The Gumbel-Hougaard Copula

Provides probability functions (cumulative distribution and density functions), simulation function (Gumbel copula multivariate simulation) and estimation functions (Maximum Likelihood Estimation, Inference For Margins, Moment Based Estimation and Canonical Maximum Likelihood).

gumbel: the Gumbel-Hougaard copula

gumbel provides probability functions (cumulative distribution and density functions), simulation function (Gumbel copula multivariate simulation) and estimation functions for the bivariate case (Maximum Likelihood Estimation, Inference For Margins, Moment Based Estimation and Canonical Maximum Likelihood). gumbel is a stand-alone package for the Gumbel-Hougaard copula, for other copulas, please visit https://cran.r-project.org/view=Distributions#copulas

The package

The stable version of gumbel can be installed from CRAN using:

install.packages("gumbel")

Finally load the package in your current R session with the following R command:

library(gumbel)

Documentation

The overall documentation is available at

help(gumbel)

See also the vignette.