1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
|
# Copyright 2013-2023 Lawrence Livermore National Security, LLC and other
# Spack Project Developers. See the top-level COPYRIGHT file for details.
#
# SPDX-License-Identifier: (Apache-2.0 OR MIT)
from spack.package import *
class RCopula(RPackage):
"""Multivariate Dependence with Copulas.
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."""
cran = "copula"
license("GPL-3.0-or-later OR custom")
version("1.1-2", sha256="88f9454d25e4dcdf53d8ca5156daf48e664769f5e13b1e835ed64f37251587d3")
version("1.1-0", sha256="9ab76e6256534db2a18d3880143b8c67e385767010de861bbde25212aa75d924")
version("1.0-1", sha256="d09b2ccffc7379e48b00952aa6b282baf502feebaf55cc44e93f881d7b909742")
version("0.999-20", sha256="7d3d47bce2dacb05b94a772f84dbf3d83c99ac2ac11e5f1b4b03d50d9d5c0fb0")
depends_on("r@3.2.0:", type=("build", "run"))
depends_on("r@3.5.0:", type=("build", "run"), when="@1.0-1:")
depends_on("r-matrix", type=("build", "run"))
depends_on("r-matrix@1.5-0:", type=("build", "run"), when="@1.1-2:")
depends_on("r-lattice", type=("build", "run"))
depends_on("r-colorspace", type=("build", "run"))
depends_on("r-gsl", type=("build", "run"))
depends_on("r-adgoftest", type=("build", "run"))
depends_on("r-stabledist@0.6-4:", type=("build", "run"))
depends_on("r-mvtnorm", type=("build", "run"))
depends_on("r-pcapp", type=("build", "run"))
depends_on("r-pspline", type=("build", "run"))
depends_on("r-numderiv", type=("build", "run"))
|
