https://github.com/cran/nacopula
Tip revision: 210f7966ac91a9eb23e42dbb7491a69dc47b32b2 authored by Martin Maechler on 30 March 2012, 00:00:00 UTC
version 0.8-1
version 0.8-1
Tip revision: 210f796
DESCRIPTION
Package: nacopula
Version: 0.8-1
NOTE: nacopula is now *part* of the package copula. Use that instead!
NOTI: ----------------------------------------------------------------
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 <marius.hofert@math.ethz.ch> and Martin Maechler
Maintainer: Martin Maechler <maechler@stat.math.ethz.ch>
Depends: copula (>= 0.99-0)
Dependz: -----------------
Imports: copula
License: GPL (>= 2)
Packaged: 2012-03-30 09:50:07 UTC; maechler
Repository: CRAN
Date/Publication: 2012-03-30 15:10:30