igcop: Computational Tools for the IG and IGL Copula Families
Compute distributional quantities for an Integrated Gamma (IG) or Integrated Gamma Limit (IGL) copula, such as a cdf and density. Compute corresponding conditional quantities such as the cdf and quantiles. Generate data from an IG or IGL copula. See the vignette for formulas, or for a derivation, see Coia, V (2017) "Forecasting of Nonlinear Extreme Quantiles Using Copula Models." PhD Dissertation, The University of British Columbia.
| Version: | 1.0.2 |
| Imports: | stats,vctrs,Rcpp,rlang |
| LinkingTo: | Rcpp |
| Suggests: | testthat,knitr,rmarkdown,tibble,covr,ggplot2 |
| Published: | 2023-11-14 |
| DOI: | 10.32614/CRAN.package.igcop |
| Author: | Vincenzo Coia [aut, cre], Harry Joe [aut] |
| Maintainer: | Vincenzo Coia <vincenzo.coia at gmail.com> |
| License: | MIT + fileLICENSE |
| NeedsCompilation: | yes |
| Materials: | README,NEWS |
| In views: | Distributions |
| CRAN checks: | igcop results |
Documentation:
Downloads:
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=igcopto link to this page.