nCopula: Hierarchical Archimedean Copulas Constructed with Multivariate Compound Distributions

Construct and manipulate hierarchical Archimedean copulas with multivariate compound distributions. The model used is the one of Cossette et al. (2017) <doi:10.1016/j.insmatheco.2017.06.001>.

Version: 0.1.1
Depends: R (≥ 3.4.0), copula
Imports: Deriv, stringr, stringi, compiler, methods
Suggests: knitr, rmarkdown
Published: 2018-11-30
Author: Simon-Pierre Gadoury [cre, aut], David Beauchemin [ctb]
Maintainer: Simon-Pierre Gadoury <spgadou at me.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: nCopula results

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Reference manual: nCopula.pdf
Package source: nCopula_0.1.1.tar.gz
Windows binaries: r-devel: nCopula_0.1.1.zip, r-release: nCopula_0.1.1.zip, r-oldrel: nCopula_0.1.1.zip
OS X binaries: r-release: nCopula_0.1.1.tgz, r-oldrel: nCopula_0.1.1.tgz

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