copBasic.fitpara.beta

An Rtwo column <code>matrix</code> or <code>data.frame</code> of a sample of nonexceedance probabilities $u$ and $v$;

The population statistic(s) that will be used if <code>uv</code> is <code>NULL</code>;

popstat

A function responsible at the minimum for computation of the theoretical values of the population statistic(s) that the optimization will revolve around; This function, if supporting an <code>as.sample</code> interface (<em>e.g.</em> <code></code>

statf

A copula function that is passed along to <code>statf</code> though of course the <code>statf</code> function can decide whether to use this argument or not;

The dimension of the parameters. In reality, the default triggers uni-dimensional root solving using the <code>uniroot()</code> function in Ror otherwise the <code>optim()</code> function in Ris used for multi-dimensional minimization with subtle changes 

paradim

The <code>interval</code> argument by the same name for the <code>uniroot()</code> function;

interval

The initial parameter vector for the <code>optim()</code> function; and

par.init

An example of a general implementation of a parameter optimization scheme using core features of the <pkg>copBasic</pkg> package. Because of the general complexity of the objectives for this function, the interface shown here is considered a <dquote>beta version</dquote> and nomenclature is subject to dramatic changes in the future.

copula (fitting)

copBasic.fitpara

Extensive functions for bivariate copula (bicopula) computations and related mathematical operations oriented around the oft cited and fundamental bicopula theory described by Nelsen (2006), Joe (2014), and other selected works. The lower, upper, product, and a few select other bicopula are implemented. Individual copula support is deliberately limited to keep the package focused on an educational API to major bicopula theory. Expressions for an arbitrary bicopula include the diagonal, survival copula, the dual of a copula, co-copula, and numerical bicopula density. Level curves (sets) as well as horizontal and vertical sections and derivatives of such sections also are supported. The numerical derivatives of a bicopula are provided as well as inverses; simulation by the conditional distribution method thus are supported. Composition, convex combination, and products of bicopula are provided.  Copula properties include Kendall Function and L-moments thereof, Kendall Tau, Spearman Rho and Footrule, Gini Gamma, Blomqvist Beta, Hoeffding Phi, Schweizer-Wolff Sigma, tail dependency and order, and skewness. Evaluators of positively/negatively quadrant dependency, left-tail decreasing, and right-tail increasing are available. Kullback-Leibler divergence, Vuong's procedure, and L-comoments for copula inference are available. Quantile and median regressions for V with respect to U and U with respect to V are available. Empirical copulas (EC) are supported.

copBasic.fitpara: A Single or Multi-Parameter Optimization Engine (Beta Version)

Description

Usage

Arguments

Value

encoding

Examples