Inference of Elliptical Distributions and Copulas
Overview
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
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- 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
Repository
- 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
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Releases over time
Issues over time
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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.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
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Dependencies
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.
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 0.1.4.1Latest2024-09-09 · 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 - RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 0.1.32022-04-25 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 0.1.2
- 0.1.12022-01-27
- RR 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
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Run in R for the authors' preferred citation:
citation("ElliptCopulas")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
Cite the R Observatory
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