Package: copula 1.1-5
Martin Maechler
copula: Multivariate Dependence with Copulas
Classes (S4) of commonly used elliptical, Archimedean, extreme-value and other copula families, as well as their rotations, mixtures and asymmetrizations. Nested Archimedean copulas, related tools and special functions. Methods for density, distribution, random number generation, bivariate dependence measures, Rosenblatt transform, Kendall distribution function, perspective and contour plots. Fitting of copula models with potentially partly fixed parameters, including standard errors. Serial independence tests, copula specification tests (independence, exchangeability, radial symmetry, extreme-value dependence, goodness-of-fit) and model selection based on cross-validation. Empirical copula, smoothed versions, and non-parametric estimators of the Pickands dependence function.
Authors:
copula_1.1-5.tar.gz
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copula.pdf |copula.html✨
copula/json (API)
NEWS
| # Install 'copula' in R: |
| install.packages('copula', repos = c('https://r-forge.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://r-forge.r-project.org/projects/copula
Datasets:
- SMI.12 - SMI Data - 141 Days in Winter 2011/2012
- gasoil - Daily Crude Oil and Natural Gas Prices from 2003 to 2006
- lSMI - SMI Data - 141 Days in Winter 2011/2012
- loss - LOSS and ALAE Insurance Data
- rdj - Daily Returns of Three Stocks in the Dow Jones
- uranium - Uranium Exploration Dataset of Cook & Johnson
Last updated 20 days agofrom:0e796fb038. Checks:OK: 1 NOTE: 8. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Aug 19 2024 |
| R-4.5-win-x86_64 | NOTE | Aug 19 2024 |
| R-4.5-linux-x86_64 | NOTE | Aug 19 2024 |
| R-4.4-win-x86_64 | NOTE | Aug 19 2024 |
| R-4.4-mac-x86_64 | NOTE | Aug 19 2024 |
| R-4.4-mac-aarch64 | NOTE | Aug 19 2024 |
| R-4.3-win-x86_64 | NOTE | Aug 19 2024 |
| R-4.3-mac-x86_64 | NOTE | Aug 19 2024 |
| R-4.3-mac-aarch64 | NOTE | Aug 19 2024 |
Exports:.ac.classNames.ac.longNames.ac.objNames.ac.shortNames.pairsCond%in%AA..ZabsdPsiMCAfunAfunDerallCompamhCopulaAnAn.bivAnfunarchmCopulaasymCopulaasymExplicitCopulaBernoulliBernoulli.allbeta.beta.hatbetanC.ncacopulacalibKendallsTaucalibSpearmansRhocCopulaclaytonCopulacloud2CncoefcoeffGconfintcontourcontourplot2copAMHcopClaytoncopFrankcopGumbelcopJoecorKendalldAdudCndcopuladCopuladDiagdebye1debye2dependogramdescribeCopdiPsidispstrToepdKdmvdcdMvdcdnacopuladSibuyadsumSibuyaebetaedmleellipCopulaemdeemleempCopulaenacopulaetauEulerianEulerian.allevCopulaevTestAevTestCevTestKexchEVTestexchTestextremePairsF.nfgmCopulafhCopulafitCopulafitLambdafitMvdcfixedParam<-fixParamformatfrankCopulagalambosCopulagenFungenFunDer1genFunDer2genInvgetAcopgetAnamegetIniParamgetSigmagetThetagnacopulagofBTstatgofCopulagofEVCopulagofMBgofPBgofT2statgofTstatgpviTestgumbelCopulahtrafohuslerReissCopulaindepCopulaindepTestindepTestSiminitOptintervaliPsiiRhoisFreeisFreePiTaujoeCopulaKkendallsTaukhoudrajiCopulaKnlambdalog1mexplog1pexplogLikloglikCopulaloglikCopulaManyloglikMvdclowfhCopulamargCopulamixCopulamoCopulamultIndepTestmultSerialIndepTestmvdcnac2listnacFrail.timenacPairthetasnesdepthnormalCopulanParamonacopulaonacopulaLopoweroptimMethp2PP2ppacRpairs2pairsColListpairsRosenblattpairwiseCcoppairwiseIndepTestpcopulapCopulapersppKplackettCopulaplotpmvdcpMvdcpnacopulapobspolylogpolynEvalprintNacopulaprobprofilepsipSibuyapviTestqacRqKqqplot2radSymTestrAntitheticVariatesrcopularCopularetstableretstableRrF01FrankrF01JoerFFrankrFJoerhorKrLatinHypercuberlogrlogRrmvdcrMvdcrnacModelrnacopularnchildrotCopularSibuyarSibuyaRRSpobsrstable1rtrafosafeUrootserialIndepTestserialIndepTestSimsetThetashowsincspearmansRhosplom2Stirling1Stirling1.allStirling2Stirling2.allsummarytailIndextautauAMHtauJoetawnCopulatCopulatevCopulatoEmpMarginsupfhCopulawireframe2xvCopula
Dependencies:ADGofTestcolorspacegsllatticeMatrixmvtnormnumDerivpcaPPpsplinestabledist
Archimedean Liouville Copulas
Rendered fromAC_Liouville.Rmdusingknitr::rmarkdownon Aug 19 2024.Last update: 2022-11-17
Started: 2015-10-20
Beautiful Spearman's Rho for AMH Copula
Rendered fromrhoAMH-dilog.Rnwusingutils::Sweaveon Aug 19 2024.Last update: 2023-01-16
Started: 2014-06-16
Densities of Two-Level Nested Archimedean Copulas
Rendered fromdNAC.Rmdusingknitr::rmarkdownon Aug 19 2024.Last update: 2022-11-17
Started: 2015-10-20
Exploring Empirical Copulas
Rendered fromempiricial_copulas.Rmdusingknitr::rmarkdownon Aug 19 2024.Last update: 2022-11-17
Started: 2018-05-26
Generalized Inverse Gaussian Archimedean Copulas
Rendered fromGIG.Rmdusingknitr::rmarkdownon Aug 19 2024.Last update: 2020-05-19
Started: 2015-10-20
Hierarchical Archimax Copulas
Rendered fromHAXC.Rmdusingknitr::rmarkdownon Aug 19 2024.Last update: 2022-11-17
Started: 2017-12-19
Log-Likelihood Visualization for Archimedean Copulas
Rendered fromlogL_visualization.Rmdusingknitr::rmarkdownon Aug 19 2024.Last update: 2017-01-06
Started: 2015-10-20
MLE and Quantile Evaluation for a Clayton AR(1) Model with Student Marginals
Rendered fromAR_Clayton.Rmdusingknitr::rmarkdownon Aug 19 2024.Last update: 2017-01-06
Started: 2015-10-20
Nested Archimedean Copulas Meet R
Rendered fromnacopula-pkg.Rnwusingutils::Sweaveon Aug 19 2024.Last update: 2023-11-07
Started: 2012-12-13
Nested Archimedean Lévy Copulas
Rendered fromNALC.Rmdusingknitr::rmarkdownon Aug 19 2024.Last update: 2017-01-06
Started: 2015-10-20
Numerically stable Frank Copulas via Multiprecision (Rmpfr)
Rendered fromFrank-Rmpfr.Rnwusingutils::Sweaveon Aug 19 2024.Last update: 2018-07-28
Started: 2012-12-13
Quasi-Random Numbers for Copula Models
Rendered fromqrng.Rmdusingknitr::rmarkdownon Aug 19 2024.Last update: 2022-11-17
Started: 2015-10-20
The Copula GARCH Model
Rendered fromcopula_GARCH.Rmdusingknitr::rmarkdownon Aug 19 2024.Last update: 2017-07-30
Started: 2015-10-20
Examples of Nonstandard Copulas -- "Wild Animals"
Rendered fromwild_animals.Rmdusingknitr::rmarkdownon Aug 19 2024.Last update: 2024-08-12
Started: 2015-09-15
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Multivariate Dependence Modeling with Copulas | copula-package |
| Pairs Plot of a cu.u Object (Internal Use) | .pairsCond |
| Absolute Value of Generator Derivatives via Monte Carlo | absdPsiMC psiDabsMC |
| Class "acopula" of Archimedean Copula Families | acopula acopula-class initialize,acopula-method show,acopula-method |
| Distribution of the Radial Part of an Archimedean Copula | pacR qacR |
| All Components of a (Inner or Outer) Nested Archimedean Copula | allComp |
| Nonparametric Rank-based Estimators of the Pickands Dependence Function | An An.biv Anfun |
| Construction of Archimedean Copula Class Object | amhCopula archmCopula claytonCopula frankCopula gumbelCopula joeCopula |
| Class "archmCopula" | amhCopula-class archmCopula-class claytonCopula-class frankCopula-class gumbelCopula-class joeCopula-class |
| Dependence Measures for Bivariate Copulas | 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 |
| Compute Bernoulli Numbers | Bernoulli Bernoulli.all |
| Sample and Population Version of Blomqvist's Beta for Archimedean Copulas | beta. beta.hat betan |
| Conditional Distributions and Their Inverses from Copulas | cacopula cCopula rtrafo |
| Cloud Plot Methods ('cloud2') in Package 'copula' | cloud2 cloud2,Copula-method cloud2,data.frame-method cloud2,matrix-method cloud2,mvdc-method cloud2-methods |
| Coefficients of Polynomial used for Gumbel Copula | coeffG |
| Methods for Contour Plots in Package 'copula' | contour,Copula-method contour,indepCopula-method contour,mvdc-method contour-methods |
| Contour Plot Methods 'contourplot2' in Package 'copula' | contourplot2 contourplot2,Copula-method contourplot2,data.frame-method contourplot2,matrix-method contourplot2,mvdc-method contourplot2-methods |
| Specific Archimedean Copula Families ("acopula" Objects) | acopula-families copAMH copClayton copFrank copGumbel copJoe |
| Density, Evaluation, and Random Number Generation for Copula Functions | 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 |
| Mother Classes "Copula", etc of all Copulas in the Package | Copula-class copula-class dim,copula-method dim,dimCopula-method dim,Xcopula-method dimCopula-class parCopula-class Xcopula-class xcopula-class |
| (Fast) Computation of Pairwise Kendall's Taus | corKendall |
| Density of the Diagonal of (Nested) Archimedean Copulas | dDiag |
| Copula (Short) Description as String | 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 |
| Density Evaluation for (Nested) Archimedean Copulas | dCopula,matrix,nacopula-method dCopula,numeric,nacopula-method dnacopula |
| Construction of Elliptical Copula Class Objects | dispstrToep ellipCopula normalCopula pCopula,matrix,normalCopula-method pCopula,matrix,tCopula-method tCopula |
| Class "ellipCopula" of Elliptical Copulas | ellipCopula-class normalCopula-class tCopula-class |
| Minimum Distance Estimators for (Nested) Archimedean Copulas | emde |
| Maximum Likelihood Estimators for (Nested) Archimedean Copulas | .emle emle |
| The Empirical Copula | C.n Cn dCn empCopula F.n toEmpMargins |
| Class "empCopula" of Empirical Copulas | dim,empCopula-method empCopula-class |
| Estimation Procedures for (Nested) Archimedean Copulas | enacopula |
| Various Estimators for (Nested) Archimedean Copulas | ebeta edmle etau |
| Construction of Extreme-Value Copula Objects | evCopula galambosCopula huslerReissCopula tawnCopula tevCopula |
| Classes Representing Extreme-Value Copulas | evCopula-class galambosCopula-class huslerReissCopula-class tawnCopula-class tevCopula-class |
| Bivariate Test of Extreme-Value Dependence Based on Pickands' Dependence Function | evTestA |
| Large-sample Test of Multivariate Extreme-Value Dependence | evTestC |
| Bivariate Test of Extreme-Value Dependence Based on Kendall's Distribution | evTestK |
| Test of Exchangeability for Certain Bivariate Copulas | exchEVTest |
| Test of Exchangeability for a Bivariate Copula | exchTest |
| Construction of a fgmCopula Class Object | fgmCopula |
| Class "fgmCopula" - Multivariate Multiparameter Farlie-Gumbel-Morgenstern Copulas | fgmCopula-class |
| Construction of Fréchet-Hoeffding Bound Copula Objects | fhCopula lowfhCopula upfhCopula |
| Class "fhCopula" of Fréchet-Hoeffding Bound Copulas | fhCopula-class lowfhCopula-class upfhCopula-class |
| Fitting Copulas to Data - Copula Parameter Estimation | fitCopula fitCopula,copula-method fitCopula,parCopula-method fitCopula,rotCopula-method fitCopula-methods loglikCopula loglikCopulaMany optimMeth |
| Classes of Fitted Multivariate Models: Copula, Mvdc | fitCopula-class fitMvdc-class fittedMV-class summary,fitCopula-method summary,fitMvdc-method summaryFitCopula-class summaryFitMvdc-class |
| Non-parametric Estimators of the Matrix of Tail-Dependence Coefficients | fitLambda |
| Estimation of Multivariate Models Defined via Copulas | coef.fittedMV fitMvdc logLik.fittedMV loglikMvdc vcov.fittedMV |
| Fix a Subset of a Copula Parameter Vector | 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 |
| Daily Crude Oil and Natural Gas Prices from 2003 to 2006 | gasoil |
| Generator Functions for Archimedean and Extreme-Value Copulas | 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 |
| Get "acopula" Family Object by Name | .ac.classNames .ac.longNames .ac.objNames .ac.shortNames getAcop getAname |
| Get Initial Parameter Estimate for Copula | getIniParam getIniParam,mixCopula-method getIniParam,parCopula-method |
| Get the Parameter(s) of a Copula | getTheta getTheta,acopula-method getTheta,copula-method getTheta,khoudrajiCopula-method getTheta,mixCopula-method getTheta,parCopula-method getTheta,rotCopula-method getTheta,Xcopula-method getTheta-methods |
| Computations for Graphical GOF Test via Pairwise Rosenblatt Transforms | gpviTest pairwiseCcop pairwiseIndepTest pviTest |
| Goodness-of-fit Testing for (Nested) Archimedean Copulas | gnacopula |
| Goodness-of-fit Tests for Copulas | gofCopula gofCopula,copula-method gofCopula,parCopula-method gofCopula,rotCopula-method gofCopula-methods gofMB gofPB |
| Goodness-of-fit Tests for Bivariate Extreme-Value Copulas | gofEVCopula |
| Various Goodness-of-fit Test Statistics | gofBTstat |
| Goodness-of-fit Test Statistics | gofT2stat gofTstat |
| GOF Testing Transformation of Hering and Hofert | htrafo |
| Construction of Independence Copula Objects | indepCopula |
| Class "indepCopula" | indepCopula-class |
| Test Independence of Continuous Random Variables via Empirical Copula | dependogram indepTest indepTestSim |
| Initial Interval or Value for Parameter Estimation of Archimedean Copulas | initOpt |
| Construct Simple "interval" Object | interval |
| Class "interval" of Simple Intervals | %in%,numeric,interval-method format,interval-method interval-class maybeInterval-class show,interval-method Summary,interval-method |
| Kendall Distribution Function for Archimedean Copulas | dK K Kn pK qK rK |
| Construction of copulas using Khoudraji's device | asymCopula asymExplicitCopula khoudrajiCopula |
| Class '"khoudrajiCopula"' and its Subclasses | asym2Copula-class asymCopula-class dim,khoudrajiCopula-method khoudrajiBivCopula-class khoudrajiCopula-class khoudrajiExplicitCopula-class |
| Compute f(a) = log(1 +/- exp(-a)) Numerically Optimally | log1mexp log1pexp |
| LOSS and ALAE Insurance Data | loss |
| Marginal copula of a Copula With Specified Margins | margCopula margCopula,archmCopula,logical-method margCopula,normalCopula,logical-method margCopula,tCopula,logical-method |
| Sinc, Zolotarev's, and Other Mathematical Utility Functions | A..Z sinc |
| Tools to Work with Matrices | extremePairs getSigma P2p p2P |
| Create Mixture of Copulas | mixCopula |
| Class '"mixCopula"' of Copula Mixtures | dim,mixCopula-method lambda,mixCopula-method mixCopula-class rho,mixCopula-method |
| The Marshall-Olkin Copula | moCopula |
| Class "moCopula" of Marshall-Olkin Copulas | moCopula-class |
| Independence Test Among Continuous Random Vectors Based on the Empirical Copula Process | multIndepTest |
| Serial Independence Test for Multivariate Time Series via Empirical Copula | multSerialIndepTest |
| Multivariate Distributions Constructed from Copulas | dMvdc dmvdc Mvdc mvdc pMvdc pmvdc rMvdc rmvdc |
| Class "mvdc": Multivariate Distributions from Copulas | dim,mvdc-method mvdc-class show,mvdc-method |
| Timing for Sampling Frailties of Nested Archimedean Copulas | nacFrail.time |
| Class "nacopula" of Nested Archimedean Copulas | dim,nacopula-method nacopula-class outer_nacopula-class |
| Pairwise Thetas of Nested Archimedean Copulas | nacPairthetas |
| Nesting Depth of a Nested Archimedean Copula ("nacopula") | nesdepth |
| Constructing (Outer) Nested Archimedean Copulas | nac2list nacopula onacopula onacopulaL |
| Outer Power Transformation of Archimedean Copulas | opower |
| Scatter-Plot Matrix ('pairs') for Copula Distributions with Nice Defaults | pairs2 |
| Plots for Graphical GOF Test via Pairwise Rosenblatt Transforms | pairsColList pairsRosenblatt |
| Methods for Function `persp' in Package `copula' | persp,Copula-method persp,mvdc-method persp-methods |
| Construction of a Plackett Copula | plackettCopula |
| Class "plackettCopula" of Plackett Copulas | plackettCopula-class |
| Methods for 'plot' in Package 'copula' | plot,Copula,ANY-method plot,mvdc,ANY-method plot-methods |
| Evaluation of (Nested) Archimedean Copulas | pCopula,matrix,nacopula-method pCopula,numeric,nacopula-method pnacopula |
| Pseudo-Observations | pobs |
| Polylogarithm Li_s(z) and Debye Functions | debye1 debye2 polylog |
| Evaluate Polynomials | polynEval |
| Print Compact Overview of a Nested Archimedean Copula ("nacopula") | printNacopula show,nacopula-method |
| Computing Probabilities of Hypercubes | prob prob,Copula-method prob-methods |
| Q-Q Plot with Rugs and Pointwise Asymptotic Confidence Intervals | qqplot2 |
| Test of Exchangeability for a Bivariate Copula | radSymTest |
| Daily Returns of Three Stocks in the Dow Jones | rdj |
| Sampling Exponentially Tilted Stable Distributions | retstable retstableR |
| Sample Univariate Distributions Involved in Nested Frank and Joe Copulas | rF01Frank rF01Joe |
| Sampling Distribution F for Frank and Joe | rFFrank rFJoe |
| Sampling Logarithmic Distributions | rlog rlogR |
| Random nacopula Model | rnacModel |
| Sampling Nested Archimedean Copulas | rnacopula |
| Sampling Child 'nacopula's | rnchild |
| Construction and Class of Rotated aka Reflected Copulas | dim,rotCopula-method rotCopula rotCopula-class |
| Pseudo-Observations of Radial and Uniform Part of Elliptical and Archimedean Copulas | RSpobs |
| Random numbers from (Skew) Stable Distributions | rstable rstable1 |
| One-dimensional Root (Zero) Finding - Extra "Safety" for Convenience | safeUroot |
| Serial Independence Test for Continuous Time Series Via Empirical Copula | serialIndepTest serialIndepTestSim |
| Specify the Parameter(s) of a Copula | 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 |
| Methods for 'show()' in Package 'copula' | show,fitCopula-method show,fitMvdc-method show,normalCopula-method show,parCopula-method show,tCopula-method show-methods |
| Sibuya Distribution - Sampling and Probabilities | dSibuya dsumSibuya pSibuya rSibuya rSibuyaR Sibuya |
| SMI Data - 141 Days in Winter 2011/2012 | lSMI SMI.12 |
| Methods for Scatter Plot Matrix 'splom2' in Package 'copula' | splom2 splom2,Copula-method splom2,data.frame-method splom2,matrix-method splom2,mvdc-method splom2-methods |
| Eulerian and Stirling Numbers of First and Second Kind | Eulerian Eulerian.all Stirling1 Stirling1.all Stirling2 Stirling2.all |
| Ali-Mikhail-Haq ("AMH")'s and Joe's Kendall's Tau | tauAMH tauJoe |
| Uranium Exploration Dataset of Cook & Johnson (1986) | uranium |
| Variance-Reduction Methods | rAntitheticVariates rLatinHypercube |
| Perspective Plots via 'wireframe2' | wireframe2 wireframe2,Copula-method wireframe2,data.frame-method wireframe2,matrix-method wireframe2,mvdc-method wireframe2-methods |
| Model (copula) selection based on 'k'-fold cross-validation | xvCopula |
