Differences between revisions 9 and 11 (spanning 2 versions)

Tomáš Bacigál

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:

paper bacigal-UM2013.pdf (10/2013)
presentation bacigal-AGOP2013.pdf (08/2013)

source code in R:

package acopula_0.9.2.tar.gz (10/2013)
library acopula.r (10/2013)

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

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+documentation:
  * paper [[attachment:bacigal-UM2013.pdf||UncertaintyModelling2013.pdf]] (10/2013)
  * presentation [[attachment:bacigal-AGOP2013.pdf||AggregationOperators2013.pdf]] (08/2013)
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-  * package
  * library [[attachment:acopula.r|acopula.r]] (27/02/2013)
+  * package [[attachment:acopula_0.9.2.tar.gz|acopula_0.9.2.tar.gz]] (10/2013)
  * library [[attachment:acopula.r|acopula.r]] (10/2013)
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+The latest version of "acopula" package is available at [[cran.r-project.org/web/packages/acopula/]].