Multivariate Distributions Constructed from Copulas
Pseudo-Observations of Radial and Uniform Part of Elliptical and Archimedean Copulas
Nonparametric Rank-based Estimators of the Pickands Dependence Function
Compute Bernoulli Numbers
Density, Evaluation, and Random Number Generation for Copula Functions
Kendall Distribution Function for Archimedean Copulas
Eulerian and Stirling Numbers of First and Second Kind
Absolute Value of Generator Derivatives via Monte Carlo
SMI Data -- 141 Days in Winter 2011/2012
Sibuya Distribution - Sampling and Probabilities
Distribution of the Radial Part of an Archimedean Copula
Class "acopula" of Archimedean Copula Families
Sample and Population Version of Blomqvist's Beta for Archimedean Copulas
Conditional Distributions and Their Inverses from Copulas
Construction of Archimedean Copula Class Object
Dependence Measures for Bivariate Copulas
Methods for Contour Plots in Package 'copula'
Contour Plot Methods 'contourplot2' in Package 'copula'
Cloud Plot Methods ('cloud2') in Package 'copula'
Coefficients of Polynomial used for Gumbel Copula
Various Estimators for (Nested) Archimedean Copulas
Classes Representing Extreme-Value Copulas
Class "khoudrajiCopula" and its Subclasses
Construction of copulas using Khoudraji's device
Internal Copula Functions
Copula (Short) Description as String
Density Evaluation for (Nested) Archimedean Copulas
Classes of Fitted Multivariate Models: Copula, Mvdc
Fitting Copulas to Data -- Copula Parameter Estimation
Large-sample Test of Multivariate Extreme-Value Dependence
Bivariate Test of Extreme-Value Dependence Based on Kendall's Distribution
Get the Parameter(s) of a Copula
Multivariate Dependence Modeling with Copulas
The Empirical Copula
Estimation Procedures for (Nested) Archimedean Copulas
Fix a Subset of a Copula Parameter Vector
Daily Crude Oil and Natural Gas Prices from 2003 to 2006
Class "interval" of Simple Intervals
Construct Simple "interval" Object
Computations for Graphical GOF Test via Pairwise Rosenblatt Transforms
Goodness-of-fit Test Statistics
GOF Testing Transformation of Hering and Hofert
Tools to Work with Matrices
Class "mixCopula" of Copula Mixtures
Plots for Graphical GOF Test via Pairwise Rosenblatt Transforms
Methods for Function `persp' in Package `copula'
Polylogarithm \(\mathrm{Li_s(z)}\) and Debye Functions
Evaluate Polynomials
Marginal copula of a Copula With Specified Margins
Sinc, Zolotarev's, and Other Mathematical Utility Functions
Class "nacopula" of Nested Archimedean Copulas
Nesting Depth of a Nested Archimedean Copula ("nacopula")
Evaluation of (Nested) Archimedean Copulas
Daily Returns of Three Stocks in the Dow Jones
Sampling Exponentially Tilted Stable Distributions
Uranium Exploration Dataset of Cook & Johnson (1986)
Variance-Reduction Methods
Pseudo-Observations
Sampling Distribution F for Frank and Joe
Test of Exchangeability for a Bivariate Copula
Perspective Plots - 'wireframe2' in Package 'copula'
Model (copula) selection based on k-fold cross-validation
All Components of a (Inner or Outer) Nested Archimedean Copula
(Fast) Computation of Pairwise Kendall's Taus
Density of the Diagonal of (Nested) Archimedean Copulas
Minimum Distance Estimators for (Nested) Archimedean Copulas
Maximum Likelihood Estimators for (Nested) Archimedean Copulas
Specific Archimedean Copula Families ("acopula" Objects)
Mother Classes "Copula", etc of all Copulas in the Package
Class "ellipCopula" of Elliptical Copulas
Construction of Elliptical Copula Class Objects
Class "fgmCopula"
Class "archmCopula"
Construction of a fgmCopula Class Object
Goodness-of-fit Testing for (Nested) Archimedean Copulas
Goodness-of-fit Tests for Copulas
Goodness-of-fit Tests for Bivariate Extreme-Value Copulas
Test of Exchangeability for Certain Bivariate Copulas
Test of Exchangeability for a Bivariate Copula
Non-parametric Estimators of the Matrix of Tail-Dependence Coefficients
Various Goodness-of-fit Test Statistics
Serial Independence Test for Multivariate Time Series via Empirical Copula
Class "mvdc"
Pairwise Thetas of Nested Archimedean Copulas
Estimation of Multivariate Models Defined via Copulas
Class "indepCopula"
Construction of Independence Copula Class Objects
Construction of Extreme-Value Copula Objects
Bivariate Test of Extreme-Value Dependence Based on Pickands'
Dependence Function
Generator Functions for Archimedean and Extreme-Value Copulas
Get "acopula" Family Object by Name
Timing for Sampling Frailties of Nested Archimedean Copulas
Print Compact Overview of a Nested Archimedean Copula ("nacopula")
Computing Probabilities of Hypercubes
Compute f(a) = \(\mathrm{log}\)(1 +/- \(\mathrm{exp}\)(-a))
Numerically Optimally
LOSS and ALAE Insurance Data
Scatter-Plot Matrix ('pairs') for Copula Distributions with Nice Defaults
Pairs Plot of a cu.u Object (Internal Use)
Sampling Nested Archimedean Copulas
Sampling Child 'nacopula's
Methods for Scatter Plot Matrix 'splom2' in Package 'copula'
Ali-Mikhail-Haq ("AMH")'s and Joe's Kendall's Tau
Test Independence of Continuous Random Variables via Empirical Copula
Initial Interval or Value for Parameter Estimation of Archimedean
Copulas
Create Mixture of Copulas
Independence Test Among Continuous Random Vectors Based on the
Empirical Copula Process
Constructing (Outer) Nested Archimedean Copulas
Outer Power Transformation of Archimedean Copulas
Construction of a Plackett Copula Class Object
Methods for 'plot' in Package 'copula'
Sampling Logarithmic Distributions
Random nacopula Model
Specify the Parameter(s) of a Copula
Methods for 'show()' in Package 'copula'
Q-Q Plot with Rugs and Pointwise Asymptotic Confidence Intervals
Sample Univariate Distributions Involved in Nested Frank and Joe Copulas
Construction and Class of Rotated aka Reflected Copulas
Random numbers from (Skew) Stable Distributions
One-dimensional Root (Zero) Finding - Extra "Safety" for Convenience
Serial Independence Test for Continuous Time Series Via Empirical Copula