ElliptCopulas

Authors Alexis Derumigny, Jean-david Fermanian, Victor Ryan

Last update 9 September 2024

Copyright license GNU General Public License, version 3.0

Software version identifier 0.1.3, 0.1.1, 0.1.2, PACKAGES.rds, 0.1.4.1

Official website https://cran.r-project.org/web/packages/ElliptCopulas/index.html

Source code repository https://github.com/cran/ElliptCopulas

Description

Provides functions for the simulation and the nonparametric estimation of elliptical distributions, meta-elliptical copulas and trans-elliptical distributions, following the article Derumigny and Fermanian (2022) <doi:10.1016/j.jmva.2022.104962>.

Cites work

Identifiability and estimation of meta-elliptical copula generators

Cited in

(3)

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