Learn R Programming

nCopula (version 0.1.1)

Hierarchical Archimedean Copulas Constructed with Multivariate Compound Distributions

Description

Construct and manipulate hierarchical Archimedean copulas with multivariate compound distributions. The model used is the one of Cossette et al. (2017) .

Copy Link

Version

Install

install.packages('nCopula')

Monthly Downloads

22

Version

0.1.1

License

GPL (>= 2)

Maintainer

Simon-Pierre Gadoury

Last Published

November 30th, 2018

Functions in nCopula (0.1.1)

GAMMA

Construction of a GAMMA Child Class Object
AMH

Construction of an Archimedean Copula Class Object.
Child-class

Child Class
Frank

Construction of an Archimedean Copula Class Object
Clayton

Construction of an Archimedean Copula Class Object
LOG

Construction of a LOG Mother or Child Class Object
Moth

Show Method Function for Compounding
show,Child-method

Show Method for Compounding Functions - Child Class
show,Mother-method

Show Method for Compounding Functions - Mother Class
Mother-class

Mother Class
frank-class

Frank copula class
Lap

LST of a Node
archm-class

Archimedean copulas family
gumbel-class

Gumvel copula class
Gamma_Child-class

Gamma-Child Class
GeneticCodes

Obtain the Genetic Codes of a Structure
clayton-class

Clayton copula class
Log_Child-class

Log-Child Class
Log_Mother-class

Log-Mother Class
show,archm-method

Show Method for Copulas
rCompCop

Random number generator for Mother class objects
rCop

Random number generator for Archimedean copula class objects
GEO

Construction of a GEO Mother or Child Class Object
Node

Obtain a node in mother class object
amh-class

AMH copula class
pCompCop

Distribution function of Mother class objects
pCop

Distribution function of archm class objects
Geo_Child-class

Geo-Child Class
Geo_Mother-class

Geo-Mother Class
Gumbel

Construction of an Archimedean Copula Class Object
InvLap

Inverse LST of a Node