Common Mean Vector under Copula Models

Estimate bivariate common mean vector under copula models with known correlation. In the current version, available copulas are the Clayton, Gumbel, Frank, Farlie-Gumbel-Morgenstern (FGM), and normal copulas. See Shih et al. (2019) and Shih et al. (2021) for details under the FGM and general copulas, respectively.


Reference manual

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install.packages("CommonMean.Copula")

1.0.4 by Jia-Han Shih, 5 years ago


Browse source code at https://github.com/cran/CommonMean.Copula


Authors: Jia-Han Shih


Documentation:   PDF Manual  


GPL-2 license


Depends on pracma, mvtnorm


See at CRAN