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: 0.1.2
Depends: R (≥ 3.6.0)
Imports: Runuran, pcaPP, Matrix, Rmpfr, pbapply
Suggests: mvtnorm
Published: 2022-04-07
Author: Alexis Derumigny ORCID iD [aut, cre], Jean-David Fermanian ORCID iD [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_0.1.2.tar.gz
Windows binaries: r-devel: ElliptCopulas_0.1.1.zip, r-release: ElliptCopulas_0.1.1.zip, r-oldrel: ElliptCopulas_0.1.1.zip
macOS binaries: r-release (arm64): ElliptCopulas_0.1.1.tgz, r-release (x86_64): ElliptCopulas_0.1.1.tgz, r-oldrel: ElliptCopulas_0.1.1.tgz
Old sources: ElliptCopulas archive

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