Package: PBC
Type: Package
Title: Product of Bivariate Copulas (PBC)
Version: 1.0
Date: 2014-01-27
Author: Pham Van Trung <trungpv88@gmail.com>
                  Mazo Gildas <gildas.mazo@inria.fr> 
                  Inria Centre Grenoble Rhone-Alpes
Maintainer: Pham Van Trung <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 (>= 3)
LinkingTo: Rcpp
Repository: CRAN
NeedsCompilation: yes
Date/Publication: 2014-02-18 07:22:19
