Generalized Archimedean Copula

Bi-variate data fitting is done by two stochastic components: the marginal distributions and the dependency structure. The dependency structure is modeled through a copula. An algorithm was implemented considering seven families of copulas (Generalized Archimedean Copulas), the best fitting can be obtained looking all copula's options (totally positive of order 2 and stochastically increasing models).


Reference manual

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0.6-1 by Veronica Andrea Gonzalez-Lopez, 9 years ago

Browse source code at

Authors: Veronica Andrea Gonzalez-Lopez <[email protected]>

Documentation:   PDF Manual  

Task views: Probability Distributions, Empirical Finance, Multivariate Statistics

GPL license

See at CRAN