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ElliptCopulas

Inference of Elliptical Distributions and Copulas

v0.1.4.1 · Sep 9, 2024 · GPL-3

Description

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>.

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Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Reverse Dependencies (1)

imports

Dependency Network

Dependencies Reverse dependencies Runuran wdm Matrix kStatistics pbapply VecDep ElliptCopulas

Version History

new 0.1.4.1 Mar 9, 2026