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
|
Package: |
| CopulaRegression |
|
Type: |
| Package |
|
Version: |
| 0.1-5 |
|
Date: |
| 2014-09-04 |
|
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.