nCopula: Hierarchical Archimedean Copulas Constructed with Multivariate Compound Distributions

Construct and manipulate hierarchical Archimedean copulas with multivariate compound distributions. The model used is the one of Cossette et al. (2017) <doi:10.1016/j.insmatheco.2017.06.001>.

Version:	0.1.1
Depends:	R (≥ 3.4.0), copula
Imports:	Deriv, stringr, stringi, compiler, methods
Suggests:	knitr, rmarkdown
Published:	2018-11-30
Author:	Simon-Pierre Gadoury [cre, aut], David Beauchemin [ctb]
Maintainer:	Simon-Pierre Gadoury <spgadou at me.com>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	no
In views:	Distributions
CRAN checks:	nCopula results

Documentation:

Reference manual:

nCopula.pdf

Downloads:

Package source:	nCopula_0.1.1.tar.gz
Windows binaries:	r-devel: nCopula_0.1.1.zip, r-release: nCopula_0.1.1.zip, r-oldrel: nCopula_0.1.1.zip
macOS binaries:	r-release (arm64): nCopula_0.1.1.tgz, r-oldrel (arm64): nCopula_0.1.1.tgz, r-release (x86_64): nCopula_0.1.1.tgz, r-oldrel (x86_64): nCopula_0.1.1.tgz

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