PBC
1.2Product of Bivariate Copulas (PBC)
Overview
This package provides tools for modeling copulas with the PBC model, a class of multivariate copulas based on products of bivariate copulas (G. Mazo G, S. Girard and F. Forbes, 2013). The likelihood is computed thanks to a message-passing algorithm on graphs (J. C. Huang and N. Jojic, 2010).
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Package metadata
- Total releases
- 3
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.0.0
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