The DOI matches its Crossref record; 24 of the 24 references it cites were found in a registry or an index.
Enjoy the Joy of Copulas: With a Package copula
Open accessAbstract
Copulas have become a popular tool in multivariate modeling successfully applied in many fields. A good open-source implementation of copulas is much needed for more practitioners to enjoy the joy of copulas. This article presents the design, features, and some implementation details of the R package copula. The package provides a carefully designed and easily extensible platform for multivariate modeling with copulas in R. S4 classes for most frequently used elliptical copulas and Archimedean copulas are implemented, with methods for density/distribution evaluation, random number generation, and graphical display. Fitting copula-based models with maximum likelihood method is provided as template examples. With the classes and methods in the package, the package can be easily extended by user-defined copulas and margins to solve problems.
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Cited by
Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine
Brechmann, E. C., & Schepsmeier, U. (2013) · Journal of Statistical Software · doi:10.18637/jss.v052.i03 · Cited by 498
Metadata
- Authors
- Yan, J.
- Venue
- Journal of Statistical Software
- Publisher
- Foundation for Open Access Statistic
- Published
- 2007
- Volume
- 21
- Issue
- 4
- ISSN
- 1548-7660 (ISSN-L)
- OpenAlex
- W1834081490
- Cited by
- 502
- References
- 24
- FWCI
- 25.39
- Type
- journal article
- Language
- en
- Open access
- diamond
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
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