Provides functions for the simulation and the nonparametric estimation of elliptical distributions, meta-elliptical copulas and trans-elliptical distributions, following the article Derumigny and Fermanian (2022) <doi:10.1016/j.jmva.2022.104962>.
Version: 0.1.4.1 Depends: R (≥ 3.6.0) Imports: Runuran, wdm, Matrix, kStatistics, pbapply Suggests: mvtnorm, Rmpfr, testthat (≥ 3.0.0) Published: 2024-09-09 DOI: 10.32614/CRAN.package.ElliptCopulas Author: Alexis Derumigny [aut, cre], Jean-David Fermanian [aut], Victor Ryan [aut], Rutger van der Spek [ctb] Maintainer: Alexis Derumigny <a.f.f.derumigny at tudelft.nl> BugReports: https://github.com/AlexisDerumigny/ElliptCopulas/issues License: GPL-3 URL: https://github.com/AlexisDerumigny/ElliptCopulas NeedsCompilation: no Materials: README NEWS CRAN checks: ElliptCopulas results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=ElliptCopulas to link to this page.
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