# --------------------------------------------
# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "copula" in publications use:'
type: software
license: GPL-3.0-or-later
title: 'copula: Multivariate Dependence with Copulas'
version: 1.1-5
identifiers:
- type: doi
  value: 10.32614/CRAN.package.copula
- type: url
  value: https://r-forge.r-project.org/projects/copula/
- type: url
  value: https://CRAN.r-project.org/package=copula
abstract: Classes (S4) of commonly used elliptical, Archimedean, extreme-value and
  other copula families, as well as their rotations, mixtures and asymmetrizations.
  Nested Archimedean copulas, related tools and special functions. Methods for density,
  distribution, random number generation, bivariate dependence measures, Rosenblatt
  transform, Kendall distribution function, perspective and contour plots. Fitting
  of copula models with potentially partly fixed parameters, including standard errors.
  Serial independence tests, copula specification tests (independence, exchangeability,
  radial symmetry, extreme-value dependence, goodness-of-fit) and model selection
  based on cross-validation. Empirical copula, smoothed versions, and non-parametric
  estimators of the Pickands dependence function.
authors:
- family-names: Hofert
  given-names: Marius
  email: marius.hofert@uwaterloo.ca
  orcid: https://orcid.org/0000-0001-8009-4665
- family-names: Kojadinovic
  given-names: Ivan
  email: ivan.kojadinovic@univ-pau.fr
  orcid: https://orcid.org/0000-0002-2903-1543
- family-names: Maechler
  given-names: Martin
  email: maechler@stat.math.ethz.ch
  orcid: https://orcid.org/0000-0002-8685-9910
- family-names: Yan
  given-names: Jun
  email: jun.yan@uconn.edu
  orcid: https://orcid.org/0000-0003-4401-7296
preferred-citation:
  type: manual
  title: 'copula: Multivariate Dependence with Copulas'
  authors:
  - family-names: Hofert
    given-names: Marius
    email: marius.hofert@uwaterloo.ca
    orcid: https://orcid.org/0000-0001-8009-4665
  - family-names: Kojadinovic
    given-names: Ivan
    email: ivan.kojadinovic@univ-pau.fr
    orcid: https://orcid.org/0000-0002-2903-1543
  - family-names: Maechler
    given-names: Martin
    email: maechler@stat.math.ethz.ch
    orcid: https://orcid.org/0000-0002-8685-9910
  - family-names: Yan
    given-names: Jun
    email: jun.yan@uconn.edu
    orcid: https://orcid.org/0000-0003-4401-7296
  year: '2024'
  notes: R package version 1.1-5
  url: https://CRAN.R-project.org/package=copula
repository: https://r-forge.r-universe.dev
repository-code: https://r-forge.r-project.org/tracker/?func=add&group_id=2140&atid=5417
commit: 0e796fb0381faa5ce7421fd2423214a2e6a89e2b
url: https://copula.r-forge.r-project.org/
date-released: '2024-08-19'
contact:
- family-names: Maechler
  given-names: Martin
  email: maechler@stat.math.ethz.ch
  orcid: https://orcid.org/0000-0002-8685-9910
references:
- type: article
  title: 'Enjoy the Joy of Copulas: With a Package copula'
  authors:
  - name: Jun Yan
  journal: Journal of Statistical Software
  year: '2007'
  volume: '21'
  issue: '4'
  url: https://www.jstatsoft.org/v21/i04/
  start: '1'
  end: '21'
- type: article
  title: Modeling Multivariate Distributions with Continuous Margins Using the copula
    R Package
  authors:
  - name: Ivan Kojadinovic
  - name: Jun Yan
  journal: Journal of Statistical Software
  year: '2010'
  volume: '34'
  issue: '9'
  url: https://www.jstatsoft.org/v34/i09/
  start: '1'
  end: '20'
- type: article
  title: 'Nested Archimedean Copulas Meet R: The nacopula Package'
  authors:
  - name: Marius Hofert
  - name: Martin M\"achler
  journal: Journal of Statistical Software
  year: '2011'
  volume: '39'
  issue: '9'
  url: https://www.jstatsoft.org/v39/i09/
  start: '1'
  end: '20'