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).


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Reference manual

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install.packages("gumbel")

1.10-2 by Christophe Dutang, 3 years ago


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


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