Package: gumbel 1.10-2

Christophe Dutang

gumbel: The Gumbel-Hougaard Copula

Provides probability functions (cumulative distribution and density functions), simulation function (Gumbel copula multivariate simulation) and estimation functions (Maximum Likelihood Estimation, Inference For Margins, Moment Based Estimation and Canonical Maximum Likelihood).

Authors:Anne-Lise Caillat [ctb], Christophe Dutang [aut,cre], Veronique Larrieu [ctb] and Triet Nguyen [ctb]

gumbel_1.10-2.tar.gz
gumbel_1.10-2.tar.gz(r-4.5-noble)gumbel_1.10-2.tar.gz(r-4.4-noble)
gumbel_1.10-2.tgz(r-4.4-emscripten)gumbel_1.10-2.tgz(r-4.3-emscripten)
gumbel.pdf |gumbel.html✨
gumbel/json (API)

# Install 'gumbel' in R:
install.packages('gumbel', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • windEchirolles - Daily Climatological data between August 2005 and May 2007
  • windStMartin - Daily Climatological data between August 2005 and May 2007

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

9 exports 0.23 score 0 dependencies 1 dependents 12 scripts 338 downloads

Last updated 6 years agofrom:f306075117. Checks:OK: 1 NOTE: 1. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 15 2024
R-4.5-linuxNOTESep 15 2024

Exports:dgumbelgumbel.CMLgumbel.EMLgumbel.IFMgumbel.MBEinvphigumbelpgumbelphigumbelrgumbel

Dependencies:

Key characteristics of the Gumbel copula [in French]

Rendered fromgumbel.Rnwusingutils::Sweaveon Sep 15 2024.

Last update: 2018-08-07
Started: 2012-07-31

Readme and manuals

Help Manual

Help pageTopics
The Gumbel Hougaard Copuladgumbel gumbel gumbel.CML gumbel.EML gumbel.IFM gumbel.MBE invphigumbel pgumbel phigumbel rgumbel
Daily Climatological data between August 2005 and May 2007windata windEchirolles windStMartin