igcop: Computational Tools for the IG and IGL Copula Families

Compute distributional quantities for an Integrated Gamma (IG) or Integrated Gamma Limit (IGL) copula, such as a cdf and density. Compute corresponding conditional quantities such as the cdf and quantiles. Generate data from an IG or IGL copula. See the vignette for formulas, or for a derivation, see Coia, V (2017) "Forecasting of Nonlinear Extreme Quantiles Using Copula Models." PhD Dissertation, The University of British Columbia.

Version: 1.0.2
Imports: stats, vctrs, Rcpp, rlang
LinkingTo: Rcpp
Suggests: testthat, knitr, rmarkdown, tibble, covr, ggplot2
Published: 2023-11-14
DOI: 10.32614/CRAN.package.igcop
Author: Vincenzo Coia [aut, cre], Harry Joe [aut]
Maintainer: Vincenzo Coia <vincenzo.coia at gmail.com>
License: MIT + file LICENSE
NeedsCompilation: yes
Materials: README NEWS
In views: Distributions
CRAN checks: igcop results


Reference manual: igcop.pdf
Vignettes: Formulas for the IG and IGL Copula Families


Package source: igcop_1.0.2.tar.gz
Windows binaries: r-devel: igcop_1.0.2.zip, r-release: igcop_1.0.2.zip, r-oldrel: igcop_1.0.2.zip
macOS binaries: r-release (arm64): igcop_1.0.2.tgz, r-oldrel (arm64): igcop_1.0.2.tgz, r-release (x86_64): igcop_1.0.2.tgz, r-oldrel (x86_64): igcop_1.0.2.tgz
Old sources: igcop archive


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