The pcalg package for R can be used for the following two purposes: Causal structure learning
and estimation of causal effects from observational data. In this document, we give a brief …

This article presents a tutorial and new, publicly available computational tools for variable
length Markov chains (VLMC). VLMCs are Markov chains with the additional attractive …

Count data can be analyzed using generalized linear mixed models when observations are
correlated in ways that require random effects. However, count data are often zero-inflated, …

Scatterplot3d is an R package for the visualization of multivariate data in a three dimensional
space. R is a “language for data analysis and graphics”. In this paper we discuss the …

This book introduces the main theoretical findings related to copulas and shows how statistical
modeling of multivariate continuous distributions using copulas can be carried out in the …

The package nacopula provides procedures for constructing nested Archimedean copulas
in any dimensions and with any kind of nesting structure, generating vectors of random …

Explicit functional forms for the generator derivatives of well-known one-parameter Archimedean
copulas are derived. These derivatives are essential for likelihood inference as they …

Robust regression has not had a great impact on statistical practice, although all statisticians
are convinced of its importance. The procedures for robust regression currently available …

Les pratiques du moment en gestion quantitative du risque nous amènent à étudier des
modèles de dépendance en grandes dimensions construits à partir de copules Archimédiennes. …

Obesity is a risk factor for asthma. Adipose tissue expresses pro-inflammatory molecules
including tumour necrosis factor (TNF), and levels of TNF are also related to polymorphisms in …