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 |

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