The Clayton Copula
The Copula
Grid of the Bivariate Empirical Copula
Quantile Regression of the Grid of the Bivariate Empirical Copula for U with respect to V
Derivatives of the Grid of the Bivariate Empirical Copula for V with respect to U
The Ali--Mikhail--Haq Copula
Median Regression of the Grid of the Bivariate Empirical Copula for U with respect to V
Copula of Circular Uniform Distribution
Simulate a Bivariate Empirical Copula
The Bivariate Empirical Copula
Data Frame Representation of the Bivariate Empirical Copula
Quantile Regression of the Grid of the Bivariate Empirical Copula for V with respect to U
Simulate a Bivariate Empirical Copula For a Fixed Value of U
Expected value of U given V
Derivative Inverses of the Grid of the Bivariate Empirical Copula for U with respect to V
Expected value of V given U
Median Regression of the Grid of the Bivariate Empirical Copula for V with respect to U
The Fréchet Family Copula
The Gumbel--Hougaard Extreme Value Copula
The Ratio of the Product Copula to Summation minus Product Copula
The Fréchet--Hoeffding Upper-Bound Copula
The Galambos Extreme Value Copula (with Gamma Power Mixture [Joe/BB4] and Lower Extreme Value Limit)
The Joe/B5 Copula (B5)
The Hüsler--Reiss Extreme Value Copula
The Inverse of a Copula for V with respect to U
The Inverse of a Copula for U with respect to V
Maximum Asymmetry Measure (or Vector) of a Copula by Exchangability
The Rayleigh Copula
Estimate the Parameter of the Plackett Copula
The Generalized Farlie--Gumbel--Morgenstern Copula
The Copula of Equation 4.2.12 of Nelsen's Book
Ordinal Sums of M-Copula
Derivatives of the Grid of the Bivariate Empirical Copula for U with respect to V
Shuffles of Upper-Bound Copula, Example 5.12b of Nelsen's Book
The Pareto Copula
The Plackett Copula
Direct Simulation of a Plackett Copula
The Raftery Copula
Wrapper on a User-Level Formula to Become a Copula Function
Derivative Inverses of the Grid of the Bivariate Empirical Copula for V with respect to U
Bayesian Information Criterion between a Fitted Coupla and an Empirical Copula
Analog to Line of Organic Correlation by Copula Diagonal
Porosity and Permeability Data for the Reinecke Oil Field, Horseshoe Atoll, Texas
Bivariate L-moments and L-comoments of a Copula
The Fréchet--Hoeffding Lower-Bound Copula
The Co-Copula Function
Ordinal Sums of W-Copula
The Product (Independence) Copula
Porosity and Permeability Data for Well-266 of the Reinecke Oil Field, Horseshoe Atoll, Texas
Composition of Two Copulas with Two Compositing Parameters
Ordinal Sums of Lower-Bound Copula, Example 5.12a of Nelsen's Book
(Extended) Composition of Two Copulas with Four Compositing Parameters
Akaike Information Criterion between a Fitted Coupla and an Empirical Copula
Composition of a Single Symmetric Copula with Two Compositing Parameters
Density of a Copula
Basic Theoretical Copula, Empirical Copula, and Various Utility Functions
The Blomqvist Beta of a Copula
Blomqvist (Schmid--Schmidt) Betas of a Copula
Contour Density Plot of a Copula
A Single or Multi-Parameter Optimization Engine (Beta Version)
A Matrix of Blomqvist-like Betas of a Copula
The Diagonals of a Copula
Numerical Rooting the Diagonal of a Copula
Convex Combination of Two Copulas
Is a General Bivariate Function a Copula by Gridded Search?
Joe's Nu-Skew and the copBasic Nu-Star of a Copula
Convex Combination of an Arbitrary Number of Copulas
Add Asymmetry to a Copula
Numerical Derivative of a Copula for V with respect to U
Convert L-comoments to Parameters of Alpha-Beta Compositions of Two One-Parameter Copulas
Numerical Derivative Inverse of a Copula for V with respect to U
Compute and Plot Level Curves of a Copula V with respect to U
Numerical Derivative Inverse of a Copula for U with respect to V
Numerical Derivative of a Copula for U with respect to V
The Hoeffding Phi of a Copula or Lp Distances (Independence, Radial Asymmetry, or Reflection Symmetry Forms)
Perform Median Regression using a Copula by Numerical Derivative Method for U with respect to V
Gluing Two Copulas
Is a Copula Left-Tail Decreasing
Maximum Pseudo-Log-Likelihood Estimation for Copula Parameter Estimation
The Gaussian-based (Extreme Value) Copula
Estimation of the Spectral Measure
Kullback--Leibler Divergence, Jeffrey Divergence, and Kullback--Leibler Sample Size
The Positively Quadrant Dependency State of a Copula
L-comoments and Bivariate L-moments of a Copula
Compute a Copula on a Grid
The Dual of a Copula Function
Estimation of the Stable Tail Dependence Function
Is a Copula Right-Tail Increasing
The Product of Two Copulas
Pseudo-Polar Representation of Bivariate Data
Bivariate Skewness after Joe (2014) or the Univariate L-moments of Combined U and V
Simulate a Copula by Numerical Derivative Method
The Spearman Footrule of a Copula
The Gini Gamma of a Copula
Simulate V from U through a Copula by Numerical Derivative Method
The Inverse Kendall Function of a Copula
The Schweizer and Wolff Sigma of a Copula
Is a Copula Permutation Symmetric
Is a Copula Radially Symmetric
Compute Equal Marginal Probabilities Given a Single Joint AND or OR Probability for a Copula
The Kendall (Distribution) Function of a Copula
The Vuong Procedure for Parametric Copula Comparison
Compute Coordinates of the Marginal Probabilities given joint AND or OR Probabilities
Compute Coordinates of the Marginal Probabilities given joint AND or OR Probability
Compute and Plot Level Curves of a Copula U with respect to V
Compute a Level Set of a Copula V with respect to U
The L-moments of the Kendall Function of a Copula
A Dependence Measure for a Bivariate Extreme Value Copula based on the Expectation of the Product of Negated Log-Transformed Random Variables U and V
Simulating the Sample Distribution(s) of L-correlation, L-coskew, and L-cokurtosis for a Copula
Root Mean Square Error between a Fitted Copula and an Empirical Copula
lcomoms2.ABKGcop2parameter
Convert L-comoments to Parameters of Alpha-Beta-Kappa-Gamma Compositions of Two One-Parameter Copulas
The Tn Statistic of a Fitted Copula to an Empirical Copula
Compute a Level Set of a Copula U with respect to V
The Survival Copula
Perform Median Regression using a Copula by Numerical Derivative Method for V with respect to U
The Tail Concentration Function of a Copula
The Lower- and Upper-Tail Dependency Parameters of a Copula
Perform Quantile Regression using a Copula by Numerical Derivative Method for V with respect to U
Compute the L-comoments of a Four-Value Composited Copula by Simulation
Draw Quantile Regressions using a Copula by Numerical Derivative Method for V with respect to U or U with respect to V
Perform Quantile Regression using a Copula by Numerical Derivative Method for U with respect to V
Compute the L-comoments of a Two-Value Composited Copula by Simulation
The Spearman Rho of a Copula
The Sections or Derivative of the Sections of a Copula
The Lower- and Upper-Tail Orders of a Copula
Lower and Upper Semi-Correlations of a Copula
The Joint Survival Function
The Kendall Tau and Concordance Function of a Copula
The t-EV (Extreme Value) Copula