Man pages for CondCopulas
Estimation and Inference for Conditional Copula Models
| bCond.estParamCopula | Estimation of the conditional parameters of a parametric... |
| bCond.pobs | Computing the pseudo-observations in case of discrete... |
| bCond.simpA.CKT | Function for testing the simplifying assumption with... |
| bCond.simpA.param | Test of the assumption that a conditional copulas does not... |
| bCond.treeCKT | Construct a binary tree for the modeling the conditional... |
| CKT.estimate | Estimation of conditional Kendall's tau between two variables... |
| CKT.fit.GLM | Estimation of conditional Kendall's taus by penalized GLM |
| CKT.fit.nNet | Predict the values of conditional Kendall's tau using Model... |
| CKT.fit.nNets | Estimation of conditional Kendall's taus by model averaging... |
| CKT.fit.randomForest | Fit a Random Forest that can be used for the estimation of... |
| CKT.fit.tree | Estimation of conditional Kendall's taus using a... |
| CKT.hCV.l1out | Choose the bandwidth for kernel estimation of conditional... |
| CKT.kendallReg.fit | Fit Kendall's regression, a GLM-type model for conditional... |
| CKT.KendallReg.LambdaCV | Kendall's regression: choice of the penalization parameter by... |
| CKT.kernel | Estimation of conditional Kendall's tau using kernel... |
| CKTmatrix.kernel | Estimate the conditional Kendall's tau matrix at different... |
| CKT.predict.kNN | Prediction of conditional Kendall's tau using nearest... |
| computeKernelMatrix | Computing the kernel matrix |
| computeMatrixSignPairs | Compute the matrix of signs of pairs |
| conv_treeCKT | Converting to matrix of indicators / matrix of conditional... |
| datasetPairs | Construct a dataset of pairs of observations for the... |
| estimateCondCDF_matrix | Compute kernel-based conditional marginal (univariate) cdfs |
| estimateCondCDF_vec | Compute kernel-based conditional marginal (univariate) cdfs |
| estimateCondQuantiles | Compute kernel-based conditional quantiles |
| estimateNPCondCopula | Compute a kernel-based estimator of the conditional copula |
| estimateParCondCopula | Estimation of parametric conditional copulas |
| simpA.kendallReg | Test of the simplifying assumption using the constancy of... |
| simpA.NP | Nonparametric testing of the simplifying assumption |
| simpA.param | Semiparametric testing of the simplifying assumption |
