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:

Reference manual: gumbel.pdf
Vignettes: Key characteristics of the Gumbel copula [in French]

Downloads:

Package source: gumbel_1.10-2.tar.gz
Windows binaries: r-devel: gumbel_1.10-2.zip, r-release: gumbel_1.10-2.zip, r-oldrel: gumbel_1.10-2.zip
macOS binaries: r-release (arm64): gumbel_1.10-2.tgz, r-oldrel (arm64): gumbel_1.10-2.tgz, r-release (x86_64): gumbel_1.10-2.tgz, r-oldrel (x86_64): gumbel_1.10-2.tgz
Old sources: gumbel archive

Reverse dependencies:

Reverse imports: WR

Linking:

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