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ElliptCopulas

0.1.4.1Package record

Inference of Elliptical Distributions and Copulas

1packages depend
3.2Kdownloads / year
31.9%test coverage
13/13flavors OK

Overview

About

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.

Install

Health

CRAN checks
13OK
Slowest check: 1.7 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 0.1.4.1
READMEYes · 548 wordsVignettesNoNEWSYes · 100% structured · does not mention 0.1.4.1Citation fileNoWebsitenot declared in DESCRIPTION
Help pages
19 (5 internal)
Examples that run
89%16 run in a plain check · 2 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples
95%
Documented parameters
89%
Return-value docs
100%
Help pages citing references
79%

Downloads

3.2K
CRAN downloads in the past year
Rank #14,913 · ~9/day · ~264/mo
Daily download trend is not available in this view yet.
27330 days
81490 days
3.2K1 year
Compare downloads with other packages →
Also on136 r2u2 autocran

Repository

4Stars
3Forks
0Open issues
0Open PRs
2Releases
115Commits
2Commit identities
r-packageelliptical-distributionelliptical-copulacopular-pkg
115 commits · Last activity 2026-08-01 · 0% stars, 30d · Default branch at 0.1.4.2, ahead of CRAN 0.1.4.1 (checked 2026-10-22)
Responsiveness
How these are sampled
PRs merged (all time)
78%
Median days to close, 50 most recently updated closed issues
1
Median days to close, 50 most recently updated closed PRs
0

Stars over time

2024-09-11 · 32026-07-07 · 4
PracticesBeta

6 development-tooling and community-health practices detected across 5 families in the upstream repository

Checks run against github.com/alexisderumigny/elliptcopulas on 2026-10-22.

Continuous integration (2)
GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

Docs source (1)
README.Rmd
CRAN release process (1)
cran-comments.md
Lint, format, editor (1)
RStudio project
Show all practicesHide 1 practice
Git structural (1)
.gitattributes
How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies
7 external dependencies (excludes base and recommended)

Installing ElliptCopulas adds 5 packages (3 with compiled code, 2.7 MB of source tarballs). Heaviest: Rcpp 1.8 MB, Runuran 848 KB, wdm 50 KB.

Depends (1)
R >= 3.6.0
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
1direct
0indirect
Imports 1
Depends, Imports or LinkingTo, most downloaded first

People & History

People (4)
Author, Maintainer since 0.1.1 (2022)
Author · added in 0.1.4.1
Contributor · added in 0.1.2
Releases (4)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • 0.1.4.1Latest
    record
    2024-09-09 · current release · diff ↗ ·
    added 9 exports
    EllDistrDerivEst, EllDistrEst.adapt, compute_etahat, compute_matrix_alpha, derivative.psi, derivative.rho, derivative.tau, estim_tilde_AMSE, vectorized_Faa_di_Bruno
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • 0.1.3
    record
    2022-04-25 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • 0.1.2
    record
    2022-04-07 · diff ↗ ·
    added 1 export
    KTMatrixEst
  • 0.1.1
    record
    2022-01-27
  • R
    R 4.1.0 released · 2021-05-18

Package metadata

First published
2022-01-27
Total releases
4 / 4 yrs
License
GPL-3 OSI
Minimum R
≥ 3.6.0
Download size
44 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("ElliptCopulas")
Derumigny, A., Fermanian, J., Ryan, V., & van der Spek, R. (2024). ElliptCopulas: Inference of Elliptical Distributions and Copulas (Version 0.1.4.1) [Computer software]. https://doi.org/10.32614/CRAN.package.ElliptCopulas

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for ElliptCopulas version 0.1.4.1 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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