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gumbel (version 1.10-1)

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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Version

Install

install.packages('gumbel')

Monthly Downloads

651

Version

1.10-1

License

GPL (>= 2)

Maintainer

Christophe Dutang

Last Published

July 20th, 2015

Functions in gumbel (1.10-1)

Gumbel

The Gumbel Hougaard Copula

windata

Daily Climatological data between August 2005 and May 2007