igcop: Computational Tools for the IG and IGL Copula Families

Compute distributional quantities for an Integrated Gamma (IG) or Integrated Gamma Limit (IGL) copula, such as a cdf and density. Compute corresponding conditional quantities such as the cdf and quantiles. Generate data from an IG or IGL copula.

Version: 1.0.1
Imports: stats, vctrs, Rcpp, rlang
LinkingTo: Rcpp
Suggests: testthat, knitr, rmarkdown, tibble, covr, ggplot2
Published: 2021-10-13
Author: Vincenzo Coia [aut, cre], Harry Joe [aut]
Maintainer: Vincenzo Coia <vincenzo.coia at gmail.com>
License: MIT + file LICENSE
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: igcop results

Downloads:

Reference manual: igcop.pdf
Vignettes: Formulas for the IG and IGL Copula Families
Package source: igcop_1.0.1.tar.gz
Windows binaries: r-devel: igcop_1.0.1.zip, r-release: igcop_1.0.1.zip, r-oldrel: not available
macOS binaries: r-release (arm64): not available, r-release (x86_64): igcop_1.0.1.tgz, r-oldrel: igcop_1.0.1.tgz

Linking:

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