copula v0.999-19


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Functions in copula

Name Description
Copula Density, Evaluation, and Random Number Generation for Copula Functions
K Kendall Distribution Function for Archimedean Copulas
Mvdc Multivariate Distributions Constructed from Copulas
RSpobs Pseudo-Observations of Radial and Uniform Part of Elliptical and Archimedean Copulas
allComp All Components of a (Inner or Outer) Nested Archimedean Copula
archmCopula Construction of Archimedean Copula Class Object
archmCopula-class Class "archmCopula"
assocMeasures Dependence Measures for Bivariate Copulas
contour-methods Methods for Contour Plots in Package 'copula'
contourplot2-methods Contour Plot Methods 'contourplot2' in Package 'copula'
copFamilies Specific Archimedean Copula Families ("acopula" Objects)
evTestA Bivariate Test of Extreme-Value Dependence Based on Pickands' Dependence Function
copula-class Mother Classes "Copula", etc of all Copulas in the Package
evTestC Large-sample Test of Multivariate Extreme-Value Dependence
describeCop Copula (Short) Description as String
fitMvdc Estimation of Multivariate Models Defined via Copulas
dnacopula Density Evaluation for (Nested) Archimedean Copulas
evTestK Bivariate Test of Extreme-Value Dependence Based on Kendall's Distribution
exchEVTest Test of Exchangeability for Certain Bivariate Copulas
htrafo GOF Testing Transformation of Hering and Hofert
fixParam Fix a Subset of a Copula Parameter Vector
indepCopula-class Class "indepCopula"
ggraph-tools Computations for Graphical GOF Test via Pairwise Rosenblatt Transforms
loss LOSS and ALAE Insurance Data
margCopula Marginal copula of a Copula With Specified Margins
nesdepth Nesting Depth of a Nested Archimedean Copula ("nacopula")
gnacopula Goodness-of-fit Testing for (Nested) Archimedean Copulas
onacopula Constructing (Outer) Nested Archimedean Copulas
math-fun Sinc, Zolotarev's, and Other Mathematical Utility Functions
rFFrankJoe Sampling Distribution F for Frank and Joe
acR Distribution of the Radial Part of an Archimedean Copula
matrix_tools Tools to Work with Matrices
radSymTest Test of Exchangeability for a Bivariate Copula
rnacopula Sampling Nested Archimedean Copulas
rnchild Sampling Child 'nacopula's
opower Outer Power Transformation of Archimedean Copulas
pairs2 Scatter-Plot Matrix ('pairs') for Copula Distributions with Nice Defaults
Stirling Eulerian and Stirling Numbers of First and Second Kind
acopula-class Class "acopula" of Archimedean Copula Families
uranium Uranium Exploration Dataset of Cook & Johnson (1986)
varianceReduction Variance-Reduction Methods
cloud2-methods Cloud Plot Methods ('cloud2') in Package 'copula'
polylog Polylogarithm \(\mathrm{Li_s(z)}\) and Debye Functions
absdPsiMC Absolute Value of Generator Derivatives via Monte Carlo
polynEval Evaluate Polynomials
coeffG Coefficients of Polynomial used for Gumbel Copula
emde Minimum Distance Estimators for (Nested) Archimedean Copulas
emle Maximum Likelihood Estimators for (Nested) Archimedean Copulas
fgmCopula Construction of a fgmCopula Class Object
An Nonparametric Rank-based Estimators of the Pickands Dependence Function
Bernoulli Compute Bernoulli Numbers
fhCopula-class Class "fhCopula" of Fr<U+00E9>chet-Hoeffding Bound Copulas
getAcop Get "acopula" Family Object by Name
getTheta Get the Parameter(s) of a Copula
beta.Blomqvist Sample and Population Version of Blomqvist's Beta for Archimedean Copulas
gofOtherTstat Various Goodness-of-fit Test Statistics
cCopula Conditional Distributions and Their Inverses from Copulas
copula-internal Internal Copula Functions
copula-package Multivariate Dependence Modeling with Copulas
gofTstat Goodness-of-fit Test Statistics
mixCopula-class Class "mixCopula" of Copula Mixtures
enacopula Estimation Procedures for (Nested) Archimedean Copulas
mixCopula Create Mixture of Copulas
estim.misc Various Estimators for (Nested) Archimedean Copulas
exchTest Test of Exchangeability for a Bivariate Copula
fgmCopula-class Class "fgmCopula"
fhCopula Construction of Fr<U+00E9>chet-Hoeffding Bound Copula Objects
mvdc-class Class "mvdc"
nacPairthetas Pairwise Thetas of Nested Archimedean Copulas
fitCopula-class Classes of Fitted Multivariate Models: Copula, Mvdc
plackettCopula Construction of a Plackett Copula
indepCopula Construction of Independence Copula Objects
indepTest Test Independence of Continuous Random Variables via Empirical Copula
khoudrajiCopula-class Class "khoudrajiCopula" and its Subclasses
plot-methods Methods for 'plot' in Package 'copula'
khoudrajiCopula Construction of copulas using Khoudraji's device
nacFrail.time Timing for Sampling Frailties of Nested Archimedean Copulas
printNacopula Print Compact Overview of a Nested Archimedean Copula ("nacopula")
prob Computing Probabilities of Hypercubes
nacopula-class Class "nacopula" of Nested Archimedean Copulas
empCopula-class Class "empCopula" of Empirical Copulas
setTheta Specify the Parameter(s) of a Copula
persp-methods Methods for Function `persp' in Package `copula'
empCopula The Empirical Copula
evCopula-class Classes Representing Extreme-Value Copulas
plackettCopula-class Class "plackettCopula" of Plackett Copulas
show-methods Methods for 'show()' in Package 'copula'
evCopula Construction of Extreme-Value Copula Objects
fitCopula Fitting Copulas to Data -- Copula Parameter Estimation
fitLambda Non-parametric Estimators of the Matrix of Tail-Dependence Coefficients
qqplot2 Q-Q Plot with Rugs and Pointwise Asymptotic Confidence Intervals
gofCopula Goodness-of-fit Tests for Copulas
splom2-methods Methods for Scatter Plot Matrix 'splom2' in Package 'copula'
tauAMH Ali-Mikhail-Haq ("AMH")'s and Joe's Kendall's Tau
rF01FrankJoe Sample Univariate Distributions Involved in Nested Frank and Joe Copulas
gofEVCopula Goodness-of-fit Tests for Bivariate Extreme-Value Copulas
rlog Sampling Logarithmic Distributions
rnacModel Random nacopula Model
wireframe2-methods Perspective Plots - 'wireframe2' in Package 'copula'
SMI.12 SMI Data -- 141 Days in Winter 2011/2012
Sibuya Sibuya Distribution - Sampling and Probabilities
xvCopula Model (copula) selection based on k-fold cross-validation
interval Construct Simple "interval" Object
log1mexp Compute f(a) = \(\mathrm{log}\)(1 +/- \(\mathrm{exp}\)(-a)) Numerically Optimally
moCopula-class Class "moCopula" of Marshall-Olkin Copulas
moCopula The Marshall-Olkin Copula
pnacopula Evaluation of (Nested) Archimedean Copulas
pobs Pseudo-Observations
corKendall (Fast) Computation of Pairwise Kendall's Taus
dDiag Density of the Diagonal of (Nested) Archimedean Copulas
safeUroot One-dimensional Root (Zero) Finding - Extra "Safety" for Convenience
serialIndepTest Serial Independence Test for Continuous Time Series Via Empirical Copula
ellipCopula-class Class "ellipCopula" of Elliptical Copulas
ellipCopula Construction of Elliptical Copula Class Objects
gasoil Daily Crude Oil and Natural Gas Prices from 2003 to 2006
generator Generator Functions for Archimedean and Extreme-Value Copulas
initOpt Initial Interval or Value for Parameter Estimation of Archimedean Copulas
interval-class Class "interval" of Simple Intervals
multIndepTest Independence Test Among Continuous Random Vectors Based on the Empirical Copula Process
multSerialIndepTest Serial Independence Test for Multivariate Time Series via Empirical Copula
.pairsCond Pairs Plot of a cu.u Object (Internal Use)
pairsRosenblatt Plots for Graphical GOF Test via Pairwise Rosenblatt Transforms
rdj Daily Returns of Three Stocks in the Dow Jones
retstable Sampling Exponentially Tilted Stable Distributions
rotCopula Construction and Class of Rotated aka Reflected Copulas
rstable1 Random numbers from (Skew) Stable Distributions
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