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lcopula (version 1.0.7)
Liouville Copulas
Description
Collections of functions allowing random number generations and estimation of 'Liouville' copulas, as described in Belzile and Neslehova (2017)
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1.0.7
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Install
install.packages('lcopula')
Monthly Downloads
1,746
Version
1.0.7
License
GPL-3
Maintainer
Leo Belzile
Last Published
December 5th, 2023
Functions in lcopula (1.0.7)
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pliouv.opt
Internal code for the copula likelihood function of Liouville copulas
negdirspecdens
Spectral density of scaled negative Dirichlet extreme value distribution
rarchi
Archimedean copula sampler
nutrient
Women daily nutrient intake
liouv.maxim
Maximization of Liouville copula likelihood function
.pickands.fun.uni
Pickands dependence function for the copula domain of attraction of Liouville copulas
liouv.iTau
Moment estimate for theta derived from Kendall's tau formula
isliouv_m
Multiple marginal inverse survival function of Liouville vectors
Liouville_marginal
Liouville vectors marginal functions
sliouv_m
Multiple marginal survival function for Liouville vectors
theta.bci
Parametric bootstrap confidence interval for the parameter
theta
for Liouville copula
sliouv
Joint survival function of Liouville vectors
.pliouv.opt_old
Old code for the copula likelihood function for Liouville copulas
.ctspecdens
Spectral density of Coles and Tawn extreme value distribution
.liouv.Tau_s
Computes Kendall's \(\tau\) for Clayton or Gumbel Liouville copula
K.plot
Kendall plot
.liouv.iTau_s
Moment estimate for
theta
derived from Kendall's \(\tau\)
airquality
Daily air pollutant measures in Leeds
dirspecdens
Spectral density of scaled Dirichlet and negative Dirichlet extreme value distributions
Liouville
Liouville copulas
hmvevdliouv
Spectral density of the CDA of survival copula and copula of Liouville vectors
liouv.Tau
Computes Kendall's tau for Clayton or Gumbel Liouville copula
express_coef_gumb
Gumbel coefficient for Kendall's tau formula
lcopula-package
tools:::Rd_package_title("lcopula")
express_coef_clayton
Clayton coefficient for Kendall's tau formula
danube
Ranks of preprocessed monthly Danube river flow measurements
.marginCombo
Rcpp function to compute sum of rows and couple according to alphavec
H_inv
Inverse survival function if Monte-Carlo approximation is set to
TRUE
in
liouv.maxim
.pickands.dir.uni
Pickands dependence function for the copula domain of attraction of Liouville survival copulas
pickands.liouv
Pickands dependence function for the copula domain of attraction of Liouville survival copulas
pickands.plot
Plot Pickands dependence function for CDA of Liouville copulas