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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
Version
0.4.1
0.3.0
0.2.0
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)
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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