SCM

Copulas modeling Multivariate-Dependence: Project Home – R-Forge

Project description

Copulas [elliptical (Gaussian and t), Archimedean, E.Value etc].
PDF, CDF, RN generation, plots. Several methods for fitting/estimation.
Independence and serial independence tests, Goodness-of-fit.
Nested Archimedean Copulas also for high dimensions

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Registered: 2015-09-28 11:04
Activity Ranking: 14
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Vienna University of Economics and Business University of Wisconsin - Madison Powered By FusionForge