gumbel: The Gumbel-Hougaard Copula

Provides 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: 1.10-3
Depends: R (≥ 2.10.0)
Published: 2024-10-17
DOI: 10.32614/CRAN.package.gumbel
Author: Christophe Dutang ORCID iD [aut, cre] (<https://orcid.org/0000-0001-6732-1501>), Anne-Lise Caillat [ctb], Veronique Larrieu [ctb], Triet Nguyen [ctb]
Maintainer: Christophe Dutang <dutangc at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: gumbel citation info
Materials: README
In views: Distributions
CRAN checks: gumbel results

Documentation:

Reference manual: gumbel.pdf
Vignettes: Key characteristics of the Gumbel copula [in French] (source)

Downloads:

Package source: gumbel_1.10-3.tar.gz
Windows binaries: r-devel: gumbel_1.10-3.zip, r-release: gumbel_1.10-3.zip, r-oldrel: gumbel_1.10-3.zip
macOS binaries: r-release (arm64): gumbel_1.10-3.tgz, r-oldrel (arm64): gumbel_1.10-3.tgz, r-release (x86_64): gumbel_1.10-3.tgz, r-oldrel (x86_64): gumbel_1.10-3.tgz
Old sources: gumbel archive

Reverse dependencies:

Reverse imports: WR

Linking:

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