acopula (Q19692): Difference between revisions

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@@ Property / last update @@
-December 2018Timestamp +2018-12-05T00:00:00Z
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@@ Property / last update: 5 December 2018 / rank @@
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@@ Property / author @@
-Tomas Bacigal
@@ Property / author: Tomas Bacigal / rank @@
-Normal rank
@@ Property / copyright license @@
-GNU General Public License, version 2.0
@@ Property / copyright license: GNU General Public License, version 2.0 / rank @@
-Normal rank
@@ Property / software version identifier @@
+.9.1
@@ Property / software version identifier: 0.9.1 / rank @@
+Normal rank
@@ Property / software version identifier: 0.9.1 / qualifier @@
+publication date: 19 July 2013Timestamp +2013-07-19T00:00:00Z
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+.9.2
@@ Property / software version identifier: 0.9.2 / rank @@
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+publication date: 31 July 2013Timestamp +2013-07-31T00:00:00Z
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+.9.4
@@ Property / software version identifier: 0.9.4 / rank @@
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+publication date: 10 September 2023Timestamp +2023-09-10T00:00:00Z
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+R
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+MaRDI software profile
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+Normal rank
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+September 2023Timestamp +2023-09-10T00:00:00Z
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@@ Property / last update: 10 September 2023 / rank @@
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@@ Property / description @@
+Archimax copulas are mixture of Archimedean and EV copulas. The package provides definitions of several parametric families of generator and dependence function, computes CDF and PDF, estimates parameters, tests for goodness of fit, generates random sample and checks copula properties for custom constructs. In 2-dimensional case explicit formulas for density are used, contrary to higher dimensions when all derivatives are linearly approximated. Several non-archimax families (normal, FGM, Plackett) are provided as well.
+Normal rank
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+Tomas Bacigal
@@ Property / author: Tomas Bacigal / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 2.0
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+https://github.com/cran/acopula
@@ Property / source code repository: https://github.com/cran/acopula / rank @@
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@@ Property / Software Heritage ID @@
+swh:1:snp:33c605ccf9758ddf3824387435d961369f6ebeaf
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+source code repository: https://github.com/cran/acopula
+point in time: 15 September 2023Timestamp +2023-09-15T00:00:00Z
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+Software:19692

Latest revision as of 14:59, 21 March 2024

Modelling Dependence with Multivariate Archimax (or any User-Defined Continuous) Copulas

Language	Label	Description	Also known as
English	acopula	Modelling Dependence with Multivariate Archimax (or any User-Defined Continuous) Copulas

Statements

instance of

R package

0 references

software version identifier

0.9.3

publication date

5 December 2018

0 references

0.9.1

publication date

19 July 2013

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0.9.2

publication date

31 July 2013

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0.9

publication date

17 July 2013

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0.9.4

publication date

10 September 2023

0 references

0 references

0 references

MaRDI software profile

0 references

last update

10 September 2023

0 references

description

Archimax copulas are mixture of Archimedean and EV copulas. The package provides definitions of several parametric families of generator and dependence function, computes CDF and PDF, estimates parameters, tests for goodness of fit, generates random sample and checks copula properties for custom constructs. In 2-dimensional case explicit formulas for density are used, contrary to higher dimensions when all derivatives are linearly approximated. Several non-archimax families (normal, FGM, Plackett) are provided as well.

0 references

author

Tomas Bacigal

0 references

copyright license

GNU General Public License, version 2.0

0 references

source code repository

https://github.com/cran/acopula

0 references