This package implements the gaussian AR1 copula. So far there are only the density and the random methods.
This is work in progress and I'll be unlikely to do much work on this anytime soon. Any contributions more than welcome.
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This package implements the gaussian AR1 copula. So far there are only the density and the random methods.
This is work in progress and I'll be unlikely to do much work on this anytime soon. Any contributions more than welcome.