Learn R Programming
⚠️There's a newer version (1.1-7) of this package.Take me there.

copula (version 0.5-7)

Multivariate Dependence with Copula

Description

Classes (S4) of commonly used copulas including elliptical, Archimidean, extreme value and Farlie-Gumbel-Morgenstern families. Methods for density, distribution, random number generators, bivariate association measures, persp, and contour. Functions for fitting copula models. Multivariate independence test based on the empirical copula process.

Copy Link

Version

Install

install.packages('copula')

Monthly Downloads

54,481

Version

0.5-7

License

GPL version 2 or later.

Maintainer

Jun Yan

Last Published

December 21st, 2018

Functions in copula (0.5-7)

fgmCopula

Construction of a fgmCopula Class Object
plackettCopula

Construction of Plackett Copula Class Object
generator

Generators for Archimedean and EV Copulas
evCopula

Construction of Extreme Value Copula Class Object
archmCopula-class

Class "archmCopula"
fgmCopula-class

Class "fgmCopula"
mvdc-class

Class "mvdc"
archmCopula

Construction of Archimedean Copula Class Object
empcop.test

Multivariate independence test based on the empirical copula process
evCopula-class

Class "evCopula"
copula-class

Class "copula"
fitCopula-class

Class "fitCopula"
contour-methods

Methods for Function contour in Package `copula'
ellipCopula

Construction of Elliptical Copula Class Object
persp-methods

Methods for Function persp in Package `copula'
Copula

The Copula Distribution
ellipCopula-class

Class "ellipCopula"
show-methods

Methods for Function show in Package `copula'
summary-methods

Methods for Function summary in Package `copula'
Mvdc

Multivariate Distribution via Copula
fitCopula

Maximum Likelihood Estimation of Copula Models
AssocMeasures

Association Measures in Package `copula'