The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

ElliptCopulas: Inference of Elliptical Distributions and Copulas

Provides functions for the simulation and the nonparametric estimation of elliptical distributions, meta-elliptical copulas and trans-elliptical distributions, following the article Derumigny and Fermanian (2022) <doi:10.1016/j.jmva.2022.104962>.

Version: 0.1.4.1
Depends: R (≥ 3.6.0)
Imports: Runuran, wdm, Matrix, kStatistics, pbapply
Suggests: mvtnorm, Rmpfr, testthat (≥ 3.0.0)
Published: 2024-09-09
DOI: 10.32614/CRAN.package.ElliptCopulas
Author: Alexis Derumigny ORCID iD [aut, cre], Jean-David Fermanian ORCID iD [aut], Victor Ryan [aut], Rutger van der Spek [ctb]
Maintainer: Alexis Derumigny <a.f.f.derumigny at tudelft.nl>
BugReports: https://github.com/AlexisDerumigny/ElliptCopulas/issues
License: GPL-3
URL: https://github.com/AlexisDerumigny/ElliptCopulas
NeedsCompilation: no
Materials: README NEWS
CRAN checks: ElliptCopulas results

Documentation:

Reference manual: ElliptCopulas.pdf

Downloads:

Package source: ElliptCopulas_0.1.4.1.tar.gz
Windows binaries: r-devel: ElliptCopulas_0.1.4.1.zip, r-release: ElliptCopulas_0.1.4.1.zip, r-oldrel: ElliptCopulas_0.1.4.1.zip
macOS binaries: r-release (arm64): ElliptCopulas_0.1.4.1.tgz, r-oldrel (arm64): ElliptCopulas_0.1.4.1.tgz, r-release (x86_64): ElliptCopulas_0.1.4.1.tgz, r-oldrel (x86_64): ElliptCopulas_0.1.4.1.tgz
Old sources: ElliptCopulas archive

Reverse dependencies:

Reverse imports: VecDep

Linking:

Please use the canonical form https://CRAN.R-project.org/package=ElliptCopulas 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.