ElliptCopulas
Inference of Elliptical Distributions and Copulas
Provides functions for the simulation and the nonparametric estimation of elliptical distributions, meta-elliptical copulas and trans-elliptical distributions, following the article Derumigny and Fermanian (2022) <doi:10.1016/j.jmva.2022.104962>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.4.1 |
rolling source/ R- | ElliptCopulas_0.1.4.1.tar.gz |
43.9 KiB |
0.1.4.1 |
latest source/ R- | ElliptCopulas_0.1.4.1.tar.gz |
43.9 KiB |
0.1.4.1 |
2026-04-09 windows/windows R-4.5 | ElliptCopulas_0.1.4.1.zip |
163.4 KiB |