GFGM.copula1.0.4 package

Generalized Farlie-Gumbel-Morgenstern Copula

Compute bivariate dependence measures and perform bivariate competing risks analysis under the generalized Farlie-Gumbel-Morgenstern (FGM) copula. See Shih and Emura (2018) <doi:10.1007/s00180-018-0804-0> and Shih and Emura (2019) <doi:10.1007/s00362-016-0865-5> for details.

  • Maintainer: Jia-Han Shih
  • License: GPL-2
  • Last published: 2019-12-11