Modelling Dependence with Multivariate Archimax (or any User-Defined Continuous) Copulas

Archimax copulas are mixture of Archimedean and EV copulas. The package provides definitions of several parametric families of generator and dependence function, computes CDF and PDF, estimates parameters, tests for goodness of fit, generates random sample and checks copula properties for custom constructs. In 2-dimensional case explicit formulas for density are used, contrary to higher dimensions when all derivatives are linearly approximated. Several non-archimax families (normal, FGM, Plackett) are provided as well.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("acopula")

0.9.4 by Tomas Bacigal, 3 years ago


Browse source code at https://github.com/cran/acopula


Authors: Tomas Bacigal


Documentation:   PDF Manual  


GPL-2 license


Suggests mvtnorm


Imported by CopulaSCR.


See at CRAN