nCopula: Hierarchical Archimedean Copulas Constructed with Multivariate Compound Distributions

Construct and manipulate hierarchical Archimedean copulas with multivariate compound distributions. The model used is the one of Cossette et al. (2017) <doi:10.1016/j.insmatheco.2017.06.001>.

Version: 0.1.1
Depends: R (≥ 3.4.0), copula
Imports: Deriv, stringr, stringi, compiler, methods
Suggests: knitr, rmarkdown
Published: 2018-11-30
Author: Simon-Pierre Gadoury [cre, aut], David Beauchemin [ctb]
Maintainer: Simon-Pierre Gadoury <spgadou at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: Distributions
CRAN checks: nCopula results


Reference manual: nCopula.pdf


Package source: nCopula_0.1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): nCopula_0.1.1.tgz, r-oldrel (arm64): nCopula_0.1.1.tgz, r-release (x86_64): nCopula_0.1.1.tgz


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