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nCopula  

Hierarchical Archimedean Copulas Constructed with Multivariate Compound Distributions
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("nCopula", "0.1.1")



Attach the package and use:
library("nCopula")
Maintained by
Simon-Pierre Gadoury
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-11-30
Latest Update: 2018-11-30
Description:
Construct and manipulate hierarchical Archimedean copulas with multivariate compound distributions. The model used is the one of Cossette et al. (2017) .
How to cite:
Simon-Pierre Gadoury (2018). nCopula: Hierarchical Archimedean Copulas Constructed with Multivariate Compound Distributions. R package version 0.1.1, https://cran.r-project.org/web/packages/nCopula
Previous versions and publish date:
0.1.1 (2018-11-30 13:40)
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