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igcop: Computational Tools for the IG and IGL Copula Families

Compute distributional quantities for an Integrated Gamma (IG) or Integrated Gamma Limit (IGL) copula, such as a cdf and density. Compute corresponding conditional quantities such as the cdf and quantiles. Generate data from an IG or IGL copula. See the vignette for formulas, or for a derivation, see Coia, V (2017) "Forecasting of Nonlinear Extreme Quantiles Using Copula Models." PhD Dissertation, The University of British Columbia.

Version: 1.0.2
Imports: stats, vctrs, Rcpp, rlang
LinkingTo: Rcpp
Suggests: testthat, knitr, rmarkdown, tibble, covr, ggplot2
Published: 2023-11-14
DOI: 10.32614/CRAN.package.igcop
Author: Vincenzo Coia [aut, cre], Harry Joe [aut]
Maintainer: Vincenzo Coia <vincenzo.coia at gmail.com>
License: MIT + file LICENSE
NeedsCompilation: yes
Materials: README NEWS
In views: Distributions
CRAN checks: igcop results

Documentation:

Reference manual: igcop.pdf
Vignettes: Formulas for the IG and IGL Copula Families

Downloads:

Package source: igcop_1.0.2.tar.gz
Windows binaries: r-devel: igcop_1.0.2.zip, r-release: igcop_1.0.2.zip, r-oldrel: igcop_1.0.2.zip
macOS binaries: r-release (arm64): igcop_1.0.2.tgz, r-oldrel (arm64): igcop_1.0.2.tgz, r-release (x86_64): igcop_1.0.2.tgz, r-oldrel (x86_64): igcop_1.0.2.tgz
Old sources: igcop archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=igcop to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.