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copula : Multivariate Dependence with Copulas

Package: copula
Version: 0.999-14
VersionNote: LastCran: 0.999-13 on 2015-03-05
Date: $Date: 2015-10-26 15:14:37 +0100 (Mon, 26. Oct 2015) $,
subversion $Revision: 1198 $ <<-- don't forget inst/NEWS.Rd !
Title: Multivariate Dependence with Copulas
Author: Marius Hofert <marius.hofert@uwaterloo.ca>,
Ivan Kojadinovic <ivan.kojadinovic@univ-pau.fr>,
Martin Maechler <maechler@stat.math.ethz.ch>, and
Jun Yan <jun.yan@uconn.edu>
Maintainer: Martin Maechler <maechler@stat.math.ethz.ch>
Depends: R (>= 3.0.1)
Imports: stats, graphics, methods, stats4, Matrix, lattice, colorspace,
gsl, ADGofTest, stabledist (>= 0.6-4), mvtnorm, pspline
Suggests: MASS, KernSmooth, sfsmisc, scatterplot3d, Rmpfr, bbmle,
knitr, parallel, mvnormtest, partitions, polynom, randtoolbox,
rugarch, Runuran, tseries, VGAM, VineCopula, zoo
SuggestsNote: the last line packages {parallel, ..., zoo} are only used
in vignettes and demos.
Enhances: nor1mix
Description: Classes (S4) of commonly used elliptical, Archimedean, extreme
value and some more copula families. Methods for density, distribution,
random number generation, bivariate dependence measures, perspective and
contour plots. Fitting copula models including variance estimates.
Independence and serial (univariate and multivariate) independence tests,
and other copula related tests. Empirical copula and multivariate CDF.
Goodness-of-fit tests for copulas based on multipliers, the parametric
bootstrap with several transformation options.
Merged former package 'nacopula' for nested Archimedean copulas: Efficient
sampling algorithms, various estimators, goodness-of-fit tests and related
tools and special functions.
License: GPL (>= 3) | file LICENCE
ByteCompile: yes
VignetteBuilder: knitr
Collate: AllClass.R Classes.R Copula.R Auxiliaries.R aux-acopula.R
special-func.R cop_objects.R nacopula.R derCdfPdf.R amhCopula.R
amhExpr.R An.R archmCopula.R asymCopula.R asymExplicitCopula.R
claytonCopula.R claytonExpr.R ellipCopula.R empcop.R empPsi.R
acR.R estimation.R evCopula.R evTests.R exchTests.R fgmCopula.R
fitCopula.R fitMvdc.R frankCopula.R frankExpr.R
galambosCopula.R galambosExpr-math.R galambosExpr.R
ggraph-tools.R pairsRosenblatt.R gofTrafos.R gofEVTests.R
gofTests.R graphics.R gumbelCopula.R gumbelExpr.R
huslerReissCopula.R huslerReissExpr.R indepCopula.R
indepTests.R joeCopula.R K.R logseries.R mvdc.R normalCopula.R
plackettCopula.R plackettExpr.R rstable1.R safeUroot.R
schlatherCopula.R stable.R timing.R trafos.R tCopula.R
tawnCopula.R tawnExpr.R tevCopula.R wrapper.R zzz.R
Encoding: UTF-8
URL: http://copula.r-forge.r-project.org/
NeedsCompilation: yes
Packaged: 2015-10-26 15:03:01 UTC; maechler
Repository: CRAN
Date/Publication: 2015-10-26 17:07:26

● Data Source: CranContrib
● Cran Task View: Finance, Multivariate
● 0 images, 95 functions, 5 datasets
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