Man pages for CDVine
Statistical Inference of C- And D-Vine Copulas
| 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 |
