lcopula: Liouville Copulas

Collections of functions allowing random number generations and estimation of 'Liouville' copulas, as described in Belzile and Neslehova (2017) <doi:10.1016/j.jmva.2017.05.008>.

Version: 1.0.4
Depends: copula (≥ 0.999-12), R (≥ 2.12.0)
Imports: Rcpp (≥ 0.11.4), pcaPP, utils, graphics, stats
LinkingTo: Rcpp
Published: 2019-07-06
Author: Leo Belzile ORCID iD [aut, cre], Christian Genest [aut, ctb], Alexander J. McNeil [ctb], Johanna G. Neslehova [ctb]
Maintainer: Leo Belzile <belzilel at gmail.com>
BugReports: https://github.com/lbelzile/lcopula/issues
License: GPL-3
NeedsCompilation: yes
Materials: NEWS
In views: Distributions
CRAN checks: lcopula results

Documentation:

Reference manual: lcopula.pdf

Downloads:

Package source: lcopula_1.0.4.tar.gz
Windows binaries: r-devel: lcopula_1.0.4.zip, r-release: lcopula_1.0.4.zip, r-oldrel: lcopula_1.0.4.zip
macOS binaries: r-release (arm64): lcopula_1.0.4.tgz, r-oldrel (arm64): lcopula_1.0.4.tgz, r-release (x86_64): lcopula_1.0.4.tgz, r-oldrel (x86_64): lcopula_1.0.4.tgz
Old sources: lcopula archive

Reverse dependencies:

Reverse suggests: copula

Linking:

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