ElliptCopulas
Inference of Elliptical Distributions and Copulas
v0.1.4.1
·
Sep 9, 2024
·
GPL-3
Description
Provides functions for the simulation and the nonparametric estimation of elliptical distributions, meta-elliptical copulas and trans-elliptical distributions, following the article Derumigny and Fermanian (2022) <doi:10.1016/j.jmva.2022.104962>.
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