fgac (0.6-1)

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Generalized Archimedean Copula.


Bi-variate data fitting is done by two stochastic components: the marginal distributions and the dependency structure. The dependency structure is modeled through a copula. An algorithm was implemented considering seven families of copulas (Generalized Archimedean Copulas), the best fitting can be obtained looking all copula's options (totally positive of order 2 and stochastically increasing models).

Maintainer: Veronica Andrea Gonzalez-Lopez
Author(s): Veronica Andrea Gonzalez-Lopez <veronica@ime.unicamp.br>

License: GPL

Uses: Does not use any package

Released almost 11 years ago.

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