Enjoy the Joy of Copulas: With a Package copula
Copulas have become a popular tool in multivariate modeling successfully applied in many fields. A good open-source implementation of copulas is much needed for more practitioners to enjoy the joy of copulas. This article presents the design, features, and some implementation details of the R packag...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2007-09-01
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| Series: | Journal of Statistical Software |
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| Online Access: | http://www.jstatsoft.org/v21/i04/paper |