Functions for statistical inference of canonical vine (C-vine) and D-vine copulas. Tools for bivariate exploratory data analysis and for bivariate as well as vine copula selection are provided. Models can be estimated either sequentially or by joint maximum likelihood estimation. Sampling algorithms and plotting methods are also included. Data is assumed to lie in the unit hypercube (so-called copula data).

Author | Ulf Schepsmeier, Eike Christian Brechmann |

Date of publication | 2015-10-29 13:03:16 |

Maintainer | Tobias Erhardt <tobias.erhardt@tum.de> |

License | GPL (>= 2) |

Version | 1.4 |

**BiCopCDF:** Distribution function of a bivariate copula

**BiCopChiPlot:** Chi-plot for bivariate copula data

**BiCopEst:** Parameter estimation for bivariate copula data using...

**BiCopGofKendall:** Goodness-of-fit test based on Kendall's process for bivariate...

**BiCopHfunc:** Conditional distribution function (h-function) of a bivariate...

**BiCopIndTest:** Independence test for bivariate copula data

**BiCopKPlot:** Kendall's plot (K-plot) for bivariate copula data

**BiCopLambda:** Lambda-function (plot) for bivariate copula data

**BiCopMetaContour:** Contour plot of bivariate meta distribution with different...

**BiCopName:** Bivariate copula family names

**BiCopPar2TailDep:** Tail dependence coefficients of a bivariate copula

**BiCopPar2Tau:** Kendall's tau value of a bivariate copula

**BiCopPDF:** Density of a bivariate copula

**BiCopSelect:** Selection and maximum likelihood estimation of bivariate...

**BiCopSim:** Simulation from a bivariate copula

**BiCopTau2Par:** Parameter of a bivariate copula for a given Kendall's tau...

**BiCopVuongClarke:** Scoring goodness-of-fit test based on Vuong and Clarke tests...

**CDVineAICBIC:** AIC and BIC of C- and D-vine copula models

**CDVineClarkeTest:** Clarke test comparing two vine copula models

**CDVineCopSelect:** Sequential copula selection and estimation of C- and D-vine...

**CDVineLogLik:** Log-likelihood of C- and D-vine copula models

**CDVineMLE:** Maximum likelihood estimation of C- and D-vine copula models

**CDVine-package:** Statistical inference of C- and D-vine copulas

**CDVinePar2Tau:** Kendall's tau values of a vine copula model

**CDVineSeqEst:** Sequential estimation of C- and D-vine copula models

**CDVineSim:** Simulation from C- and D-vine copula models

**CDVineTreePlot:** Plot function for C- or D-vine trees

**CDVineVuongTest:** Vuong test comparing two vine copula models

**worldindices:** Major World Indices

BiCopCDF | Man page |

BiCopChiPlot | Man page |

BiCopEst | Man page |

BiCopGofKendall | Man page |

BiCopHfunc | Man page |

BiCopIndTest | Man page |

BiCopKPlot | Man page |

BiCopLambda | Man page |

BiCopMetaContour | Man page |

BiCopName | Man page |

BiCopPar2TailDep | Man page |

BiCopPar2Tau | Man page |

BiCopPDF | Man page |

BiCopSelect | Man page |

BiCopSim | Man page |

BiCopTau2Par | Man page |

BiCopVuongClarke | Man page |

CDVine | Man page |

CDVineAIC | Man page |

CDVineBIC | Man page |

CDVineClarkeTest | Man page |

CDVineCopSelect | Man page |

CDVineLogLik | Man page |

CDVineMLE | Man page |

CDVine-package | Man page |

CDVinePar2Tau | Man page |

CDVineSeqEst | Man page |

CDVineSim | Man page |

CDVineTreePlot | Man page |

CDVineVuongTest | Man page |

worldindices | Man page |

CDVine

CDVine/inst

CDVine/inst/CITATION

CDVine/inst/ChangeLog

CDVine/src

CDVine/src/cdvine.c

CDVine/src/condsim.c

CDVine/src/vine.h

CDVine/src/hfunc.c

CDVine/src/likelihood.c

CDVine/src/tools.c

CDVine/src/memoryhandling.c

CDVine/NAMESPACE

CDVine/data

CDVine/data/worldindices.RData

CDVine/R

CDVine/R/BiCopCDF.r

CDVine/R/CDVineMLE.R
CDVine/R/CDVineAIC.R
CDVine/R/BiCopEst.R
CDVine/R/BiCopGofKendall.r

CDVine/R/CDVineVuongTest.r

CDVine/R/CDVineSeqEst.R
CDVine/R/CDVineClarkeTest.r

CDVine/R/CDVineLogLik.R
CDVine/R/BiCopPar2Tau.r

CDVine/R/BiCopIndTest.r

CDVine/R/BiCopPDF.r

CDVine/R/CDVineTreePlot.R
CDVine/R/BiCopTau2Par.r

CDVine/R/BiCopChiPlot.r

CDVine/R/BiCopSim.R
CDVine/R/CDVineCopSelect.R
CDVine/R/CDVineSim.R
CDVine/R/BiCopVuongClarke.r

CDVine/R/BiCopSelect.r

CDVine/R/BiCopMetaContour.r

CDVine/R/BiCopHfunc.r

CDVine/R/BiCopPar2TailDep.r

CDVine/R/BiCopName.r

CDVine/R/zzz.R
CDVine/R/BiCopLambda.r

CDVine/R/CDVinePar2Tau.r

CDVine/MD5

CDVine/DESCRIPTION

CDVine/man

CDVine/man/BiCopIndTest.Rd
CDVine/man/CDVineCopSelect.Rd
CDVine/man/CDVineMLE.Rd
CDVine/man/BiCopVuongClarke.Rd
CDVine/man/CDVineAICBIC.Rd
CDVine/man/BiCopPar2TailDep.Rd
CDVine/man/BiCopSelect.Rd
CDVine/man/BiCopPDF.Rd
CDVine/man/CDVineVuongTest.Rd
CDVine/man/CDVineTreePlot.Rd
CDVine/man/BiCopTau2Par.Rd
CDVine/man/worldindices.Rd
CDVine/man/CDVineLogLik.Rd
CDVine/man/CDVineSim.Rd
CDVine/man/BiCopPar2Tau.Rd
CDVine/man/CDVineClarkeTest.Rd
CDVine/man/BiCopMetaContour.Rd
CDVine/man/BiCopHfunc.Rd
CDVine/man/CDVineSeqEst.Rd
CDVine/man/BiCopChiPlot.Rd
CDVine/man/BiCopSim.Rd
CDVine/man/BiCopKPlot.Rd
CDVine/man/BiCopLambda.Rd
CDVine/man/BiCopEst.Rd
CDVine/man/BiCopName.Rd
CDVine/man/CDVinePar2Tau.Rd
CDVine/man/CDVine-package.Rd
CDVine/man/BiCopCDF.Rd
CDVine/man/BiCopGofKendall.Rd
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