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.


Reference manual

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1.0.1 by Vincenzo Coia, 8 days ago

Browse source code at

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