CommonMean.Copula: Common Mean Vector under Copula Models

Estimate bivariate common mean vector under copula models with known correlation. In the current version, available copulas are the Clayton, Gumbel, Frank, Farlie-Gumbel-Morgenstern (FGM), and normal copulas. See Shih et al. (2019) <doi:10.1080/02331888.2019.1581782> and Shih et al. (2021) <under review> for details under the FGM and general copulas, respectively.

Version: 1.0.4
Depends: pracma, mvtnorm
Published: 2022-01-04
Author: Jia-Han Shih
Maintainer: Jia-Han Shih <tommy355097 at gmail.com>
License: GPL-2
NeedsCompilation: no
CRAN checks: CommonMean.Copula results

Documentation:

Reference manual: CommonMean.Copula.pdf

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Package source: CommonMean.Copula_1.0.4.tar.gz
Windows binaries: r-devel: CommonMean.Copula_1.0.4.zip, r-release: CommonMean.Copula_1.0.4.zip, r-oldrel: CommonMean.Copula_1.0.4.zip
macOS binaries: r-release (arm64): CommonMean.Copula_1.0.4.tgz, r-oldrel (arm64): CommonMean.Copula_1.0.4.tgz, r-release (x86_64): CommonMean.Copula_1.0.4.tgz, r-oldrel (x86_64): CommonMean.Copula_1.0.4.tgz
Old sources: CommonMean.Copula archive

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