HIGHLIGHTS
- who: Oskar Laverny from the Université Lyon, Lyon, France , SCOR SE, Paris, France have published the research work: Empirical and non-parametric copula models with the cort R package, in the Journal: (JOURNAL) of 02/09/2020
- what: The cort package is a statistical package that allows to estimate several nonparametric copula models in R. Although the state of the art copula package has functions to estimate the empirical copula, the authors provide a structured set of S4 classes that allows estimation of empirical copulas, checkerboard copulas, Cort copula and bagging of all of these . . .
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