https://github.com/cran/nacopula
Raw File
Tip revision: 69748f90a7dcf58ecb7667db0678e958a9fff7a6 authored by Martin Maechler on 04 March 2011, 00:00:00 UTC
version 0.4-4
Tip revision: 69748f9
DESCRIPTION
Package: nacopula
Version: 0.4-4
Date: 2011-03-04
LastChanged: $LastChangedRevision: 446 $; $LastChangedDate: 2011-03-01
        18:19:21 +0100 (Tue, 01 Mar 2011) $
Title: Nested Archimedean Copulas
Description: An R package for nested Archimedean copulas, providing a
        procedure for computing function values, characteristics such
        as Kendall's tau and tail dependence coefficients, as well as
        sampling algorithms for generating random variates.
Author: Marius Hofert <marius.hofert@math.ethz.ch> and Martin Maechler
Maintainer: Martin Maechler <maechler@stat.math.ethz.ch>
Depends: methods, R (>= 2.9.1)
Imports: gsl
Suggests: lattice, sfsmisc
License: GPL (>= 2)
LazyData: yes
Packaged: 2011-03-04 17:06:57 UTC; maechler
Repository: CRAN
Date/Publication: 2011-03-05 20:22:04
back to top