{"id":32208588,"url":"https://github.com/lbelzile/lcopula","last_synced_at":"2026-02-21T12:02:00.110Z","repository":{"id":56936832,"uuid":"64482412","full_name":"lbelzile/lcopula","owner":"lbelzile","description":"Liouville copulas","archived":false,"fork":false,"pushed_at":"2025-10-22T09:27:51.000Z","size":3185,"stargazers_count":1,"open_issues_count":0,"forks_count":0,"subscribers_count":1,"default_branch":"main","last_synced_at":"2025-12-09T12:39:03.834Z","etag":null,"topics":["copula","extremes"],"latest_commit_sha":null,"homepage":null,"language":"R","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"gpl-3.0","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/lbelzile.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null}},"created_at":"2016-07-29T13:26:54.000Z","updated_at":"2025-10-22T09:27:56.000Z","dependencies_parsed_at":"2022-08-21T05:50:54.331Z","dependency_job_id":null,"html_url":"https://github.com/lbelzile/lcopula","commit_stats":null,"previous_names":[],"tags_count":2,"template":false,"template_full_name":null,"purl":"pkg:github/lbelzile/lcopula","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/lbelzile%2Flcopula","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/lbelzile%2Flcopula/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/lbelzile%2Flcopula/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/lbelzile%2Flcopula/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/lbelzile","download_url":"https://codeload.github.com/lbelzile/lcopula/tar.gz/refs/heads/main","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/lbelzile%2Flcopula/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":286080680,"owners_count":29680147,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2026-02-21T11:29:27.227Z","status":"ssl_error","status_checked_at":"2026-02-21T11:29:20.292Z","response_time":107,"last_error":"SSL_connect returned=1 errno=0 peeraddr=140.82.121.5:443 state=error: unexpected eof while reading","robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":false,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["copula","extremes"],"created_at":"2025-10-22T06:01:12.356Z","updated_at":"2026-02-21T12:02:00.105Z","avatar_url":"https://github.com/lbelzile.png","language":"R","funding_links":[],"categories":[],"sub_categories":[],"readme":"# lcopula\n\n[![CRAN_Status_Badge](https://www.r-pkg.org/badges/version-last-release/lcopula)](https://cran.r-project.org/package=lcopula)\n[![License](https://img.shields.io/badge/license-GPL%20%28%3E=%203%29-blue.svg?style=flat)](http://www.gnu.org/licenses/gpl-3.0.html) \n[![Downloads](http://cranlogs.r-pkg.org/badges/lcopula?color=brightgreen)](http://www.r-pkg.org/pkg/lcopula)\n\n## Liouville copulas\n\nVarious functions to estimate one of five Liouville copula families as defined in the `copula` package. \nSince the models only admit closed-form survival functions for the integer-valued cased, the optimization routine proceeds\npointwise over grid values for the parameter `alpha` and optimizes over `rho`. The procedure is computationally intensive.\n\n\n### Possible functions of interest include\n\n- `rliouv` to generate from the Liouville copula, but also `dliouv`, `pliouv` for density and distribution function\n- `dliouvm`, `sliouvm`, `isliouvm`, `pliouvm` for marginals of the Liouville copulas\n- `liouv.maxim` to fit a copula model to data for some possible combinations of `alpha`. It is possible to rely on a Monte-Carlo approximation of the inverse survival function to speed up computations. This is the default and is heavily recommended\n- `liouv.maxim.mm` for method-of-moments based estimation: for the Gumbel and Clayton families, explicit formulas for Kendall's tau can be used to define a moment-based estimator\n- `pickands.liouv` and `pickands.plot` for the Pickands dependence function of extremal attractors of Liouville copulas (respectively the negative scaled Dirichlet when `CDA=\"C\"` and positive scaled Dirichlet when `CDA=\"S\"`)\n- `hbvevdliouv` for the spectral densities of extremal attractors\n- `liouv.Tau` for the theoretical Kendall's tau value for a given set of parameters from the Gumbel or Clayton Liouville copulas\n- `K.plot` for Kendall dependence plots\n\n### Datasets\n\nThree datasets, `airquality`, `danube` and `nutrient` are included with the package.\n\n### Installation \nThe package is available from CRAN. For up-to-date versions, you can install it from from Github via\n\n```R\ndevtools::install_github(\"lbelzile/lcopula\")\n```\n\nafter installing `devtools`.\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Flbelzile%2Flcopula","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Flbelzile%2Flcopula","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Flbelzile%2Flcopula/lists"}