-
Notifications
You must be signed in to change notification settings - Fork 3
/
Copy pathDESCRIPTION
34 lines (34 loc) · 1.12 KB
/
DESCRIPTION
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
Package: ElliptCopulas
Type: Package
Title: Inference of Elliptical Distributions and Copulas
Version: 0.1.4.1
Description: 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>.
Authors@R: c(
person("Alexis", "Derumigny",, email = "[email protected]", role = c("aut", "cre"), comment = c(ORCID = "0000-0002-6163-8097")),
person("Jean-David", "Fermanian",, email = "[email protected]", role = "aut", comment = c(ORCID = "0000-0001-5960-5555")),
person("Victor", "Ryan",, role = "aut"),
person("Rutger", "van der Spek",, role = "ctb")
)
License: GPL-3
Encoding: UTF-8
LazyLoad: yes
RoxygenNote: 7.3.2
Depends:
R (>= 3.6.0)
Roxygen: list(markdown = TRUE)
Imports:
Runuran,
wdm,
Matrix,
kStatistics,
pbapply
Suggests:
mvtnorm,
Rmpfr,
testthat (>= 3.0.0)
BugReports: https://github.com/AlexisDerumigny/ElliptCopulas/issues
URL: https://github.com/AlexisDerumigny/ElliptCopulas
Config/testthat/edition: 3