Economics, Econometrics and Finance
8 years ago

New R Package Revolutionizes Modelling Stochastic Dependence with acopula!

1 view
Advances in intelligent systems and computing
R Package to Handle Archimax or Any User-Defined Continuous Copula Construction: acopula
Tomáš Bacigál

Paper Summary

The acopula package in R helps people model how different things are related to each other. It provides tools like functions for calculating probabilities, methods for estimating and testing, and useful functions.

Related papers

Theme background image
Social Sciences
a year ago

New 'Normal Mode Copula' Unlocks Hidden Relationships in Data

Empirical Analysis
Econophysics
4 views
Economics, Econometrics and Finance
3 years ago

New Copula Models Revolutionize Finance, Risk Management, and Engineering!

Financial Volatility
Regularization Methods
Drought Monitoring
3 views
Economics, Econometrics and Finance
4 years ago

New copula model allows for flexible dependence measures in statistical analysis.

Financial Volatility
Skew Distributions
Risk Modeling
2 views