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Автор: Marius Hofert, Ivan Kojadinovic
Издательство: Springer
Серия: Use R!
Год: 2019
Страниц: 274
Язык: английский
Формат: pdf (true)
Размер: 65.4 MB
The aim of this book is to show how some of the main steps involved in the statistical modeling of continuous multivariate distributions using copulas can be carried out in the R statistical environment with the R package copula. The R package copula originally emerged from the authors’ research interests; it has been available on the Comprehensive R Archive Network (CRAN) since 2005 and has been under constant development ever since. Judging from users’ feedback, the package is applied in areas such as hydrology, environmental sciences, quantitative risk management, insurance, and finance. Compared to existing monographs on copulas, the originality of this book is to illustrate how theoretical concepts can be applied in practice with the R package copula. To this end, numerous stand-alone examples are provided.