gumbel: The Gumbel-Hougaard Copula
Provides probability functions (cumulative distribution and density functions), simulation function (Gumbel copula multivariate simulation) and estimation functions (Maximum Likelihood Estimation, Inference For Margins, Moment Based Estimation and Canonical Maximum Likelihood).
| Version: | 1.10-3 |
| Depends: | R (≥ 2.10.0) |
| Published: | 2024-10-17 |
| DOI: | 10.32614/CRAN.package.gumbel |
| Author: | Christophe Dutang 
[aut, cre],
Anne-Lise Caillat [ctb],
Veronique Larrieu [ctb],
Triet Nguyen [ctb] |
| Maintainer: | Christophe Dutang <dutangc at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Citation: | gumbel citation info |
| Materials: | README |
| In views: | Distributions |
| CRAN checks: | gumbel results |
Documentation:
| Reference manual: | gumbel.pdf |
| Vignettes: |
Key characteristics of the Gumbel copula [in French] (source) |
Downloads:
| Package source: | gumbel_1.10-3.tar.gz |
| Windows binaries: | r-devel: gumbel_1.10-3.zip, r-release: gumbel_1.10-2.zip, r-oldrel: gumbel_1.10-3.zip |
| macOS binaries: | r-release (arm64): gumbel_1.10-3.tgz, r-oldrel (arm64): gumbel_1.10-3.tgz, r-release (x86_64): gumbel_1.10-3.tgz, r-oldrel (x86_64): gumbel_1.10-3.tgz |
| Old sources: | gumbel archive |
Reverse dependencies:
| Reverse imports: | WR |
Linking:
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