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A Brief Presentation of the R Copula Package Kojadinovic, Ivan
Description
The copula package (http://CRAN.R-project.org/package=copula) is a package for the R statistical system. It contains routines for dealing with frequently encountered copula families, mostly of the elliptical, Archimedean and extreme value type. Methods for density and c.d.f. evaluation, random number generation, perspective and contour plots are available. In addition to fitting routines, the package can be used to carry out various types of tests such as independence, exchangeability and goodness-of-fit tests. The package is distributed under the free copyleft GPL3 license in the hope that it will be useful, but *without any warranty*. It is co-developed with Marius Hofert, Martin Maechler, and Jun Yan.
Item Metadata
Title |
A Brief Presentation of the R Copula Package
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Creator | |
Publisher |
Banff International Research Station for Mathematical Innovation and Discovery
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Date Issued |
2013-05-23
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Description |
The copula package (http://CRAN.R-project.org/package=copula) is a package for the R statistical system. It contains routines for dealing with frequently encountered copula families, mostly of the elliptical, Archimedean and extreme value type. Methods for density and c.d.f. evaluation, random number generation, perspective and contour plots are available. In addition to fitting routines, the package can be used to carry out various types of tests such as independence, exchangeability and goodness-of-fit tests. The package is distributed under the free copyleft GPL3 license in the hope that it will be useful, but *without any warranty*. It is co-developed with Marius Hofert, Martin Maechler, and Jun Yan.
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Extent |
39 minutes
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Subject | |
Type | |
File Format |
video/mp4
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Language |
eng
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Notes |
Author affiliation: Université de Pau et des Pays de l'Adour
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Series | |
Date Available |
2014-10-06
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Provider |
Vancouver : University of British Columbia Library
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Rights |
Attribution-NonCommercial-NoDerivs 2.5 Canada
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DOI |
10.14288/1.0044043
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URI | |
Affiliation | |
Peer Review Status |
Unreviewed
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Scholarly Level |
Faculty
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Rights URI | |
Aggregated Source Repository |
DSpace
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Item Media
Item Citations and Data
Rights
Attribution-NonCommercial-NoDerivs 2.5 Canada