The Bivariate Empirical Copula
A Wrapper on a User-Level Formula to Become a Copula Function
Convex Combination of an Arbitrary Number of Copulas
Basic Theoretical Copula, Empirical Copula, and Various Utility Functions
Quantile Regression of the Grid of the Bivariate Empirical Copula for U with respect to V
The Inverse of a Copula for V with respect to U
The Diagonals of a Copula
Derivative Inverses of the Grid of the Bivariate Empirical Copula for V with respect to U
The Fr<U+00E9>chet--Hoeffding Upper Bound Copula
Data Frame Representation of the Bivariate Empirical Copula
Quantile Regression of the Grid of the Bivariate Empirical Copula for V with respect to U
Numerical Derivative Inverse of a Copula for U with respect to V
Grid of the Bivariate Empirical Copula
Is a Copula Right-Tail Increasing
Estimate the Parameter of the Plackett Copula
The Copula
Derivative Inverses of the Grid of the Bivariate Empirical Copula for U with respect to V
The Plackett Copula
Is a Copula Permutation Symmetric
The Copula of Equation 4.2.12 of Nelsen's Book
The Blomqvist Beta of a Copula
The Co-Copula Function
Porosity and Permeability Data for the Reinecke Oil Field, Horseshoe Atoll, Texas
The Raftery Copula
The Spearman Footrule of a Copula
The Fr<U+00E9>chet--Hoeffding Lower Bound Copula
Porosity and Permeability Data for Well-266 of the Reinecke Oil Field, Horseshoe Atoll, Texas
The Gaussian-based (Extreme Value) Copula
Is a Copula Left-Tail Decreasing
A Single or Multi-Parameter Optimization Engine (Beta Version)
The Positively Quadrant Dependency State of a Copula
Density of a Copula
Contour Density Plot of a Copula
Joe's Nu-Skew and the copBasic Nu-Star of a Copula
Derivatives of the Grid of the Bivariate Empirical Copula for U with respect to V
Compute Coordinates of the Marginal Probabilities given joint AND or OR Probabilities
Derivatives of the Grid of the Bivariate Empirical Copula for V with respect to U
Numerical Derivative of a Copula for V with respect to U
Compute a Copula on a Grid
The Hoeffding Phi of a Copula or Lp Distances (Independence, Radial Asymmetry, or Reflection Symmetry Forms)
The Joe/B5 Copula (B5)
Simulate a Bivariate Empirical Copula
Direct Simulation of a Plackett Copula
Simulate a Bivariate Empirical Copula For a Fixed Value of U
The H<U+00FC>sler--Reiss Extreme Value Copula
The Ali--Mikhail--Haq Copula
(Extended) Composition of Two Copulas with Four Compositing Parameters
The Generalized Farlie--Gumbel--Morgenstern Copula
Convex Combination of Two Copulas
The Clayton Copula
Compute a Level Set of a Copula V with respect to U
The Gumbel--Hougaard Extreme Value Copula
The Galambos Extreme Value Copula (with Gamma Power Mixture [Joe/BB4] and Lower Extreme Value Limit)
Compute and Plot Level Curves of a Copula V with respect to U
The Ratio of the Product Copula to Summation minus Product Copula
The Dual of a Copula Function
L-comoments and Bivariate L-moments of a Copula
Numerical Rooting the Diagonal of a Copula
Compute a Level Set of a Copula U with respect to V
Simulate a Copula by Numerical Derivative Method
Compute and Plot Level Curves of a Copula U with respect to V
Pseudo-Polar Representation of Bivariate Data
The Fr<U+00E9>chet Family Copula
Simulating the Sample Distribution(s) of L-correlation, L-coskew, and L-cokurtosis for a Copula
Is a Copula Radially Symmetric
Estimation of the Spectral Measure
Is a General Bivariate Function a Copula by Gridded Search?
The Lower and Upper Semi-Correlations of a Copula
Compute the L-comoments of a Two-Value Composited Copula by Simulation
Perform Quantile Regression using a Copula by Numerical Derivative Method for V with respect to U
Bivariate L-moments and L-comoments of a Copula
The Bayesian Information Criterion between a Fitted Coupla and an Empirical Copula
Composition of a Single Symmetric Copula with Two Compositing Parameters
Composition of Two Copulas with Two Compositing Parameters
The Kendall (Distribution) Function of a Copula
Simulate V from U through a Copula by Numerical Derivative Method
The Vuong Procedure for Parametric Copula Comparison
The Inverse Kendall Function of a Copula
Numerical Derivative of a Copula for U with respect to V
Compute the L-comoments of a Four-Value Composited Copula by Simulation
Numerical Derivative Inverse of a Copula for V with respect to U
The Schweizer and Wolff Sigma of a Copula
lcomoms2.ABKGcop2parameter
Convert L-comoments to Parameters of Alpha-Beta-Kappa-Gamma Compositions of Two One-Parameter Copulas
Convert L-comoments to Parameters of Alpha-Beta Compositions of Two One-Parameter Copulas
The Spearman Rho of a Copula
The L-moments of the Kendall Function of a Copula
The Gini Gamma of a Copula
The Gluing Two Copulas
A Dependence Measure for a Bivariate Extreme Value Copula based on the Expectation of the Product of Negated Log-Transformed Random Variables U and V
Kullback--Leibler Divergence, Jeffrey Divergence, and Kullback--Leibler Sample Size
The Tn Statistic of a Fitted Copula to an Empirical Copula
Estimation of the Stable Tail Dependence Function
The Product of Two Copulas
Maximum Pseudo-Log-Likelihood Estimation for Copula Parameter Estimation
The Root Mean Square Error between a Fitted Copula and an Empirical Copula
Bivariate Skewness after Joe (2014) or the Univariate L-moments of Combined U and V
The Survival Copula
The Joint Survival Function
The Sections or Derivative of the Sections of a Copula
The Kendall Tau and Concordance Function of a Copula
Compute Coordinates of the Marginal Probabilities given joint AND or OR Probability
Compute Equal Marginal Probabilities Given a Single Joint AND or OR Probability for a Copula
Perform Median Regression using a Copula by Numerical Derivative Method for V with respect to U
Perform Median Regression using a Copula by Numerical Derivative Method for U with respect to V
Draw Quantile Regressions using a Copula by Numerical Derivative Method for V with respect to U or U with respect to V
The t-EV (Extreme Value) Copula
The Lower- and Upper-Tail Dependency Parameters of a Copula
The Tail Concentration Function of a Copula
Perform Quantile Regression using a Copula by Numerical Derivative Method for U with respect to V
The Lower- and Upper-Tail Orders of a Copula
The Inverse of a Copula for U with respect to V
Median Regression of the Grid of the Bivariate Empirical Copula for V with respect to U
Median Regression of the Grid of the Bivariate Empirical Copula for U with respect to V
The Pareto Copula
The Akaike Information Criterion between a Fitted Coupla and an Empirical Copula
The Product (Independence) Copula