Depends R (> = 2.15.2) Imports

Enhances nor1mix Description Classes (S4) of commonly used elliptical, Archimedean, extreme value and some more copula families. Methods for density, distribution,random number genera-tion, bivariate dependence measures, perspective and contour plots. Fitting copula models including variance estimates. Independence and serial (univariate and multivariate) independence tests,and other copula re-lated tests. Empirical copula and multivariate CDF. Goodness-of-fit tests for copulas based on multipliers, the parametric bootstrap with several transformation options. Merged former package 'nacopula ' for nested Archimedean copulas: Efficient sampling algorithms, various estimators, goodness-of-fit tests and related tools and special functions. License GPL (> = 3) | file LICENCE 1 2 R topics documented