igcop: Computational Tools for the IG and IGL Copula Families

Compute distributional quantities for an Integrated Gamma (IG) or IG Limit (IGL) copula, such as a cdf and density, along with conditional quantities such as the cdf, quantiles, and densities. Generate data from a copula.

Usage

Access copula quantities by starting with the p, d, q, or r prefixes, followed by the copula name – either ig or igl, or their conditional versions, condig or condigl.

Author

Maintainer: Vincenzo Coia vincenzo.coia@gmail.com

Authors:

• Harry Joe