copula

The goal of this research project is to estimate generalized gamma convolutions from data.

The cort package is now on cran ! The cort package provides S4 classes and methods to fit several copula models: The classic empirical checkerboard copula and the empirical checkerboard copula with known margins, see Cuberos, Masiello and Maume-Deschamps (2019) https://arxiv.

The CORT algorithm we developed construct a non-parametric copula density estimator through a recursive splitting procedure.

A shiny app that estimate and give some statistic about a bivariate copula given a bivaraite dataset.