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1.1-4 by Martin Maechler, 3 months ago

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https://copula.r-forge.r-project.org/, https://r-forge.r-project.org/projects/copula/, https://CRAN.r-project.org/package=copula

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Report a bug at https://r-forge.r-project.org/tracker/?func=add&group_id=2140&atid=5417

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

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Authors: Marius Hofert [aut] , Ivan Kojadinovic [aut] , Martin Maechler [aut, cre] , Jun Yan [aut] , Johanna G. Nešlehová [ctb] (evTestK() , , Rebecca Morger [ctb] (fitCopula.ml(): code for free mixCopula weight parameters)

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Documentation:   PDF Manual  

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GPL (>= 3) | file LICENCE license

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Imports stats, graphics, methods, stats4, Matrix, lattice, colorspace, gsl, ADGofTest, stabledist, mvtnorm, pcaPP, pspline, numDeriv

Suggests MASS, KernSmooth, sfsmisc, scatterplot3d, Rmpfr, bbmle, knitr, rmarkdown, abind, crop, gridExtra, lcopula, mev, mvnormtest, parallel, partitions, polynom, qrng, randtoolbox, rugarch, Runuran, tseries, VGAM, VineCopula, zoo

Enhances nor1mix, copulaData

System requirements: pdfcrop (part of TexLive) is required to rebuild the vignettes.

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Imported by BSL, ClustImpute, CompAREdesign, CopulaCenR, EFDR, ExtremalDep, ExtremeRisks, GJRM, Kcop, LMMstar, MCARtest, MLCOPULA, Omisc, PAsso, PPMiss, PortRisk, RCTrep, SemiPar.depCens, SubTS, TempStable, WINS, bivgeom, boinet, cascsim, cases, cds, copulaedas, cylcop, depcoeff, discnorm, drought, flood, gamCopula, gasmodel, gnn, good, multinma, mvnormalTest, nvmix, pbox, pgee.mixed, psBayesborrow, qad, qch, sgee, surrosurv, survivalMPLdc, svars, tailDepFun, zipfextR.

Depended on by COST, ClusterStability, CoClust, CoImp, CopCTS, HAC, HMMcopula, MixedIndTests, NCSCopula, RGENERATEPREC, VC2copula, censorcopula, gofCopula, lcopula, vfcp, vines.

Suggested by RDM, SimDesign, Surrogate, copBasic, docopulae, ffp, intcensROC, kyotil, nor1mix, npcp, qrmtools, qrng, rlcv, robustrank, rsurv, simcausal, simsalapar, simsem, univariateML, wdm, zenplots.

Enhanced by copulaData.

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See at CRAN