Package: PBC
Type: Package
Title: Product of Bivariate Copulas (PBC)
Version: 1.2
Date: 2014-04-30
Author: Van Trung Pham and Gildas Mazo, with contributions from R Core team, Nash, Zhu, Byrd, Lu-Chen and Nocedal
Maintainer: Van Trung Pham <trungpv88@gmail.com>
Depends: R (>= 3.0.0), igraph
Imports: Rcpp (>= 0.10.3), copula, methods
Description: This package provides tools for modeling copulas with the PBC model, a class of multivariate copulas based on products of bivariate copulas (G. Mazo G, S. Girard and F. Forbes, 2013). The likelihood is computed thanks to a message-passing algorithm on graphs (J. C. Huang and N. Jojic, 2010). 
License: GPL (>= 2)
LinkingTo: Rcpp
Repository: CRAN
NeedsCompilation: yes
Date/Publication: 2014-04-30 08:23:27
Built: R 3.1.0; x86_64-apple-darwin10.8.0; 2014-05-02 10:25:11 UTC; unix
Archs: PBC.so.dSYM
