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nacopula

swMATH ID: 6778
Software Authors: Hofert, Marius; Mächler, Martin; McNeil, Alexander J.
Description: nacopula: Nested Archimedean Copulas. An R package for working with nested Archimedean copulas. Specifically, providing procedures for computing function values and cube volumes, characteristics such as Kendall’s tau and tail dependence coefficients, efficient sampling algorithms, various estimators, and goodness-of-fit tests. The package also contains related univariate distributions and special functions such as the Sibuya distribution, the polylogarithm, Stirling and Eulerian numbers.
Homepage: http://cran.r-project.org/web/packages/nacopula/index.html
Source Code: https://github.com/cran/nacopula
Dependencies: R
Keywords: maximum-likelihood estimation; confidence intervals; multi-parameter families
Related Software: copula; R; copula; QRM; HAC; CDVine; fCopulae; mvtnorm; VineCopula; CopulaModel; CRAN Task Views; SAS; ElemStatLearn; texmex; lmom; extRemes; evdbayes; evir; evd; fExtremes
Cited in: 43 Publications
all top 5

Cited by 85 Authors

7 Hofert, Marius
3 Rullière, Didier
2 Abdallah, Anas
2 Bodnar, Taras
2 Brechmann, Eike Christian
2 Cambou, Mathieu
2 Cossette, Hélène
2 Di Bernardino, Elena
2 Dickhaus, Thorsten
2 Genest, Christian
2 Huser, Raphaël
2 Lemieux, Christiane
2 Segers, Johan
2 Uyttendaele, Nathan
1 Alanazi, Fadhah Amer
1 Anand, Sonia
1 Arbenz, Philipp
1 Areepong, Yupaporn
1 Baillargeon, Sophie
1 Beyene, Joseph
1 Binois, Mickaël
1 Boucher, Jean-Philippe
1 Busababodhin, Piyapatr
1 Chaganty, Narasinga Rao
1 Cooray, Kahadawala
1 Côté, Marie-Pier
1 Cripps, Edward
1 Czado, Claudia
1 Deng, Yihao
1 Dong, Alice X. D.
1 Embrechts, Paul
1 Genton, Marc G.
1 Gijbels, Irène
1 Groenen, Patrick J. F.
1 Hamid, Jemila Seid
1 Härdle, Karl Wolfgang
1 Hendrich, Katharina
1 Herrmann, Klaus
1 Hu, Taizhong
1 Hu, X. Joan
1 Islam, Shofiqul
1 Karlis, Dimitris
1 Kauermann, Goran
1 Kohn, Robert J.
1 Kosmidis, Ioannis
1 Kuvattana, Sasigarn
1 Lau, John Wei
1 Li, Dongdong
1 Lin, Jinguan
1 Lo, Simon M. S.
1 Mächler, Martin Beat
1 Mammen, Enno
1 Marceau, Étienne
1 McBride, Mary L.
1 McNeil, Alexander J.
1 Meyer, Renate
1 Mtalai, Itre
1 Nešlehová, Johanna G.
1 Nikoloulopoulos, Aristidis K.
1 Okhrin, Ostap
1 Okhrin, Yarema
1 Patton, Andrew J.
1 Peters, Gareth William
1 Pham, David N.
1 Prasad, Avinash
1 Rivest, Louis-Paul
1 Roustant, Olivier
1 Schepsmeier, Ulf
1 Schoonees, Pieter C.
1 Schwiebert, Jörg
1 Spinelli, John J.
1 Stange, Jens
1 Sukparungsee, Saowanit
1 Tajvidi, Nader
1 Taniguchi, Yoshihiro
1 Thabane, Lehana
1 Turlach, Berwin A.
1 van de Velden, Michel
1 Veilleux, Déry
1 Verret, François
1 Vettori, Sabrina
1 Wilke, Ralf A.
1 Xu, Peirong
1 Yuan, Zhenfei
1 Zhang, Kongsheng

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