lcopula

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Liouville Copulas

Léo R. Belzile, Christian Genest

Last update: 5 December 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.0.5, 1.0.6, 0.205, 0.206, 1.0.3, 1.0.4, 1.0, 1.0.7

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

Description

Collections of functions allowing random number generations and estimation of 'Liouville' copulas, as described in Belzile and Neslehova (2017) <doi:10.1016/j.jmva.2017.05.008>.

Cites work

• Extremal attractors of Liouville copulas

Cited In (2)

• The bivariate K-finite normal mixture ‘blanket’ copula
• Elements of Copula Modeling with R

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