Computational Tools for the IG and IGL Copula Families

Compute distributional quantities for an Integrated Gamma (IG) or Integrated Gamma Limit (IGL) copula, such as a cdf and density. Compute corresponding conditional quantities such as the cdf and quantiles. Generate data from an IG or IGL copula.


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install.packages("igcop")

1.0.1 by Vincenzo Coia, 8 days ago


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


Authors: Vincenzo Coia [aut, cre] , Harry Joe [aut]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports stats, vctrs, Rcpp, rlang

Suggests testthat, knitr, rmarkdown, tibble, covr, ggplot2

Linking to Rcpp


See at CRAN