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acopula

swMATH ID: 7674
Software Authors: Bacigál, Tomáš
Description: R package to handle Archimax or any user-defined continuous copula construction: acopula We introduce acopula package (run under R) that aims at researchers as well as practitioners in the field of modelling stochastic dependence. Description of tools with examples are given, namely several probability related functions, estimation and testing procedures, and two utility functions.
Homepage: http://cran.r-project.org/web/packages/acopula/
Source Code:  https://github.com/cran/acopula
Dependencies: R
Related Software: R; copula; CDVine
Cited in: 2 Publications

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