Differences between revisions 4 and 7 (spanning 3 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.

source code in R:

library acopula.R (27/02/2013)

CategoryHomepage

-  ⇤ ← Revision 4 as of 2010-05-17 11:52:26 → 
  Size: 820
  Editor: bacigal
  Comment:
+   ← Revision 7 as of 2013-02-27 10:46:28 → ⇥
  Size: 625
  Editor: bacigal
  Comment:
-Deletions are marked like this.
+Additions are marked like this.
 Line 10:
-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 in freely available environment for statistical computing and visualization, R.
+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.
 Line 13:
-  * library [[attachment:archimax_functions.R|archimax_functions.R]] (17/05/2010)
  * library [[attachment:utils.R|utils.R]] (11/12/2009)
  * demonstration [[attachment:archimax_evaluation.r|archimax_evaluation.r]] (17/05/2010)
  * data file [[attachment:data_hydrology.txt|data_hydrology.txt]]
+  * library [[attachment:archimax_functions.R|acopula.R]] (27/02/2013)