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 |
Reference manual: | CommonMean.Copula.pdf |
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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