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lcopula - MaRDI portal

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lcopula (Q40987)

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Liouville Copulas
Language Label Description Also known as
English
lcopula
Liouville Copulas

    Statements

    instance of
    R package
    0 references
    software version identifier
    1.0.5
    publication date
    25 April 2022
    0 references
    1.0.6
    publication date
    21 April 2023
    0 references
    0.205
    publication date
    26 August 2015
    0 references
    0.206
    publication date
    6 July 2016
    0 references
    1.0.3
    publication date
    9 June 2019
    0 references
    1.0.4
    publication date
    7 July 2019
    0 references
    1.0
    publication date
    1 February 2017
    0 references
    1.0.7
    publication date
    5 December 2023
    0 references
    programmed in
    R
    0 references
    last update
    5 December 2023
    0 references
    maintained by
    Leo Belzile
    0 references
    description
    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>.
    0 references
    author
    Léo R. Belzile
    0 references
    Christian Genest
    0 references
    depends on software
    copula
    software version identifier
    ≥ 0.999-12
    0 references
    R
    software version identifier
    ≥ 2.12.0
    0 references
    imports
    Rcpp
    software version identifier
    ≥ 0.11.4
    0 references
    utils
    0 references
    graphics
    0 references
    stats
    0 references

    Identifiers

    swMATH work ID
    29273
    0 references
    CRAN project
    lcopula
    0 references
     
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