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lcopula (version 0.205)
Liouville Copulas
Description
Collections of functions allowing random number generations and estimation of Liouville copulas.
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Install
install.packages('lcopula')
Monthly Downloads
1,484
Version
0.205
License
GPL-3
Maintainer
Leo Belzile
Last Published
August 26th, 2015
Functions in lcopula (0.205)
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dliouvm
Marginal density function for Liouville copulas
sliouvm
Marginal survival function for Liouville copulas
theta.bci
Parametric bootstrap confidence interval for the parameter
theta
for Liouville copula
express_coef_clayton
Clayton coefficient for Kendall's tau formula
express_coef_gumb
Gumbel coefficient for Kendall's tau formula
isliouvm_m
Multiple marginal inverse survival function for Liouville copulas
airquality
Daily air pollutant measures in Leeds
danube
Ranks of preprocessed monthly Danube river flow measurements
pickands.plot
Plot Pickands dependence function for CDA of Liouville copulas
pliouv
Copula function for Liouville copulas
lcopula-package
Liouville copulas
H_inv
Inverse survival function if Monte-Carlo approximation is set to
TRUE
in
liouv.maxim
liouv.Tau
Computes Kendall's tau for Clayton or Gumbel Liouville copula
nutrient
Women daily nutrient intake
dliouv
Copula function for Liouville copulas
rarchi
Archimedean copula sampler
sliouv
Joint survival function for Liouville copulas
liouv.iTau
Moment estimate for theta derived from Kendall's tau formula
rliouv
Liouville copula sampler
sliouv_m
Multiple marginal survival function for Liouville copulas
isliouvm
Marginal inverse survival function for Liouville copulas
pickands.liouv
Pickands dependence function for the copula domain of attraction of Liouville survival copulas
hbvevdliouv
Bivariate spectral density of the CDA of survival copula and copula of Liouville vectors
liouv.maxim.mm
Maximize copula likelihood function for Liouville copulas via methods of moments
K.plot
Kendall plot
liouv.maxim
Maximize copula likelihood function for Liouville copulas
pliouvm
Marginal distribution function for Liouville copula
pliouv.opt
Internal code for the copula likelihood function for Liouville copulas