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NCSCopula

Non-Central Squared Copula Models Estimation

Inference and dependence measure for the non-central squared Gaussian, Student, Clayton, Gumbel, and Frank copula models.The description of the methodology is taken from Section 3 of Nasri, Remillard and Bouezmarni (2019) <doi:10.1016/j.jmva.2019.03.007>.

Versions across snapshots

VersionRepositoryFileSize
1.0.1 rolling linux/jammy R-4.5 NCSCopula_1.0.1.tar.gz 41.0 KiB
1.0.1 rolling linux/noble R-4.5 NCSCopula_1.0.1.tar.gz 40.9 KiB
1.0.1 rolling source/ R- NCSCopula_1.0.1.tar.gz 6.4 KiB
1.0.1 latest linux/jammy R-4.5 NCSCopula_1.0.1.tar.gz 41.0 KiB
1.0.1 latest linux/noble R-4.5 NCSCopula_1.0.1.tar.gz 40.9 KiB
1.0.1 latest source/ R- NCSCopula_1.0.1.tar.gz 6.4 KiB
1.0.1 2026-04-26 source/ R- NCSCopula_1.0.1.tar.gz 6.4 KiB
1.0.1 2026-04-23 source/ R- NCSCopula_1.0.1.tar.gz 6.4 KiB
1.0.1 2026-04-09 windows/windows R-4.5 NCSCopula_1.0.1.zip 43.9 KiB
1.0.1 2025-04-20 source/ R- NCSCopula_1.0.1.tar.gz 6.4 KiB

Dependencies (latest)

Depends