CommonMean.Copula
Common Mean Vector under Copula Models
Estimate bivariate common mean vector under copula models with known correlation. In the current version, available copulas are the Clayton, Gumbel, Frank, Farlie-Gumbel-Morgenstern (FGM), and normal copulas. See Shih et al. (2019) <doi:10.1080/02331888.2019.1581782> and Shih et al. (2021) <under review> for details under the FGM and general copulas, respectively.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.4 |
2026-04-09 windows/windows R-4.5 | CommonMean.Copula_1.0.4.zip |
24.0 KiB |