This project is to develop comonotonic factor models that can be used to model various multivariate dependence structures, and the license is GPL-3. The current form is only used for developing the paper Hua and Joe (2017). A more useful R package is to be developed.
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View Code? Open in Web Editor NEWThis project is to develop comonotonic factor models that can be used to model various multivariate dependence structures
License: GNU General Public License v3.0