CopulaRegression-package: Bivariate copula-based regression models
Description
This R-packages presents a bivariate, copula-based model for the joint distribution of a pair of continuous and
discrete random variables. The two marginal random variables are modeled via generalized linear models, and their joint
distribution (represented by a parametric copula family) is estimated using maximum-likelihood techniques.Details
ll{
Package: CopulaRegression
Type: Package
Version: 0.1-4
Date: 2014-04-23
License: GPL >=2
}References
N. Kraemer, E. Brechmann, D. Silvestrini, C. Czado (2013): Total loss estimation using copula-based regression models. Insurance: Mathematics and Economics 53 (3), 829 - 839.