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Tip revision: 161411bb86f97e5a8bd89091cd61d03a33c2761a authored by Martin Maechler on 06 February 2012, 00:00:00 UTC
version 0.8-0
Tip revision: 161411b
Package: nacopula
Version: 0.8-0
Date: 2012-02-06
LastChanged: $LastChangedRevision: 640 $; $LastChangedDate: 2012-02-06
        11:25:41 +0100 (Mon, 06. Feb 2012) $
Title: Nested Archimedean Copulas
Description: An R package for working with nested Archimedean copulas.
        Specifically, providing procedures for computing function
        values and cube volumes, characteristics such as Kendall's tau
        and tail dependence coefficients, efficient sampling
        algorithms, various estimators, and goodness-of-fit tests.  The
        package also contains related univariate distributions and
        special functions such as the Sibuya distribution, the
        polylogarithm, Stirling and Eulerian numbers.
Author: Marius Hofert <> and Martin Maechler
Maintainer: Martin Maechler <>
Depends: R (>= 2.12.0), methods, stats4
Imports: gsl, ADGofTest, stabledist
Suggests: lattice, MASS, sfsmisc, Rmpfr, bbmle
License: GPL (>= 2)
LazyData: yes
Encoding: UTF-8
Packaged: 2012-02-06 13:03:03 UTC; maechler
Repository: CRAN
Date/Publication: 2012-02-06 13:38:05
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