igcop
Computational Tools for the IG and IGL Copula Families
Compute distributional quantities for an Integrated Gamma (IG) or Integrated Gamma Limit (IGL) copula, such as a cdf and density. Compute corresponding conditional quantities such as the cdf and quantiles. Generate data from an IG or IGL copula. See the vignette for formulas, or for a derivation, see Coia, V (2017) "Forecasting of Nonlinear Extreme Quantiles Using Copula Models." PhD Dissertation, The University of British Columbia.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.2 |
rolling source/ R- | igcop_1.0.2.tar.gz |
1.1 MiB |
1.0.2 |
rolling linux/jammy R-4.5 | igcop_1.0.2.tar.gz |
1.1 MiB |
1.0.2 |
rolling linux/noble R-4.5 | igcop_1.0.2.tar.gz |
1.1 MiB |
1.0.2 |
latest source/ R- | igcop_1.0.2.tar.gz |
1.1 MiB |
1.0.2 |
latest linux/jammy R-4.5 | igcop_1.0.2.tar.gz |
1.1 MiB |
1.0.2 |
latest linux/noble R-4.5 | igcop_1.0.2.tar.gz |
1.1 MiB |
1.0.2 |
2026-04-26 source/ R- | igcop_1.0.2.tar.gz |
1.1 MiB |
1.0.2 |
2026-04-23 source/ R- | igcop_1.0.2.tar.gz |
1.1 MiB |
1.0.2 |
2026-04-09 windows/windows R-4.5 | igcop_1.0.2.zip |
1.5 MiB |
1.0.2 |
2025-04-20 source/ R- | igcop_1.0.2.tar.gz |
1.1 MiB |