Package: CommonMean.Copula 1.0.4
Jia-Han Shih
CommonMean.Copula: Common Mean Vector under Copula Models
Estimate bivariate common mean vector under copula models with known correlation. In the current version, available copulas are the Clayton, Gumbel, Frank, Farlie-Gumbel-Morgenstern (FGM), and normal copulas. See Shih et al. (2019) <doi:10.1080/02331888.2019.1581782> and Shih et al. (2021) <under review> for details under the FGM and general copulas, respectively.
Authors:
CommonMean.Copula_1.0.4.tar.gz
CommonMean.Copula_1.0.4.tar.gz(r-4.5-noble)CommonMean.Copula_1.0.4.tar.gz(r-4.4-noble)
CommonMean.Copula_1.0.4.tgz(r-4.4-emscripten)CommonMean.Copula_1.0.4.tgz(r-4.3-emscripten)
CommonMean.Copula.pdf |CommonMean.Copula.html✨
CommonMean.Copula/json (API)
| # Install 'CommonMean.Copula' in R: |
| install.packages('CommonMean.Copula', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 3 years agofrom:91bf50af9c
Exports:CommonMean.Copula
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Common Mean Vector under Copula Models | CommonMean.Copula-package |
| Estimate bivariate common mean vector under copula models | CommonMean.Copula |