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

Project Information

This project has not yet categorized itself in the Trove Software Map

Registered: 2015-09-28 11:04
Activity Ranking: 0
View project Statistics or Activity
View list of RSS feeds available for this project.

Public Tools
Tracker Tracker
There are no trackers available
Mailing Lists (1 public mailing list)
SCM Repository (Subversion: 149 updates, 262 adds)
Thanks to:
Vienna University of Economics and Business Powered By FusionForge