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NCSCopula

Non-Central Squared Copula Models Estimation

v1.0.1 · Nov 28, 2019 · GPL (>= 2)

Description

Inference and dependence measure for the non-central squared Gaussian, Student, Clayton, Gumbel, and Frank copula models.The description of the methodology is taken from Section 3 of Nasri, Remillard and Bouezmarni (2019) <doi:10.1016/j.jmva.2019.03.007>.

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r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
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CRAN incoming feasibility

Maintainer: ‘Bouchra R. Nasri <bouchra.nasri@gmail.com>’

No Authors@R field in DESCRIPTION.
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  Authors@R: person(given = c("Bouchra", "R."),
                    family = "Nasri",
                    role = c("aut", "cre"),
                    email = "bouchra.nasri@gmail.com")
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Bouchra R. Nasri <bouchra.nasri@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = c("Bouchra", "R."),
                    family = "Nasri",
                    role = c("aut", "cre"),
                    email = "bouchra.nasri@gmail.com")
as necessary.

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NOTE 9 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Bouchra R. Nasri <bouchra.nasri@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = c("Bouchra", "R."),
                    family = "Nasri",
                    role = c("aut", "cre"),
                    email = "bouchra.nasri@gmail.com")
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Bouchra R. Nasri <bouchra.nasri@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: person(given = c("Bouchra", "R."),
                    family = "Nasri",
                    role = c("aut", "cre"),
                    email = "bouchra.nasri@gmail.com")
as necessary.
NOTE r-oldrel-macos-arm64

LazyData

'LazyData' is specified without a 'data' directory
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LazyData

'LazyData' is specified without a 'data' directory
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LazyData

'LazyData' is specified without a 'data' directory

Code

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Dependency Network

Dependencies Reverse dependencies copula NCSCopula

Version History

1 tracked
new 1.0.1 Mar 10, 2026

R Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Nov 28, 2019. Releases before tracking aren’t shown.