gumbel

The Gumbel-Hougaard Copula

Provides probability functions (cumulative distribution and density functions), simulation function (Gumbel copula multivariate simulation) and estimation functions (Maximum Likelihood Estimation, Inference For Margins, Moment Based Estimation and Canonical Maximum Likelihood).

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Description file content

Package
gumbel
Type
Package
Title
The Gumbel-Hougaard Copula
Version
1.10-2
Author
Anne-Lise Caillat [ctb], Christophe Dutang [aut,cre], Veronique Larrieu [ctb] and Triet Nguyen [ctb]
Maintainer
Christophe Dutang
Description
Provides probability functions (cumulative distribution and density functions), simulation function (Gumbel copula multivariate simulation) and estimation functions (Maximum Likelihood Estimation, Inference For Margins, Moment Based Estimation and Canonical Maximum Likelihood).
Depends
R (>= 2.10.0)
License
GPL (>= 2)
NeedsCompilation
no
Packaged
2018-08-07 19:12:16 UTC; dutang
Repository
CRAN
Date/Publication
2018-08-07 19:40:09 UTC

install.packages('gumbel')

1.10-2

4 months ago

Christophe Dutang

GPL (>= 2)

Depends on

R (>= 2.10.0)

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