Derivatives of a Bivariate Copula Density
Classes "BB1Copula"
, "surBB1Copula"
, "r90BB1Copula"
and "r270BB1Copula"
Class "tawnT2Copula"
Constructor of the BB7 Family and Rotated Versions thereof
Contour Plot of Bivariate Meta Distribution
Gradient of the Log-Likelihood of an R-Vine Copula Model
Probability Integral Transformation for R-Vine Copula Models
Statistical Inference of Vine Copulas
Vuong Test Comparing Two R-Vine Copula Models
Pseudo-Observations
Scoring Goodness-of-Fit Test based on Vuong And Clarke Tests for Bivariate Copula Data
Survival and Rotated Clayton Copulas
Classes "BB8Copula"
, "surBB8Copula"
, "r90BB8Copula"
and "r270BB8Copula"
Second Derivatives of the h-Function of a Bivariate Copula
Constructor of the Tawn Type 2 Family and Rotated Versions thereof
Blomqvist's Beta Value of a Bivariate Copula
Major German Stocks
Goodness-of-Fit Tests for R-Vine Copula Models
Tail Dependence Coefficients of a Bivariate Copula
Construction of a Copula Object from a VineCopula Family Index
(Partial) Correlations for R-Vine Copula Models
Transform D-Vine to R-Vine Structure
R-Vine Copula Model in Matrix Notation
AIC and BIC of an R-Vine Copula Model
Parameter Estimation for Bivariate Copula Data
Lambda-Function (Plot) for Bivariate Copula Data
Selection and Maximum Likelihood Estimation of Bivariate Copula Families
Matrix of Empirical Blomqvist's Beta Values
Normalization of R-Vine Matrix
Kendall's Tau Values of an R-Vine Copula Model
Simulation from an R-Vine Copula Model
Density of a Bivariate Copula
Plotting tools for BiCop objects
Constructor of the Tawn Type 1 Family and Rotated Versions thereof
Classes "BB6Copula"
, "surBB6Copula"
, "r90BB6Copula"
and "r270BB6Copula"
Class "vineCopula"
Visualisation of R-Vine Tree Structure
Blomqvist's Beta Values of an R-Vine Copula Model
Class "tawnT1Copula"
Goodness-of-Fit Test for Bivariate Copulas
Sequential Specification of R- and C-Vine Copula Models
Sequential Estimation of an R-Vine Copula Model
Matrix of Empirical Kendall's Tau Values
Survival and Rotated Gumbel Copulas
Chi-plot for Bivariate Copula Data
Transform C-Vine to R-Vine Structure
Conditional Distribution Function of a Bivariate Copula
PDF of an R-Vine Copula Model
Constructor of the BB1 Family and Rotated Versions thereof
Distribution Function of a Bivariate Copula
Derivatives of the h-Function of a Bivariate Copula
Sequential Pair-Copula Selection and Estimation for R-Vine Copula Models
Clarke Test Comparing Two R-Vine Copula Models
Maximum Likelihood Estimation of an R-Vine Copula Model
Log-Likelihood of an R-Vine Copula Model
Kendall's Tau Value of a Bivariate Copula
Copula Data Objects
Partial Derivatives of Copulas
Bivariate Copula Family Names
Constructor of the BB6 Family and Rotated Versions thereof
Simulation from a Bivariate Copula
Pairs Plot of Copula Data
Second Derivatives of a Bivariate Copula Density
Parameter of a Bivariate Copula for a given Kendall's Tau Value
Kendall's Plot for Bivariate Copula Data
Constructor of the Joe Family and Rotated Versions thereof
Hessian Matrix of the Log-Likelihood of an R-Vine Copula Model
Cunstructing BiCop-objects
Classes "joeBiCopula"
, "surJoeBiCopula"
, "r90JoeBiCopula"
and "r270JoeBiCopula"
Constructor of the Class vineCopula
.
Independence Test for Bivariate Copula Data
Classes "surGumbelCopula"
, "r90GumbelCopula"
and "r270GumbelCopula"
Classes "surClaytonCopula"
, "r90ClaytonCopula"
and "r270ClaytonCopula"
Classes "BB7Copula"
, "surBB7Copula"
, "r90BB7Copula"
and "r270BB7Copula"
R-Vine Matrix Check
Constructor of the BB8 Family and Rotated Versions thereof