fgac (version 0.6-1)

Generalized Archimedean Copula

Description

Bi-variate data fitting is done by two stochastic components: the marginal distributions and the dependency structure. The dependency structure is modeled through a copula. An algorithm was implemented considering seven families of copulas (Generalized Archimedean Copulas), the best fitting can be obtained looking all copula's options (totally positive of order 2 and stochastically increasing models).

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Install

install.packages('fgac')

Monthly Downloads

22

Version

0.6-1

License

GPL

Last Published

October 29th, 2012

Functions in fgac (0.6-1)