Compute distributional quantities for an Integrated Gamma (IG) or Integrated Gamma Limit (IGL) copula, such as a cdf and density. Compute corresponding conditional quantities such as the cdf and quantiles. Generate data from an IG or IGL copula. See the vignette for formulas, or for a derivation, see Coia, V (2017) "Forecasting of Nonlinear Extreme Quantiles Using Copula Models." PhD Dissertation, The University of British Columbia.
Version: 1.0.2 Imports: stats, vctrs, Rcpp, rlang LinkingTo: Rcpp Suggests: testthat, knitr, rmarkdown, tibble, covr, ggplot2 Published: 2023-11-14 DOI: 10.32614/CRAN.package.igcop Author: Vincenzo Coia [aut, cre], Harry Joe [aut] Maintainer: Vincenzo Coia <vincenzo.coia at gmail.com> License: MIT + file LICENSE NeedsCompilation: yes Materials: README NEWS In views: Distributions CRAN checks: igcop results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=igcop to link to this page.
RetroSearch is an open source project built by @garambo | Open a GitHub Issue
Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo
HTML:
3.2
| Encoding:
UTF-8
| Version:
0.7.4