CRAN
nacopula 0.8-1
Nested Archimedean Copulas
Released Mar 30, 2012 by Martin Maechler
This package cannot yet be used with Renjin it depends on other packages which are not available: copula 0.999-18
Dependencies
An R package for working with nested Archimedean copulas. Specifically, providing procedures for computing function values and cube volumes, characteristics such as Kendall's tau and tail dependence coefficients, efficient sampling algorithms, various estimators, and goodness-of-fit tests. The package also contains related univariate distributions and special functions such as the Sibuya distribution, the polylogarithm, Stirling and Eulerian numbers.