44 lines
2.1 KiB
Python
44 lines
2.1 KiB
Python
# Copyright 2013-2021 Lawrence Livermore National Security, LLC and other
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# Spack Project Developers. See the top-level COPYRIGHT file for details.
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#
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# SPDX-License-Identifier: (Apache-2.0 OR MIT)
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from spack import *
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class RCopula(RPackage):
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"""Multivariate Dependence with Copulas
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Classes (S4) of commonly used elliptical, Archimedean, extreme-value and
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other copula families, as well as their rotations, mixtures and
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asymmetrizations. Nested Archimedean copulas, related tools and special
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functions. Methods for density, distribution, random number generation,
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bivariate dependence measures, Rosenblatt transform, Kendall distribution
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function, perspective and contour plots. Fitting of copula models with
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potentially partly fixed parameters, including standard errors. Serial
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independence tests, copula specification tests (independence,
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exchangeability, radial symmetry, extreme-value dependence,
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goodness-of-fit) and model selection based on cross-validation. Empirical
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copula, smoothed versions, and non-parametric estimators of the Pickands
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dependence function."""
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homepage = "http://copula.r-forge.r-project.org/"
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url = "https://cloud.r-project.org/src/contrib/copula_0.999-20.tar.gz"
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list_url = "https://cloud.r-project.org/src/contrib/Archive/copula"
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version('1.0-1', sha256='d09b2ccffc7379e48b00952aa6b282baf502feebaf55cc44e93f881d7b909742')
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version('0.999-20', sha256='7d3d47bce2dacb05b94a772f84dbf3d83c99ac2ac11e5f1b4b03d50d9d5c0fb0')
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depends_on('r@3.2.0:', type=('build', 'run'))
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depends_on('r@3.5.0:', when='@1.0-1:', type=('build', 'run'))
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depends_on('r-matrix', type=('build', 'run'))
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depends_on('r-lattice', type=('build', 'run'))
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depends_on('r-colorspace', type=('build', 'run'))
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depends_on('r-gsl', type=('build', 'run'))
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depends_on('r-adgoftest', type=('build', 'run'))
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depends_on('r-stabledist@0.6-4:', type=('build', 'run'))
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depends_on('r-mvtnorm', type=('build', 'run'))
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depends_on('r-pcapp', type=('build', 'run'))
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depends_on('r-pspline', type=('build', 'run'))
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depends_on('r-numderiv', type=('build', 'run'))
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