gumbel (version 1.10-2)

The Gumbel-Hougaard Copula

Description

Provides probability functions (cumulative distribution and density functions), simulation function (Gumbel copula multivariate simulation) and estimation functions (Maximum Likelihood Estimation, Inference For Margins, Moment Based Estimation and Canonical Maximum Likelihood).

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Install

install.packages('gumbel')

Monthly Downloads

332

Version

1.10-2

License

GPL (>= 2)

Last Published

August 7th, 2018

Functions in gumbel (1.10-2)