{ "_id": "6a0f5c24acfb0bcc41c591e1", "Package": "copula", "Version": "1.1-7", "VersionNote": "Last CRAN: 1.1-6 on 2025-03-05, 1.1-5 on 2025-02-09, 1.1-4\non 2024-08-12", "Date": "2026-02-19", "Title": "Multivariate Dependence with Copulas", "Authors@R": "c(person(\"Marius\", \"Hofert\", role = \"aut\", email = \"marius.hofert@uwaterloo.ca\", comment = c(ORCID = \"0000-0001-8009-4665\"))\n, person(\"Ivan\", \"Kojadinovic\", role = \"aut\", email = \"ivan.kojadinovic@univ-pau.fr\", comment = c(ORCID = \"0000-0002-2903-1543\"))\n, person(\"Martin\",\"Maechler\", role=c(\"aut\",\"cre\"), email=\"maechler@stat.math.ethz.ch\", comment = c(ORCID = \"0000-0002-8685-9910\"))\n, person(\"Jun\", \"Yan\", role = \"aut\", email = \"jun.yan@uconn.edu\", comment = c(ORCID = \"0000-0003-4401-7296\"))\n, person(c(\"Johanna\", \"G.\"), \"Nešlehová\", role = \"ctb\", comment = c(\"evTestK()\", ORCID = \"0000-0001-9634-4796\"))\n, person(\"Rebecca\", \"Morger\", role = \"ctb\", comment = \"fitCopula.ml(): code for free mixCopula weight parameters\")\n)", "SuggestsNote": "packages {animation, ..., zoo} (last lines above) are\nonly used in vignettes, demos and a few tests.", "VignetteBuilder": "knitr", "SystemRequirements": "pdfcrop (part of TexLive) is required to rebuild\nthe vignettes.", "Description": "Classes (S4) of commonly used elliptical, Archimedean,\nextreme-value and other copula families, as well as their\nrotations, mixtures and asymmetrizations. Nested Archimedean\ncopulas, related tools and special functions. Methods for\ndensity, distribution, random number generation, bivariate\ndependence measures, Rosenblatt transform, Kendall distribution\nfunction, perspective and contour plots. Fitting of copula\nmodels with potentially partly fixed parameters, including\nstandard errors. Serial independence tests, copula\nspecification tests (independence, exchangeability, radial\nsymmetry, extreme-value dependence, goodness-of-fit) and model\nselection based on cross-validation. Empirical copula, smoothed\nversions, and non-parametric estimators of the Pickands\ndependence function.", "License": "GPL (>= 3) | file LICENCE", "Collate": "AllClass.R Classes.R AllGeneric.R Auxiliaries.R aux-acopula.R\nasymCopula.R mixCopula.R rotCopula.R Copula.R special-func.R\namhCopula.R claytonCopula.R frankCopula.R cop_objects.R\nnacopula.R dC-dc.R amhExpr.R An.R archmCopula.R cCopula.R\nclaytonExpr.R ellipCopula.R empCopula.R empPsi.R acR.R\nestimation.R evCopula.R evTests.R exchTests.R fgmCopula.R\nfitCopula.R fitLambda.R fitMvdc.R fixedPar.R frankExpr.R\ngalambosCopula.R galambosExpr-math.R galambosExpr.R\nggraph-tools.R pairsRosenblatt.R prob.R gofTrafos.R\ngofEVTests.R gofCopula.R graphics.R gumbelCopula.R gumbelExpr.R\nhuslerReissCopula.R huslerReissExpr.R indepCopula.R fhCopula.R\nlowfhCopula.R upfhCopula.R indepTests.R joeCopula.R K.R\nlogseries.R mvdc.R margCopula.R matrix_tools.R normalCopula.R\nobs.R opower.R plackettCopula.R plackettExpr.R moCopula.R\nrstable1.R safeUroot.R schlatherCopula.R stable.R timing.R\ntCopula.R tawnCopula.R tawnExpr.R tevCopula.R\nvarianceReduction.R wrapper.R xvCopula.R zzz.R", "Encoding": "UTF-8", "URL": "https://copula.r-forge.r-project.org/,\nhttps://r-forge.r-project.org/projects/copula/,\nhttps://CRAN.r-project.org/package=copula", "BugReports": "https://r-forge.r-project.org/tracker/?func=add&group_id=2140&atid=5417", "Config/pak/sysreqs": "libgsl0-dev", "Repository": "https://r-forge.r-universe.dev", "Date/Publication": "2026-02-22 14:16:03 UTC", "RemoteUrl": "https://github.com/r-forge/copula", "RemoteRef": "HEAD", "RemoteSha": "4260c0e88c25f924a3cda0fe9d4b7fa7df446d6a", "RemoteSubdir": "pkg/copula", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-05-21 17:03:51 UTC", "User": "root" }, "Author": "Marius Hofert [aut] (ORCID: ),\nIvan Kojadinovic [aut] (ORCID: ),\nMartin Maechler [aut, cre] (ORCID:\n),\nJun Yan [aut] (ORCID: ),\nJohanna G. 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"pairsCond", "title": "Pairs Plot of a cu.u Object (Internal Use)", "topics": [ ".pairsCond" ] }, { "page": "absdpsiMC", "title": "Absolute Value of Generator Derivatives via Monte Carlo", "topics": [ "absdPsiMC", "psiDabsMC" ] }, { "page": "acopula-class", "title": "Class \"acopula\" of Archimedean Copula Families", "topics": [ "acopula", "acopula-class", "initialize,acopula-method", "show,acopula-method" ] }, { "page": "acR", "title": "Distribution of the Radial Part of an Archimedean Copula", "topics": [ "pacR", "qacR" ] }, { "page": "allComp", "title": "All Components of a (Inner or Outer) Nested Archimedean Copula", "topics": [ "allComp" ] }, { "page": "An", "title": "Nonparametric Rank-based Estimators of the Pickands Dependence Function", "topics": [ "An", "An.biv", "Anfun" ] }, { "page": "archmCopula", "title": "Construction of Archimedean Copula Class Object", "topics": [ "amhCopula", "archmCopula", "claytonCopula", "frankCopula", "gumbelCopula", "joeCopula" ] }, { "page": "archmCopula-class", "title": "Class \"archmCopula\"", "topics": [ "amhCopula-class", "archmCopula-class", "claytonCopula-class", "frankCopula-class", "gumbelCopula-class", "joeCopula-class" ] }, { "page": "assocMeasures", "title": "Dependence Measures for Bivariate Copulas", "topics": [ "calibKendallsTau", "calibSpearmansRho", "iRho", "iRho,ANY-method", "iRho,archmCopula-method", "iRho,claytonCopula-method", "iRho,copula-method", "iRho,ellipCopula-method", "iRho,fgmCopula-method", "iRho,frankCopula-method", "iRho,galambosCopula-method", "iRho,gumbelCopula-method", "iRho,huslerReissCopula-method", "iRho,nacopula-method", "iRho,normalCopula-method", "iRho,plackettCopula-method", "iRho,rotCopula-method", "iRho,tawnCopula-method", "iRho,tCopula-method", "iRho,tevCopula-method", "iRho-methods", "iTau", "iTau,acopula-method", "iTau,amhCopula-method", "iTau,ANY-method", "iTau,archmCopula-method", "iTau,claytonCopula-method", "iTau,copula-method", "iTau,ellipCopula-method", "iTau,fgmCopula-method", "iTau,frankCopula-method", "iTau,galambosCopula-method", "iTau,gumbelCopula-method", "iTau,huslerReissCopula-method", "iTau,joeCopula-method", "iTau,nacopula-method", "iTau,normalCopula-method", "iTau,plackettCopula-method", "iTau,rotCopula-method", "iTau,tawnCopula-method", "iTau,tCopula-method", "iTau,tevCopula-method", "iTau-methods", "kendallsTau", "lambda", "lambda,acopula-method", "lambda,amhCopula-method", "lambda,ANY-method", "lambda,claytonCopula-method", "lambda,copula-method", "lambda,evCopula-method", "lambda,frankCopula-method", "lambda,gumbelCopula-method", "lambda,indepCopula-method", "lambda,joeCopula-method", "lambda,lowfhCopula-method", "lambda,moCopula-method", "lambda,nacopula-method", "lambda,normalCopula-method", "lambda,plackettCopula-method", "lambda,rotCopula-method", "lambda,tCopula-method", "lambda,upfhCopula-method", "lambda-methods", "rho", "rho,acopula-method", "rho,amhCopula-method", "rho,ANY-method", "rho,claytonCopula-method", "rho,copula-method", "rho,evCopula-method", "rho,fgmCopula-method", "rho,frankCopula-method", "rho,galambosCopula-method", "rho,gumbelCopula-method", "rho,huslerReissCopula-method", "rho,indepCopula-method", "rho,lowfhCopula-method", "rho,moCopula-method", "rho,nacopula-method", "rho,normalCopula-method", "rho,plackettCopula-method", "rho,rotCopula-method", "rho,tawnCopula-method", "rho,tCopula-method", "rho,tevCopula-method", "rho,upfhCopula-method", "rho-methods", "spearmansRho", "tailIndex", "tau", "tau,acopula-method", "tau,amhCopula-method", "tau,ANY-method", "tau,archmCopula-method", "tau,claytonCopula-method", "tau,copula-method", "tau,evCopula-method", "tau,fgmCopula-method", "tau,frankCopula-method", "tau,galambosCopula-method", "tau,gumbelCopula-method", "tau,huslerReissCopula-method", "tau,indepCopula-method", "tau,joeCopula-method", "tau,lowfhCopula-method", "tau,moCopula-method", "tau,nacopula-method", "tau,normalCopula-method", "tau,plackettCopula-method", "tau,rotCopula-method", "tau,tawnCopula-method", "tau,tCopula-method", "tau,tevCopula-method", "tau,upfhCopula-method", "tau-methods" ] }, { "page": "Bernoulli", "title": "Compute Bernoulli Numbers", "topics": [ "Bernoulli", "Bernoulli.all" ] }, { "page": "beta.Blomqvist", "title": "Sample and Population Version of Blomqvist's Beta for Archimedean Copulas", "topics": [ "beta.", "beta.hat", "betan" ] }, { "page": "cCopula", "title": "Conditional Distributions and Their Inverses from Copulas", "topics": [ "cacopula", "cCopula", "rtrafo" ] }, { "page": "cloud2-methods", "title": "Cloud Plot Methods ('cloud2') in Package 'copula'", "topics": [ "cloud2", "cloud2,Copula-method", "cloud2,data.frame-method", "cloud2,matrix-method", "cloud2,mvdc-method", "cloud2-methods" ] }, { "page": "coeffG", "title": "Coefficients of Polynomial used for Gumbel Copula", "topics": [ "coeffG" ] }, { "page": "contour-methods", "title": "Methods for Contour Plots in Package 'copula'", "topics": [ "contour,Copula-method", "contour,indepCopula-method", "contour,mvdc-method", "contour-methods" ] }, { "page": "contourplot2-methods", "title": "Contour Plot Methods 'contourplot2' in Package 'copula'", "topics": [ "contourplot2", "contourplot2,Copula-method", "contourplot2,data.frame-method", "contourplot2,matrix-method", "contourplot2,mvdc-method", "contourplot2-methods" ] }, { "page": "copFamilies", "title": "Specific Archimedean Copula Families (\"acopula\" Objects)", "concept": [ "Copula Family" ], "topics": [ "acopula-families", "copAMH", "copClayton", "copFrank", "copGumbel", "copJoe" ] }, { "page": "Copula", "title": "Density, Evaluation, and Random Number Generation for Copula Functions", "topics": [ "Copula", "dCopula", "dcopula", "dCopula,matrix,amhCopula-method", "dCopula,matrix,claytonCopula-method", "dCopula,matrix,empCopula-method", "dCopula,matrix,fgmCopula-method", "dCopula,matrix,fhCopula-method", "dCopula,matrix,frankCopula-method", "dCopula,matrix,galambosCopula-method", "dCopula,matrix,gumbelCopula-method", "dCopula,matrix,huslerReissCopula-method", "dCopula,matrix,indepCopula-method", "dCopula,matrix,joeCopula-method", "dCopula,matrix,khoudrajiBivCopula-method", "dCopula,matrix,khoudrajiExplicitCopula-method", "dCopula,matrix,mixCopula-method", "dCopula,matrix,moCopula-method", "dCopula,matrix,normalCopula-method", "dCopula,matrix,plackettCopula-method", "dCopula,matrix,rotCopula-method", "dCopula,matrix,rotExplicitCopula-method", "dCopula,matrix,tawnCopula-method", "dCopula,matrix,tCopula-method", "dCopula,matrix,tevCopula-method", "pCopula", "pcopula", "pCopula,matrix,amhCopula-method", "pCopula,matrix,claytonCopula-method", "pCopula,matrix,empCopula-method", "pCopula,matrix,fgmCopula-method", "pCopula,matrix,frankCopula-method", "pCopula,matrix,galambosCopula-method", "pCopula,matrix,gumbelCopula-method", "pCopula,matrix,huslerReissCopula-method", "pCopula,matrix,indepCopula-method", "pCopula,matrix,joeCopula-method", "pCopula,matrix,khoudrajiCopula-method", "pCopula,matrix,lowfhCopula-method", "pCopula,matrix,mixCopula-method", "pCopula,matrix,moCopula-method", "pCopula,matrix,plackettCopula-method", "pCopula,matrix,rotCopula-method", "pCopula,matrix,rotExplicitCopula-method", "pCopula,matrix,tawnCopula-method", "pCopula,matrix,tevCopula-method", "pCopula,matrix,upfhCopula-method", "rCopula", "rcopula", "rCopula,numeric,amhCopula-method", "rCopula,numeric,claytonCopula-method", "rCopula,numeric,empCopula-method", "rCopula,numeric,evCopula-method", "rCopula,numeric,fgmCopula-method", "rCopula,numeric,frankCopula-method", "rCopula,numeric,galambosCopula-method", "rCopula,numeric,gumbelCopula-method", "rCopula,numeric,huslerReissCopula-method", "rCopula,numeric,indepCopula-method", "rCopula,numeric,joeCopula-method", "rCopula,numeric,khoudrajiCopula-method", "rCopula,numeric,lowfhCopula-method", "rCopula,numeric,mixCopula-method", "rCopula,numeric,moCopula-method", "rCopula,numeric,nacopula-method", "rCopula,numeric,normalCopula-method", "rCopula,numeric,plackettCopula-method", "rCopula,numeric,rotCopula-method", "rCopula,numeric,tCopula-method", "rCopula,numeric,upfhCopula-method" ] }, { "page": "copula-class", "title": "Mother Classes \"Copula\", etc of all Copulas in the Package", "topics": [ "Copula-class", "copula-class", "dim,copula-method", "dim,dimCopula-method", "dim,Xcopula-method", "dimCopula-class", "parCopula-class", "Xcopula-class", "xcopula-class" ] }, { "page": "corKendall", "title": "(Fast) Computation of Pairwise Kendall's Taus", "topics": [ "corKendall" ] }, { "page": "dDiag", "title": "Density of the Diagonal of (Nested) Archimedean Copulas", "topics": [ "dDiag" ] }, { "page": "describeCop", "title": "Copula (Short) Description as String", "topics": [ "describeCop", "describeCop,archmCopula,character-method", "describeCop,copula,character-method", "describeCop,Copula,missing-method", "describeCop,ellipCopula,character-method", "describeCop,empCopula,character-method", "describeCop,fgmCopula,character-method", "describeCop,fhCopula,character-method", "describeCop,indepCopula,character-method", "describeCop,khoudrajiCopula,character-method", "describeCop,mixCopula,character-method", "describeCop,moCopula,character-method", "describeCop,rotCopula,character-method", "describeCop,Xcopula,ANY-method", "describeCop-methods" ] }, { "page": "dnacopula", "title": "Density Evaluation for (Nested) Archimedean Copulas", "topics": [ "dCopula,matrix,nacopula-method", "dCopula,numeric,nacopula-method", "dnacopula" ] }, { "page": "ellipCopula", "title": "Construction of Elliptical Copula Class Objects", "topics": [ "dispstrToep", "ellipCopula", "normalCopula", "pCopula,matrix,normalCopula-method", "pCopula,matrix,tCopula-method", "tCopula" ] }, { "page": "ellipCopula-class", "title": "Class \"ellipCopula\" of Elliptical Copulas", "topics": [ "ellipCopula-class", "normalCopula-class", "tCopula-class" ] }, { "page": "emde", "title": "Minimum Distance Estimators for (Nested) Archimedean Copulas", "topics": [ "emde" ] }, { "page": "emle", "title": "Maximum Likelihood Estimators for (Nested) Archimedean Copulas", "topics": [ ".emle", "emle" ] }, { "page": "empCopula", "title": "The Empirical Copula", "topics": [ "C.n", "Cn", "dCn", "empCopula", "F.n", "toEmpMargins" ] }, { "page": "empCopula-class", "title": "Class \"empCopula\" of Empirical Copulas", "topics": [ "dim,empCopula-method", "empCopula-class" ] }, { "page": "enacopula", "title": "Estimation Procedures for (Nested) Archimedean Copulas", "topics": [ "enacopula" ] }, { "page": "estim-misc", "title": "Various Estimators for (Nested) Archimedean Copulas", "topics": [ "ebeta", "edmle", "etau" ] }, { "page": "evCopula", "title": "Construction of Extreme-Value Copula Objects", "topics": [ "evCopula", "galambosCopula", "huslerReissCopula", "tawnCopula", "tevCopula" ] }, { "page": "evCopula-class", "title": "Classes Representing Extreme-Value Copulas", "topics": [ "evCopula-class", "galambosCopula-class", "huslerReissCopula-class", "tawnCopula-class", "tevCopula-class" ] }, { "page": "evTestA", "title": "Bivariate Test of Extreme-Value Dependence Based on Pickands' Dependence Function", "topics": [ "evTestA" ] }, { "page": "evTestC", "title": "Large-sample Test of Multivariate Extreme-Value Dependence", "topics": [ "evTestC" ] }, { "page": "evTestK", "title": "Bivariate Test of Extreme-Value Dependence Based on Kendall's Distribution", "topics": [ "evTestK" ] }, { "page": "exchEVTest", "title": "Test of Exchangeability for Certain Bivariate Copulas", "topics": [ "exchEVTest" ] }, { "page": "exchTest", "title": "Test of Exchangeability for a Bivariate Copula", "topics": [ "exchTest" ] }, { "page": "fgmCopula", "title": "Construction of a fgmCopula Class Object", "topics": [ "fgmCopula" ] }, { "page": "fgmCopula-class", "title": "Class \"fgmCopula\" - Multivariate Multiparameter Farlie-Gumbel-Morgenstern Copulas", "topics": [ "fgmCopula-class" ] }, { "page": "fhCopula", "title": "Construction of Fréchet-Hoeffding Bound Copula Objects", "topics": [ "fhCopula", "lowfhCopula", "upfhCopula" ] }, { "page": "fhCopula-class", "title": "Class \"fhCopula\" of Fréchet-Hoeffding Bound Copulas", "topics": [ "fhCopula-class", "lowfhCopula-class", "upfhCopula-class" ] }, { "page": "fitCopula", "title": "Fitting Copulas to Data - Copula Parameter Estimation", "topics": [ "fitCopula", "fitCopula,copula-method", "fitCopula,parCopula-method", "fitCopula,rotCopula-method", "fitCopula-methods", "loglikCopula", "loglikCopulaMany", "optimMeth" ] }, { "page": "fitCopula-class", "title": "Classes of Fitted Multivariate Models: Copula, Mvdc", "topics": [ "fitCopula-class", "fitMvdc-class", "fittedMV-class", "summary,fitCopula-method", "summary,fitMvdc-method", "summaryFitCopula-class", "summaryFitMvdc-class" ] }, { "page": "fitLambda", "title": "Non-parametric Estimators of the Matrix of Tail-Dependence Coefficients", "topics": [ "fitLambda" ] }, { "page": "fitMvdc", "title": "Estimation of Multivariate Models Defined via Copulas", "topics": [ "coef.fittedMV", "fitMvdc", "logLik.fittedMV", "loglikMvdc", "vcov.fittedMV" ] }, { "page": "fixedPar", "title": "Fix a Subset of a Copula Parameter Vector", "topics": [ "fixedParam<-", "fixedParam<-,copula,logical-method", "fixedParam<-,khoudrajiCopula,logical-method", "fixedParam<-,mixCopula,logical-method", "fixedParam<-,rotCopula,logical-method", "fixParam", "isFree", "isFree,copula-method", "isFree,khoudrajiCopula-method", "isFree,mixCopula-method", "isFree,parCopula-method", "isFree,rotCopula-method", "isFreeP", "nParam", "nParam,copula-method", "nParam,khoudrajiCopula-method", "nParam,mixCopula-method", "nParam,parCopula-method", "nParam,rotCopula-method" ] }, { "page": "gasoil", "title": "Daily Crude Oil and Natural Gas Prices from 2003 to 2006", "topics": [ "gasoil" ] }, { "page": "generator-methods", "title": "Generator Functions for Archimedean and Extreme-Value Copulas", "topics": [ "A", "A,galambosCopula-method", "A,gumbelCopula-method", "A,huslerReissCopula-method", "A,indepCopula-method", "A,khoudrajiCopula-method", "A,tawnCopula-method", "A,tevCopula-method", "A-methods", "Afun", "AfunDer", "dAdu", "dAdu,galambosCopula-method", "dAdu,gumbelCopula-method", "dAdu,huslerReissCopula-method", "dAdu,tawnCopula-method", "dAdu,tevCopula-method", "dAdu-methods", "diPsi", "diPsi,amhCopula-method", "diPsi,claytonCopula-method", "diPsi,frankCopula-method", "diPsi,gumbelCopula-method", "diPsi,joeCopula-method", "diPsi-methods", "genFun", "genFunDer1", "genFunDer2", "genInv", "iPsi", "iPsi,amhCopula-method", "iPsi,claytonCopula-method", "iPsi,frankCopula-method", "iPsi,gumbelCopula-method", "iPsi,joeCopula-method", "iPsi-methods", "psi", "psi,amhCopula-method", "psi,claytonCopula-method", "psi,frankCopula-method", "psi,gumbelCopula-method", "psi,joeCopula-method", "psi-methods" ] }, { "page": "getAcop", "title": "Get \"acopula\" Family Object by Name", "topics": [ ".ac.classNames", ".ac.longNames", ".ac.objNames", ".ac.shortNames", "getAcop", "getAname" ] }, { "page": "getIniParam", "title": "Get Initial Parameter Estimate for Copula", "topics": [ "getIniParam", "getIniParam,mixCopula-method", "getIniParam,parCopula-method" ] }, { "page": "getTheta", "title": "Get the Parameter(s) of a Copula", "topics": [ "getTheta", "getTheta,acopula-method", "getTheta,copula-method", "getTheta,khoudrajiCopula-method", "getTheta,mixCopula-method", "getTheta,parCopula-method", "getTheta,rotCopula-method", "getTheta,Xcopula-method", "getTheta-methods" ] }, { "page": "ggraph-tools", "title": "Computations for Graphical GOF Test via Pairwise Rosenblatt Transforms", "topics": [ "gpviTest", "pairwiseCcop", "pairwiseIndepTest", "pviTest" ] }, { "page": "gnacopula", "title": "Goodness-of-fit Testing for (Nested) Archimedean Copulas", "topics": [ "gnacopula" ] }, { "page": "gofCopula", "title": "Goodness-of-fit Tests for Copulas", "topics": [ "gofCopula", "gofCopula,copula-method", "gofCopula,parCopula-method", "gofCopula,rotCopula-method", "gofCopula-methods", "gofMB", "gofPB" ] }, { "page": "gofEVCopula", "title": "Goodness-of-fit Tests for Bivariate Extreme-Value Copulas", "topics": [ "gofEVCopula" ] }, { "page": "gofMMDtest", "title": "Goodness-of-fit Two-Sample Test", "topics": [ "gofMMDtest" ] }, { "page": "gofOtherTstat", "title": "Various Goodness-of-fit Test Statistics", "topics": [ "gofBTstat" ] }, { "page": "gofTstat", "title": "Goodness-of-fit Test Statistics", "topics": [ "gofT2stat", "gofTstat" ] }, { "page": "htrafo", "title": "GOF Testing Transformation of Hering and Hofert", "topics": [ "htrafo" ] }, { "page": "indepCopula", "title": "Construction of Independence Copula Objects", "topics": [ "indepCopula" ] }, { "page": "indepCopula-class", "title": "Class \"indepCopula\"", "topics": [ "indepCopula-class" ] }, { "page": "indepTest", "title": "Test Independence of Continuous Random Variables via Empirical Copula", "topics": [ "dependogram", "indepTest", "indepTestSim" ] }, { "page": "initOpt", "title": "Initial Interval or Value for Parameter Estimation of Archimedean Copulas", "topics": [ "initOpt" ] }, { "page": "interval", "title": "Construct Simple \"interval\" Object", "topics": [ "interval" ] }, { "page": "interval-class", "title": "Class \"interval\" of Simple Intervals", "topics": [ "%in%,numeric,interval-method", "format,interval-method", "interval-class", "maybeInterval-class", "show,interval-method", "Summary,interval-method" ] }, { "page": "K", "title": "Kendall Distribution Function for Archimedean Copulas", "topics": [ "dK", "K", "Kn", "pK", "qK", "rK" ] }, { "page": "asymCopula", "title": "Construction of copulas using Khoudraji's device", "topics": [ "asymCopula", "asymExplicitCopula", "khoudrajiCopula" ] }, { "page": "asymCopula-class", "title": "Class '\"khoudrajiCopula\"' and its Subclasses", "topics": [ "asym2Copula-class", "asymCopula-class", "dim,khoudrajiCopula-method", "khoudrajiBivCopula-class", "khoudrajiCopula-class", "khoudrajiExplicitCopula-class" ] }, { "page": "log1mexp", "title": "Compute f(a) = log(1 +/- exp(-a)) Numerically Optimally", "topics": [ "log1mexp", "log1pexp" ] }, { "page": "loss", "title": "LOSS and ALAE Insurance Data", "topics": [ "loss" ] }, { "page": "margCopula", "title": "Marginal copula of a Copula With Specified Margins", "topics": [ "margCopula", "margCopula,archmCopula,logical-method", "margCopula,normalCopula,logical-method", "margCopula,tCopula,logical-method" ] }, { "page": "math-fun", "title": "Sinc, Zolotarev's, and Other Mathematical Utility Functions", "topics": [ "A..Z", "sinc" ] }, { "page": "matrix_tools", "title": "Tools to Work with Matrices", "topics": [ "extremePairs", "getSigma", "P2p", "p2P" ] }, { "page": "mixCopula", "title": "Create Mixture of Copulas", "topics": [ "mixCopula" ] }, { "page": "mixCopula-class", "title": "Class '\"mixCopula\"' of Copula Mixtures", "topics": [ "dim,mixCopula-method", "lambda,mixCopula-method", "mixCopula-class", "rho,mixCopula-method" ] }, { "page": "moCopula", "title": "The Marshall-Olkin Copula", "topics": [ "moCopula" ] }, { "page": "moCopula-class", "title": "Class \"moCopula\" of Marshall-Olkin Copulas", "topics": [ "moCopula-class" ] }, { "page": "multIndepTest", "title": "Independence Test Among Continuous Random Vectors Based on the Empirical Copula Process", "topics": [ "multIndepTest" ] }, { "page": "multSerialIndepTest", "title": "Serial Independence Test for Multivariate Time Series via Empirical Copula", "topics": [ "multSerialIndepTest" ] }, { "page": "Mvdc", "title": "Multivariate Distributions Constructed from Copulas", "topics": [ "dMvdc", "dmvdc", "Mvdc", "mvdc", "pMvdc", "pmvdc", "rMvdc", "rmvdc" ] }, { "page": "mvdc-class", "title": "Class \"mvdc\": Multivariate Distributions from Copulas", "topics": [ "dim,mvdc-method", "mvdc-class", "show,mvdc-method" ] }, { "page": "nacTiming", "title": "Timing for Sampling Frailties of Nested Archimedean Copulas", "topics": [ "nacFrail.time" ] }, { "page": "nacopula-class", "title": "Class \"nacopula\" of Nested Archimedean Copulas", "topics": [ "dim,nacopula-method", "nacopula-class", "outer_nacopula-class" ] }, { "page": "nacPairthetas", "title": "Pairwise Thetas of Nested Archimedean Copulas", "topics": [ "nacPairthetas" ] }, { "page": "nesdepth", "title": "Nesting Depth of a Nested Archimedean Copula (\"nacopula\")", "topics": [ "nesdepth" ] }, { "page": "onacopula", "title": "Constructing (Outer) Nested Archimedean Copulas", "topics": [ "nac2list", "nacopula", "onacopula", "onacopulaL" ] }, { "page": "opower", "title": "Outer Power Transformation of Archimedean Copulas", "topics": [ "opower" ] }, { "page": "pairs2", "title": "Scatter-Plot Matrix ('pairs') for Copula Distributions with Nice Defaults", "topics": [ "pairs2" ] }, { "page": "pairsRosenblatt", "title": "Plots for Graphical GOF Test via Pairwise Rosenblatt Transforms", "topics": [ "pairsColList", "pairsRosenblatt" ] }, { "page": "persp-methods", "title": "Methods for Function `persp' in Package `copula'", "topics": [ "persp,Copula-method", "persp,mvdc-method", "persp-methods" ] }, { "page": "plackettCopula", "title": "Construction of a Plackett Copula", "topics": [ "plackettCopula" ] }, { "page": "plackettCopula-class", "title": "Class \"plackettCopula\" of Plackett Copulas", "topics": [ "plackettCopula-class" ] }, { "page": "plot-methods", "title": "Methods for 'plot' in Package 'copula'", "topics": [ "plot,Copula,ANY-method", "plot,mvdc,ANY-method", "plot-methods" ] }, { "page": "pnacopula", "title": "Evaluation of (Nested) Archimedean Copulas", "topics": [ "pCopula,matrix,nacopula-method", "pCopula,numeric,nacopula-method", "pnacopula" ] }, { "page": "pobs", "title": "Pseudo-Observations", "topics": [ "pobs" ] }, { "page": "polylog", "title": "Polylogarithm Li_s(z) and Debye Functions", "concept": [ "Polylogarithm", "Dilogarithm", "dilog" ], 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Stable Distributions", "topics": [ "rstable", "rstable1" ] }, { "page": "safeUroot", "title": "One-dimensional Root (Zero) Finding - Extra \"Safety\" for Convenience", "topics": [ "safeUroot" ] }, { "page": "serialIndepTest", "title": "Serial Independence Test for Continuous Time Series Via Empirical Copula", "topics": [ "serialIndepTest", "serialIndepTestSim" ] }, { "page": "setTheta", "title": "Specify the Parameter(s) of a Copula", "topics": [ "setTheta", "setTheta,acopula,ANY-method", "setTheta,copula,ANY-method", "setTheta,ellipCopula,ANY-method", "setTheta,khoudrajiCopula,ANY-method", "setTheta,mixCopula,ANY-method", "setTheta,outer_nacopula,numeric-method", "setTheta,Xcopula,ANY-method" ] }, { "page": "show-methods", "title": "Methods for 'show()' in Package 'copula'", "topics": [ "show,fitCopula-method", "show,fitMvdc-method", "show,normalCopula-method", "show,parCopula-method", "show,tCopula-method", "show-methods" ] }, { "page": "Sibuya", "title": "Sibuya Distribution - 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