Package: ElliptCopulas
Type: Package
Title: Inference of Elliptical Distributions and Copulas
Version: 0.1.4.1
Description: Provides functions for the simulation and
  the nonparametric estimation of elliptical distributions,
  meta-elliptical copulas and trans-elliptical distributions,
  following the article Derumigny and Fermanian (2022) <doi:10.1016/j.jmva.2022.104962>.
Authors@R: c(
  person("Alexis", "Derumigny",, email = "a.f.f.derumigny@tudelft.nl", role = c("aut", "cre"), comment = c(ORCID = "0000-0002-6163-8097")),
  person("Jean-David", "Fermanian",, email = "Jean-David.Fermanian@ensae.fr", role = "aut", comment = c(ORCID = "0000-0001-5960-5555")),
  person("Victor", "Ryan",, role = "aut"),
  person("Rutger", "van der Spek",, role = "ctb")
  )
License: GPL-3
Encoding: UTF-8
LazyLoad: yes
RoxygenNote: 7.3.2
Depends: R (>= 3.6.0)
Imports: Runuran, wdm, Matrix, kStatistics, pbapply
Suggests: mvtnorm, Rmpfr, testthat (>= 3.0.0)
BugReports: https://github.com/AlexisDerumigny/ElliptCopulas/issues
URL: https://github.com/AlexisDerumigny/ElliptCopulas
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2024-09-09 13:29:07 UTC; aderumigny
Author: Alexis Derumigny [aut, cre] (<https://orcid.org/0000-0002-6163-8097>),
  Jean-David Fermanian [aut] (<https://orcid.org/0000-0001-5960-5555>),
  Victor Ryan [aut],
  Rutger van der Spek [ctb]
Maintainer: Alexis Derumigny <a.f.f.derumigny@tudelft.nl>
Repository: CRAN
Date/Publication: 2024-09-09 15:10:06 UTC
Built: R 4.6.0; ; 2026-04-26 00:31:37 UTC; unix
