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nCopula
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]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-11-30
Latest Update:
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. Accessed 16 Jul. 2026.
Previous versions and publish date:
(2026-07-09 06:20), 0.1.1 (2018-11-30 13:40)
Other packages that cited nCopula R package
View nCopula citation profile
Other R packages that nCopula depends,
imports, suggests or enhances
Functions, R codes and Examples using
the nCopula R package
Some associated functions: AMH . Child-class . Clayton . Frank . GAMMA . GEO . Gamma_Child-class . GeneticCodes . Geo_Child-class . Geo_Mother-class . Gumbel . InvLap . LOG . Lap . Log_Child-class . Log_Mother-class . Moth . Mother-class . Node . amh-class . archm-class . clayton-class . frank-class . gumbel-class . pCompCop . pCop . rCompCop . rCop . show-Child-method . show-Mother-method . show-archm-method .
Some associated R codes: AMH_Copulas.R . Clayton_Copulas.R . Frank_Copulas.R . GeneticCodes.R . Gumbel_Copulas.R . Internal_Code.R . InvLap.R . Lap.R . Node.R . Structure_Distribution_GAMMA.R . Structure_Distribution_GEO.R . Structure_Distribution_LOG.R . pCompCop.R . pCop.R . rCompCop.R . rCop.R . Full nCopula package functions and examples
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