Classes "BB1Copula", "surBB1Copula", "r90BB1Copula" and "r270BB1Copula"
Contour plot of bivariate meta distribution with different margins and copula (theoretical and empirical)
Constructor of the BB1 family and rotated versions thereof
correlations to partial correlations and vice versa for R-vines
Goodness-of-fit tests for R-vine copula models
Classes "BB8Copula", "surBB8Copula", "r90BB8Copula" and "r270BB8Copula"
Distribution function of a bivariate copula
Parameter estimation for bivariate copula data using inversion of Kendall's tau or maximum likelihood estimation
Scoring goodness-of-fit test based on Vuong and Clarke tests for bivariate copula data
R-vine copula model in matrix notation
Classes "BB7Copula", "surBB7Copula", "r90BB7Copula" and "r270BB7Copula"
Derivatives of a bivariate copula density
Maximum likelihood estimation of an R-vine copula model
Gradient of the log-likelihood of an R-vine copula model
Blomqvist's beta value of a bivariate copula
Plot function for R-vine trees
Conditional distribution function (h-function) of a bivariate copula
Derivatives of the h-function of a bivariate copula
Kendall's plot (K-plot) for bivariate copula data
Kendall's tau value of a bivariate copula
Hessian matrix of the log-likelihood of an R-vine copula model
partial derivatives of copulas
Log-likelihood of an R-vine copula model
Constructor of the Tawn type 2 family and rotated versions thereof
Class "tawnT1Copula"
Class "tawnT2Copula"
Class "vineCopula"
Constructor of the BB6 family and its derivatives
Density of a bivariate copula
Sequential specification of R- and C-vine copula models
Construction of a copula object from a VineCopula family index
Sequential copula selection and estimation of R-vine copula models
Bivariate copula family names
Second derivatives of a bivariate copula density
AIC and BIC of an R-vine copula model
Vine Matrix validation
Classes "surClaytonCopula", "r90ClaytonCopula" and "r270ClaytonCopula"
Major German Stocks
survival and rotated Clayton Copulas
Clarke test comparing two R-vine copula models
Permute the variables to achieve a natural ordering
Vuong test comparing two R-vine copula models
Sequential estimation of an R-vine copula model
Constructor of the class vineCopula
Constructor of the BB7 family and its derivatives
Parameter of a bivariate copula for a given Kendall's tau value
Matrix of empirical Blomqvist's beta values
Lambda-function (plot) for bivariate copula data
Constructor of the BB8 family and its derivatives
Transform C-vine to R-vine structure
Matrix of empirical Kendall's tau values
Chi-plot for bivariate copula data
Independence test for bivariate copula data
Tail dependence coefficients of a bivariate copula
Transform D-vine to R-vine structure
Constructor of the survival and rotated versions of the Joe family
Statistical inference of vine copulas
Constructor of the Tawn type 1 family and rotated versions thereof
Classes "surGumbelCopula", "r90GumbelCopula" and "r270GumbelCopula"
Classes "BB6Copula", "surBB6Copula", "r90BB6Copula" and "r270BB6Copula"
Blomqvist's beta values of an R-vine copula model
Classes "joeBiCopula", "surJoeBiCopula", "r90JoeBiCopula" and "r270JoeBiCopula"
Goodness-of-fit test for bivariate copulas
survival and rotated Gumbel Copulas
Simulation from an R-vine copula model
Selection and maximum likelihood estimation of bivariate copula families
Simulation from a bivariate copula
Second derivatives of the h-function of a bivariate copula
Probability integral transformation for R-vine copula models
Kendall's tau values of an R-vine copula model