NCSCopula: Non-Central Squared Copula Models Estimation

Inference and dependence measure for the non-central squared Gaussian, Student, Clayton, Gumbel, and Frank copula models.The description of the methodology is taken from Section 3 of Nasri, Remillard and Bouezmarni (2019) <doi:10.1016/j.jmva.2019.03.007>.

Version:	1.0.1
Depends:	copula
Published:	2019-11-28
Author:	Bouchra R. Nasri
Maintainer:	Bouchra R. Nasri <bouchra.nasri at gmail.com>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	no
CRAN checks:	NCSCopula results

Documentation:

Reference manual:

NCSCopula.pdf

Downloads:

Package source:	NCSCopula_1.0.1.tar.gz
Windows binaries:	r-prerel: NCSCopula_1.0.1.zip, r-release: NCSCopula_1.0.1.zip, r-oldrel: NCSCopula_1.0.1.zip
macOS binaries:	r-prerel (arm64): NCSCopula_1.0.1.tgz, r-release (arm64): NCSCopula_1.0.1.tgz, r-oldrel (arm64): NCSCopula_1.0.1.tgz, r-prerel (x86_64): NCSCopula_1.0.1.tgz, r-release (x86_64): NCSCopula_1.0.1.tgz

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