Estimating Dynamic Correlation
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Documentation for package ‘scDECO’ version 0.1.0
Help Pages
| scdeco.cop | Copula dynamic correlation fitting function |
| scdeco.pg | ZENCO Poisson Gamma dynamic correlation fitting function |
| scdeco.sim.cop | Simulating from copula model |
| scdeco.sim.pg | Simulating from ZENCO Model |