Liouville Copulas

Collections of functions allowing random number generations and estimation of Liouville copulas.


News

lcopula v0.3, 2017-01-23 ############################ *New code for extremal attractors, now supported for non-integer valued cases

lcopula v0.206, 2016-07-06 ############################ *Fix in function sliouv (thanks to Marie-Pier Cote for signaling the bug) *Improved root finding in isliouvm and isliouvm_m *Improved documentation

lcopula v0.205, 2015-08-26 ############################ Package ported to CRAN

Reference manual

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install.packages("lcopula")

1.0 by Leo Belzile, 2 years ago


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


Authors: Leo Belzile [aut, cre] , Christian Genest [aut, ctb] , Alexander J. McNeil [ctb] , Johanna G. Neslehova [ctb]


Documentation:   PDF Manual  


GPL-3 license


Imports Rcpp, pcaPP, utils, graphics, stats

Depends on copula

Linking to Rcpp


Suggested by copula.


See at CRAN