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DESCRIPTION
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DESCRIPTION
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Type: Package
Package: tcopula
Title: Estimation from Structured t-Copulas
Version: 0.0.9000
Authors@R:
c(person(given = "Bernardo",
family = "Reckziegel",
role = c("aut", "cre"),
email = "bernardo_cse@hotmail.com"),
person(given = "Attilio",
family = "Meucci",
role = "cph"))
Maintainer: Bernardo Reckziegel <bernardo_cse@hotmail.com>
Description: Implements a routine to estimate the correlation matrix and
the degrees of freedom from an isotropic t-copula as described in Meucci,
Attilio (2008) <doi:10.2139/ssrn.1126401>.
License: MIT + file LICENSE
URL: https://github.com/Reckziegel/tcopula
BugReports: https://github.com/Reckziegel/tcopula/issues
Depends:
R (>= 2.10)
Imports:
stats
Suggests:
covr,
testthat
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.1