acopula
Modelling Dependence with Multivariate Archimax (or any User-Defined Continuous) Copulas
Description
Archimax copulas are mixture of Archimedean and EV copulas. The package provides definitions of several parametric families of generator and dependence function, computes CDF and PDF, estimates parameters, tests for goodness of fit, generates random sample and checks copula properties for custom constructs. In 2-dimensional case explicit formulas for density are used, contrary to higher dimensions when all derivatives are linearly approximated. Several non-archimax families (normal, FGM, Plackett) are provided as well.
Downloads
296
Last 30 days
13740th
841
Last 90 days
3.5K
Last year
Trend: -3.3% (30d vs prior 30d)
CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| 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-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
CRAN incoming feasibility
Maintainer: ‘Tomas Bacigal <bacigal@math.sk>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Tomas",
family = "Bacigal",
role = c("aut", "cre"),
email = "bacigal@math.sk")
as necessary.
Found the following (possibly) invalid file URI:
URI: faculty.washington.edu/ezivot/book/QuanCopula.pdf
From: inst/doc/acopula-userguide_0.9.2.pdf
CRAN incoming feasibility
Maintainer: ‘Tomas Bacigal <bacigal@math.sk>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Tomas",
family = "Bacigal",
role = c("aut", "cre"),
email = "bacigal@math.sk")
as necessary.
Found the following (possibly) invalid file URI:
URI: faculty.washington.edu/ezivot/book/QuanCopula.pdf
From: inst/doc/acopula-userguide_0.9.2.pdf
Changelog
Full NEWS →v0.9.4
• corrected some CRAN check issues
acopula 0.9.3
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
CRAN incoming feasibility
Maintainer: ‘Tomas Bacigal <bacigal@math.sk>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Tomas",
family = "Bacigal",
role = c("aut", "cre"),
email = "bacigal@math.sk")
as necessary.
Found the following (possibly) invalid file URI:
URI: faculty.washington.edu/ezivot/book/QuanCopula.pdf
From: inst/doc/acopula-userguide_0.9.2.pdf
CRAN incoming feasibility
Maintainer: ‘Tomas Bacigal <bacigal@math.sk>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Tomas",
family = "Bacigal",
role = c("aut", "cre"),
email = "bacigal@math.sk")
as necessary.
Found the following (possibly) invalid file URI:
URI: faculty.washington.edu/ezivot/book/QuanCopula.pdf
From: inst/doc/acopula-userguide_0.9.2.pdf