r-elliptcopulas 0.1.4.1
Propagated dependencies: r-wdm@0.2.6 r-runuran@0.41 r-pbapply@1.7-2 r-matrix@1.7-1 r-kstatistics@2.1.1
Channel: guix-cran
Licenses: GPL 3
Synopsis: Inference of Elliptical Distributions and Copulas
Description:
This package 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>.
Total results: 1