Package: HAC
Type: Package
Title: Estimation, Simulation and Visualization of Hierarchical
Archimedean Copulae (HAC)
Version: 1.0-4
Date: 2015-10-11
Author: Ostap Okhrin <ostap.okhrin@tu-dresden.de> and Alexander Ristig <alexander.ristig@univie.ac.at>
Maintainer: Alexander Ristig <alexander.ristig@univie.ac.at>
LazyLoad: yes
Depends: R (>= 2.15.2), copula
Imports: graphics, numDeriv, stats
Description: Package provides the estimation of the structure and the parameters, sampling methods and structural plots of Hierarchical Archimedean Copulae (HAC).
License: GPL (>= 3)
URL:
http://tu-dresden.de/die_tu_dresden/fakultaeten/vkw/iwv/osv/mitarbeiter/ostap.okhrin/index_html
NeedsCompilation: no
Packaged: 2015-10-11 20:00:15 UTC; AR
Repository: CRAN
Date/Publication: 2015-10-12 00:24:30
Package: BivarP
Type: Package
Title: Estimating the Parameters of Some Bivariate Distributions
Version: 1.0
Date: 2015-04-17
Author: Josef Brejcha
Maintainer: Josef Brejcha <brchjo@gmail.com>
Depends: dfoptim, survival, copula
Description: Parameter estimation of bivariate distribution functions
modeled as a Archimedean copula function. The input data may contain
values from right censored. Used marginal distributions are two-parameter.
Methods for density, distribution, survival, random sample generation.
License: GPL (>= 3)
LazyData: TRUE
Packaged: 2015-04-17 10:31:40 UTC; brch
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2015-04-18 08:55:28
Package: ClusterStability
Type: Package
Depends: R (>= 2.2.4), Rcpp, clusterCrit, cluster, copula (>= 0.999), WeightedCluster
LinkingTo: Rcpp
Title: Assessment of Stability of Individual Objects or Clusters in
Partitioning Solutions
Version: 1.0.3
Date: 2016-02-08
Author: Etienne Lord, Matthieu Willems, Francois-Joseph Lapointe, and Vladimir
Makarenkov
Maintainer: Etienne Lord <m.etienne.lord@gmail.com>
Description: Allows one to assess the stability of individual objects, clusters
and whole clustering solutions based on repeated runs of the K-means and K-medoids
partitioning algorithms.
License: GPL-3
LazyLoad: yes
NeedsCompilation: yes
Packaged: 2016-02-08 19:02:06 UTC; etienne
Repository: CRAN
Date/Publication: 2016-02-08 23:52:27
Package: gofCopula
Type: Package
Title: Goodness-of-Fit Tests for Copulae
Version: 0.1-3
Date: 2016-06-09
Author: Ostap Okhrin <ostap.okhrin@tu-dresden.de>,
Simon Trimborn <simon.trimborn@wiwi.hu-berlin.de>,
Shulin Zhang <slzhang@swufe.edu.cn>,
Qian M. Zhou <qmzhou@sfu.ca>
Maintainer: Simon Trimborn <simon.trimborn@wiwi.hu-berlin.de>
LazyLoad: yes
LazyData: true
Depends: R (>= 1.9.0), copula, foreach, parallel, doParallel
Imports: SparseGrid, numDeriv, VineCopula, methods, stats, MASS, utils
Description: Several GoF tests for Copulae are provided. A new hybrid test is implemented which supports all of the individual tests. Estimation methods for the margins are provided. All the tests support parameter estimation and predefined values. The parameters are estimated by pseudo maximum likelihood but if it fails the estimation switches automatically to inversion of Kendall's tau.
License: GPL (>= 3)
NeedsCompilation: yes
Packaged: 2016-06-13 10:45:32 UTC; trimborns
Repository: CRAN
Date/Publication: 2016-06-13 13:07:00