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copula (version 0.3-9)

Multivariate Dependence with Copula

Description

Classes (S4) of commonly used copulas including elliptical, and Archimidean copulas. Implemented copulas include normal, t, Clayton, Frank, and Gumbel. Methods for density, distribution, random number generators, persp, and contour. Functions for fitting copula models.

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Version

Install

install.packages('copula')

Monthly Downloads

8,213

Version

0.3-9

License

GPL version 2 or later.

Maintainer

Jun Yan

Last Published

December 21st, 2018

Functions in copula (0.3-9)

fitCopula

Maximum Likelihood Estimation of Copula Models
summary-methods

Methods for Function summary in Package `copula'
archmCopula

Construction of Archimedean Copula Class Object
Mvdc

Multivariate Distribution via Copula
fitCopula-class

Class "fitCopula"
archmCopula-class

Class "archmCopula"
persp-methods

Methods for Function persp in Package `copula'
contour-methods

Methods for Function contour in Package `copula'
ellipCopula

Construction of Elliptical Copula Class Object
copula-class

Class "copula"
mvdc-class

Class "mvdc"
show-methods

Methods for Function show in Package `copula'
AssocMeasures

Association Measures in Package `copula'
Copula

The Copula Distribution
ellipCopula-class

Class "ellipCopula"