A Brief Presentation of the R Copula Package - UBC Library Open Collections

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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
Creator	Kojadinovic, Ivan
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2013-05-23
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.
Extent	39 minutes
Subject	Mathematics; Statistics; Probability theory and stochastic processes
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: Université de Pau et des Pays de l'Adour
Series	BIRS Workshop Lecture Videos (Banff, Alta)
Date Available	2014-10-05
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivs 2.5 Canada
DOI	10.14288/1.0044043
URI	http://hdl.handle.net/2429/50590
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/2.5/ca/
Aggregated Source Repository	DSpace

Item Media

201305231541-Kojadinovic_lrv.mp4 -- 130.21MB

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Rights

Attribution-NonCommercial-NoDerivs 2.5 Canada