kendallsTau

kendallsTau-methods

kendallsTau,normalCopula-method

kendallsTau,tCopula-method

kendallsTau,claytonCopula-method

kendallsTau,frankCopula-method

kendallsTau,gumbelCopula-method

spearmansRho

spearmansRho-methods

spearmansRho,normalCopula-method

spearmansRho,tCopula-method

spearmansRho,claytonCopula-method

spearmansRho,frankCopula-method

spearmansRho,gumbelCopula-method

Methods to compute association measures such as Kendall's Tau and
 Spearman's Rho for bivaraite copulas.

multivariate

methods

AssocMeasures

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.

Jun Yan

copula

Multivariate Dependence with Copula

AssocMeasures function

Association Measures in Package `copula'

AssocMeasures: Association Measures in Package `copula'

Description

Arguments