mlCopulaSelection: Copula selection and fitting using maximum likelihood

Use numerical maximum likelihood to choose and fit a bivariate copula model (from a library of 40 models) to the data.

Version: 1.3
Published: 2006-10-15
Author: Jesus Garcia and Veronica Gonzalez-Lopez
Maintainer: Jesus Garcia <jg at ime.unicamp.br>
License: GPL-2
In views: Distributions, Multivariate
CRAN checks: mlCopulaSelection results

Downloads:

Package source: mlCopulaSelection_1.3.tar.gz
MacOS X binary: mlCopulaSelection_1.3.tgz
Windows binary: mlCopulaSelection_1.3.zip
Reference manual: mlCopulaSelection.pdf