Introduction | Characteristics | Definition | Archimedean copula | Density | Dependence measure | Kendall's tau | Spearman's rho | Extreme copula | Multivariate copula | Simulation | Algorithm using the Kendall function ``$K_C$'' | Frailty approach by @marshall | Fitting methods | Method of Moments - gumbel.MBE | Exact max_imum likelihood - gumbel.EML | Inference for margins - gumbel.IFM | Canonical max_imum likelihood - gumbel.CML | Bibliography
Package: gumbel 1.10-5
gumbel: The Gumbel-Hougaard Copula
Provides probability functions (cumulative distribution and density functions), simulation function (Gumbel copula multivariate simulation) and estimation functions (Maximum Likelihood Estimation, Inference For Margins, Moment Based Estimation and Canonical Maximum Likelihood).
Authors:
gumbel_1.10-5.tar.gz
gumbel_1.10-5.zip(r-4.7-any)gumbel_1.10-5.zip(r-4.6-any)gumbel_1.10-5.zip(r-4.5-any)
gumbel_1.10-5.tgz(r-4.6-any)gumbel_1.10-5.tgz(r-4.5-any)
gumbel_1.10-5.tar.gz(r-4.7-any)gumbel_1.10-5.tar.gz(r-4.6-any)
gumbel_1.10-5.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
gumbel/json (API)
| # Install 'gumbel' in R: |
| install.packages('gumbel', repos = c('https://dutangc.r-universe.dev', 'https://cloud.r-project.org')) |
Datasets:
- windEchirolles - Daily Climatological data between August 2005 and May 2007
- windStMartin - Daily Climatological data between August 2005 and May 2007
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:6728ddb0df. Checks:7 NOTE, 2 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | NOTE | 107 | ||
| source / vignettes | OK | 183 | ||
| linux-release | NOTE | 79 | ||
| macos-release | NOTE | 114 | ||
| macos-oldrel | NOTE | 64 | ||
| windows-devel | NOTE | 57 | ||
| windows-release | NOTE | 55 | ||
| windows-oldrel | NOTE | 54 | ||
| wasm-release | OK | 81 |
Exports:dgumbelgumbel.CMLgumbel.EMLgumbel.IFMgumbel.MBEinvphigumbelpgumbelphigumbelrgumbel
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| The Gumbel Hougaard Copula | dgumbel gumbel gumbel.CML gumbel.EML gumbel.IFM gumbel.MBE invphigumbel pgumbel phigumbel rgumbel |
| Daily Climatological data between August 2005 and May 2007 | windata windEchirolles windStMartin |