Bi-variate data fitting is done by two ingredients: the margins and the dependency structure. The dependency structure is modeled through a copula. An algorithm was implemented considering seven families of copulas (Generalized Archimedean Copulas), the best fitting can be obtained looking all copula's options. Different dependence's kind was considered (totally positive of order 2 and stochastically increasing).
| Version: | 0.6-0 |
| Date: | 2005-01-01 |
| Author: | Veronica Andrea Gonzalez-Lopez |
| Maintainer: | Veronica Andrea Gonzalez-Lopez <veronica at ime.unicamp.br> |
| License: | 'GPL' |
| In views: | Distributions, Finance, Multivariate |
| CRAN checks: | fgac results |
Downloads:
| Package source: | fgac_0.6-0.tar.gz |
| MacOS X binary: | fgac_0.6-0.tgz |
| Windows binary: | fgac_0.6-0.zip |
| Reference manual: | fgac.pdf |