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) .


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Reference manual

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install.packages("nCopula")

0.1.1 by Simon-Pierre Gadoury, 7 months 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


Suggested by erhcv.


See at CRAN