CRAN
nCopula 0.1.1
Hierarchical Archimedean Copulas Constructed with Multivariate Compound Distributions
Released Nov 30, 2018 by Simon-Pierre Gadoury
This package cannot yet be used with Renjin it depends on other packages which are not available: compiler and copula 0.999-18
Dependencies
copula 0.999-18 stringr 1.3.1 stringi Deriv 3.8.5
Construct and manipulate hierarchical Archimedean copulas with multivariate compound distributions. The model used is the one of Cossette et al. (2017)