Hierarchical Archimedean Copulas Constructed with Multivariate Compound Distributions

Construct and manipulate hierarchical Archimedean copulas with multivariate compound distributions. The model used is the one of Cossette et al. (2017) .


Reference manual

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0.1.1 by Simon-Pierre Gadoury, 2 years ago

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

Authors: Simon-Pierre Gadoury [cre, aut] , David Beauchemin [ctb]

Documentation:   PDF Manual  

Task views: Probability Distributions

GPL (>= 2) license

Imports Deriv, stringr, stringi, compiler, methods

Depends on copula

Suggests knitr, rmarkdown

See at CRAN