gumbel: Gumbel copula
stand alone package providing R functions for the
Gumbel-Hougaard copula. We provide probality functions
(cumulative distribution and density functions), simulation
function (Gumbel copula multivariate simulation) and estimation
functions (Maximum Likelihood Estimation, Inference For
Margins, Moment Based Estimation and Canonical Maximum
Likelihood).
| Version: |
1.03 |
| Depends: |
R (≥ 2.9.0) |
| Published: |
2011-10-06 |
| Author: |
Anne-Lise Caillat, Christophe Dutang, V\'eronique Larrieu and
Triet Nguyen |
| Maintainer: |
Christophe Dutang <christophe.dutang at ensimag.fr> |
| License: |
GPL (≥ 2) |
| Citation: |
gumbel citation info |
| In views: |
Distributions |
| CRAN checks: |
gumbel results |
Downloads: