43 lines
2.0 KiB
Python
43 lines
2.0 KiB
Python
# Copyright 2013-2023 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.package 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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cran = "copula"
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version("1.1-0", sha256="9ab76e6256534db2a18d3880143b8c67e385767010de861bbde25212aa75d924")
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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:", type=("build", "run"), when="@1.0-1:")
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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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