The Gumbel-Hougaard Copula

Provides probability functions (cumulative distribution and density functions), simulation function (Gumbel copula multivariate simulation) and estimation functions (Maximum Likelihood Estimation, Inference For Margins, Moment Based Estimation and Canonical Maximum Likelihood).


Reference manual

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1.10-2 by Christophe Dutang, 3 years ago

Browse source code at

Authors: Anne-Lise Caillat [ctb] , Christophe Dutang [aut,cre] , Veronique Larrieu [ctb] and Triet Nguyen [ctb]

Documentation:   PDF Manual  

Task views: Probability Distributions

GPL (>= 2) license

See at CRAN