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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 <firstname.lastname@example.org> and Martin Maechler Maintainer: Martin Maechler <email@example.com> Depends: R (>= 2.12.0), methods, stats4 Imports: gsl, ADGofTest, stabledist Suggests: lattice, MASS, sfsmisc, Rmpfr, bbmle License: GPL (>= 2) URL: http://nacopula.r-forge.r-project.org/ 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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