gumbel: The Gumbel-Hougaard Copula
Provides probability functions (cumulative distribution and density functions), simulation function (Gumbel copula multivariate simulation) and estimation functions (Maximum Likelihood Estimation, Inference For Margins, Moment Based Estimation and Canonical Maximum Likelihood).
Version: |
1.10-2 |
Depends: |
R (≥ 2.10.0) |
Published: |
2018-08-07 |
Author: |
Anne-Lise Caillat [ctb], Christophe Dutang [aut,cre], Veronique Larrieu [ctb] and Triet Nguyen [ctb] |
Maintainer: |
Christophe Dutang <christophe.dutang at ensimag.fr> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
no |
Citation: |
gumbel citation info |
In views: |
Distributions |
CRAN checks: |
gumbel results |
Documentation:
Downloads:
Reverse dependencies:
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