nacopula: Nested Archimedean Copulas

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.

Version: 0.8-1
Depends: copula (≥ 0.99-0)
Imports: copula
Published: 2012-03-30
Author: Marius Hofert and Martin Maechler
Maintainer: Martin Maechler <maechler at stat.math.ethz.ch>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: Distributions
CRAN checks: nacopula results

Downloads:

Reference manual: nacopula.pdf
Package source: nacopula_0.8-1.tar.gz
Windows binaries: r-devel: nacopula_0.8-1.zip, r-release: nacopula_0.8-1.zip, r-oldrel: nacopula_0.8-1.zip
OS X Snow Leopard binaries: r-release: nacopula_0.8-1.tgz, r-oldrel: nacopula_0.8-1.tgz
OS X Mavericks binaries: r-release: not available
Old sources: nacopula archive