gumbel: Gumbel copula

stand alone package providing R functions for the Gumbel-Hougaard copula. We provide 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).

Version: 1.04
Depends: R (≥ 2.9.0)
Published: 2012-07-31
Author: Anne-Lise Caillat, Christophe Dutang, V'eronique Larrieu and Triet Nguyen
Maintainer: Christophe Dutang <christophe.dutang at ensimag.fr>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: gumbel citation info
In views: Distributions
CRAN checks: gumbel results

Downloads:

Reference manual: gumbel.pdf
Vignettes: Key characteristics of the Gumbel copula [in French]
Package source: gumbel_1.04.tar.gz
OS X binary: gumbel_1.04.tgz
Windows binary: gumbel_1.04.zip
Old sources: gumbel archive