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

Documentation:

Reference manual:	igcop.html , igcop.pdf
Vignettes:	Formulas for the IG and IGL Copula Families (source, R code)

Downloads:

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

Linking:

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