CRAN

gumbel 1.10-2

The Gumbel-Hougaard Copula

Released Aug 7, 2018 by Christophe Dutang

This package is available for Renjin and there are no known compatibility issues.

Provides probability functions (cumulative distribution and density functions), simulation function (Gumbel copula multivariate simulation) and estimation functions (Maximum Likelihood Estimation, Inference For Margins, Moment Based Estimation and Canonical Maximum Likelihood).

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>gumbel</artifactId>
    <version>1.10-2-b1</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:gumbel')

Test Results

This package was last tested against Renjin 0.9.2657 on Aug 18, 2018.