
Some associated functions: acopula-package . copula . depfun . generator . nderive . nintegrate . vpartition . xCopula . xPareto . 
Some associated R codes: Full acopula package functions and examples
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