R package to handle Archimax or any user-defined continuous copula construction: acopula We introduce acopula package (run under R) that aims at researchers as well as practitioners in the field of modelling stochastic dependence. Description of tools with examples are given, namely several probability related functions, estimation and testing procedures, and two utility functions.
References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Bacigál, Tomáš: R package to handle Archimax or any user-defined continuous copula construction: acopula (2013)
- Bustince, Humberto (ed.); Fernandez, Javier (ed.); Mesiar, Radko (ed.); Calvo, Tomasa (ed.): Aggregation functions in theory and in practise. Proceedings of the 7th international summer school on aggregation operators (AGOP 2013) at the Public University of Navarra, Pamplona, Spain, July 16--20, 2013 (2013)