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The latest version of "acopula" package is available at [[cran.r-project.org/web/packages/acopula/]]. The latest version of "acopula" package is available at [[http://cran.r-project.org/web/packages/acopula/]]

Tomáš Bacigál

old webpage: http://www.math.sk/bacigal

Research

Concept of Archimax copulas incorporates dependence function (known from EV copulas) into Archimedean class and thus allows for asymmetry. Here we propose some construction methods and implement fitting procedures (not only for Archimax copulas) in freely available environment for statistical computing and visualization, R.

documentation:

source code in R:

The latest version of "acopula" package is available at http://cran.r-project.org/web/packages/acopula/


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KMaDGWiki: bacigal (last edited 2015-06-12 06:51:43 by bacigal)