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R Package to Handle Archimax or Any User-Defined Continuous Copula Construction: acopula

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Book cover Aggregation Functions in Theory and in Practise

Part of the book series: Advances in Intelligent Systems and Computing ((AISC,volume 228))

Abstract

We introduce acopula package (run under R) that aims at researchers as well as practitioners in the field of modelling stochastic dependence. Description of tools with examples are given, namely several probability related functions, estimation and testing procedures, and two utility functions.

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References

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Author information

Authors and Affiliations

  1. Slovak University of Technology, Bratislava, Slovak Republic

    Tomáš Bacigál

Authors
  1. Tomáš Bacigál
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Correspondence to Tomáš Bacigál .

Editor information

Editors and Affiliations

  1. Department of Automatica y Computacion, Universidad Publica de Navarra, Pamplona, Spain

    Humberto Bustince

  2. Department of Automatica y Computacion, Universidad Publica de Navarra, Pamplona, Spain

    Javier Fernandez

  3. Department of Mathematics and, Slovak University of Technology, Bratislava, Slovakia

    Radko Mesiar

  4. Department of Computer Science, Universidad de Alcalá de Henares, Madrid, Spain

    Tomasa Calvo

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Bacigál, T. (2013). R Package to Handle Archimax or Any User-Defined Continuous Copula Construction: acopula . In: Bustince, H., Fernandez, J., Mesiar, R., Calvo, T. (eds) Aggregation Functions in Theory and in Practise. Advances in Intelligent Systems and Computing, vol 228. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-39165-1_11

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  • DOI: https://doi.org/10.1007/978-3-642-39165-1_11

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-39164-4

  • Online ISBN: 978-3-642-39165-1

  • eBook Packages: EngineeringEngineering (R0)

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