Computational Tools for the IG and IGL Copula Families
Check validity of copula parameters
Clean up DLL
Send arguments to a function after vectorizing
IG/IGL Generators and Related Functions
IG/IGL Generators and Related Functions: matching inputs
IG Copula Family Functions
Select IG copula quantities: matching inputs
igcop: Computational Tools for the IG and IGL Copula Families
IGL Copula Family Functions
Test data
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.