Package: igcop
Title: Computational Tools for the IG and IGL Copula Families
Version: 1.0.2
Authors@R: c(
    person("Vincenzo", "Coia", 
           role = c("aut", "cre"),
           email = "vincenzo.coia@gmail.com"),
    person("Harry", "Joe", role = "aut")
    )
Description: Compute distributional quantities for an Integrated Gamma
        (IG) or Integrated Gamma Limit (IGL) copula, such as a cdf and
        density. Compute corresponding conditional quantities such as
        the cdf and quantiles. Generate data from an IG or IGL copula.
        See the vignette for formulas, or for a derivation, see Coia, V
        (2017) "Forecasting of Nonlinear Extreme Quantiles Using Copula
        Models." PhD Dissertation, The University of British Columbia.
License: MIT + file LICENSE
Suggests: testthat, knitr, rmarkdown, tibble, covr, ggplot2
Encoding: UTF-8
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.2.3
VignetteBuilder: knitr
Imports: stats, vctrs, Rcpp, rlang
LinkingTo: Rcpp
Repository: https://vincenzocoia.r-universe.dev
Date/Publication: 2024-09-19 06:17:15 UTC
RemoteUrl: https://github.com/vincenzocoia/igcop
RemoteRef: HEAD
RemoteSha: 0cac910fd1be7134b5e5443add86f4ff20c75b37
NeedsCompilation: yes
Packaged: 2026-10-10 16:37:04 UTC; root
Author: Vincenzo Coia [aut, cre],
  Harry Joe [aut]
Maintainer: Vincenzo Coia <vincenzo.coia@gmail.com>