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CopulaGAMM (version 0.4.1)

Copula-Based Mixed Regression Models

Description

Estimation of 2-level factor copula-based regression models for clustered data where the response variable can be either discrete or continuous.

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Version

Install

install.packages('CopulaGAMM')

Monthly Downloads

428

Version

0.4.1

License

GPL (>= 2)

Maintainer

Bruno Remillard

Last Published

November 30th, 2023

Functions in CopulaGAMM (0.4.1)

dmtcj

B4 MTCJ copula density, cpar>0
dpla

B2 Plackett copula density
dhr

B8 Huesler-Reiss copula density, cpar>0
fjoeders

Joe copula cdf/pdf and ders
fmtcjders

Clayton copula cdf/pdf and ders
dgum

B6 Gumbel copula density, cpar>1
expcond

Conditional expectation
lapcpdf

Laplace cdf/pdf and ders
linkCop

Link to copula parameter
fgumders

Gumbel copula cdf/pdf and ders
ffrkders

Frank copula cdf/pdf and ders
dgal

B7 Galambos copula density, cpar>0
ftders

Student copula cdf/pdf and ders
ftdersP

Student copula cdf/pdf and ders
out.normal

EstContinuous object
normcpdf

normal cdf/pdf and ders
dbvncop

Normal copula density
out.poisson

EstDiscrete object
expcpdf

Exponential cdf/pdf and ders
margins

Margins cdf/pdf and their derivatives
mlecop.disc

Estimation of the parameter of a bivariate copula (Clayton, Frank, Gumbel) when the first observation is 0 or 1
ffgmders

Farlie-Gumbel-Morgenstern copula cdf/pdf and ders
multinomcpdf

Multinomial with p = 1/(1+exp(-th)) cdf/pdf and ders
pcond

Conditional cdf
pcondcla

Conditional Clayton
pcondnor

Conditional Gaussian
pcondjoe

Conditional Joe (B5)
geomcpdf

Geometric with p = 1/(1+exp(-th)) cdf/pdf and ders
qcondt

Inverse Student
predictDiscrete

Conditional expectation for a copula-based estimation of mixed regression models for discrete response
dbvtcop

Student copula density
invfunc

Inverse function
pcondfgm

Conditional FGM (B10)
pcondgum

Conditional Gumbel (B6)
pcondhr

Conditional Huesler-Reiss (B8)
expcondinv1

Inverse conditional expectation for a single value
qcondfra

Inverse Frank
tcpdf

Student cdf/pdf and ders
expcondinv

Inverse conditional expectation for a vector of probabilities
pseudosC

Estimation cdf, left-continuous cdf, and pseudo-observations
qcondfgm

Inverse FGM (B10)
weibcpdf

Weibul cdf/pdf and ders
qcondhr

Inverse Huesler-Reiss
sim.poisson

Simulated data
qcondjoe

Inverse Joe
qcond

Inverse conditional cdf
fnorders

Farlie-Gumbel-Morgenstern copula cdf/pdf and ders
qcondcla

Inverse clayton
qcondnor

Inverse Gaussian
qcondpla

Inverse Plackett
multinomial

Simulated data
mlecop

Estimation of the parameter of a bivariate copula (Clayton, Frank, Gumbel)
nbinom1cpdf

Negative binomial cdf/pdf and ders
pcondfrk

Conditional Frank (B3)
fpladers

Plackett copula cdf/pdf and ders
normal

Simulated data
nbinomcpdf

Negative binomial cdf/pdf and ders
pcondpla

Conditional Plackett (B2)
pcondt

Conditional Student
poiscpdf

Poisson cdf/pdf and ders
pcondgal

Conditional Galambos (B7)
qcondgal

Inverse Galambos
predictContinuous

Conditional expectation for a copula-based estimation of mixed regression models for continuous response
qcondgum

Inverse Gumbel
berncpdf

Bernoulli with p = 1/(1+exp(-th)) cdf/pdf and derivatives
coplik

Copula cdf/pdf and ders
dcop

Copula pdf
dfgm

Farlie-Gumbel-Morgenstern copula density, -1<= cpar<=
MAP.continuous

Estimation of latent variables in the continuous case
MAP.discrete

Estimation of latent variable in the dicrete case
dbvn

Normal density
SimGenCluster

Simulation of clustered data
dbvn2

Normal density (version 2)
SimMultinomial

Simulation of multinomial clustered data
djoe

B5 Joe copula density
EstContinuous

Copula-based estimation of mixed regression models for continuous response
EstDiscrete

Copula-based estimation of mixed regression models for discrete response
dfrk

B3 bivariate Frank copula density