CopulaRegression: Bivariate Copula Based Regression Models

This R-packages presents a bivariate, copula-based model for the joint distribution of a pair of continuous and discrete random variables. The two marginal random variables are modeled via generalized linear models, and their joint distribution (represented by a parametric copula family) is estimated using maximum-likelihood techniques.

AuthorNicole Kraemer, Daniel Silvestrini
Date of publication2014-09-04 13:43:24
MaintainerNicole Kraemer <kraemer_r_packages@yahoo.de>
LicenseGPL (>= 2.0)
Version0.1-5

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Files in this package

CopulaRegression
CopulaRegression/inst
CopulaRegression/inst/CITATION
CopulaRegression/inst/ChangeLog
CopulaRegression/NAMESPACE
CopulaRegression/R
CopulaRegression/R/dgam.R CopulaRegression/R/copreg.R CopulaRegression/R/z2theta.R CopulaRegression/R/epolicy_loss.R CopulaRegression/R/theta2z.R CopulaRegression/R/vuongtest.R CopulaRegression/R/simulate_joint.R CopulaRegression/R/density_conditional.R CopulaRegression/R/dpolicy_loss.R CopulaRegression/R/predict.xy.R CopulaRegression/R/density_joint.R CopulaRegression/R/simulate_regression_data.R CopulaRegression/R/ztp.glm.R CopulaRegression/R/rgam.R CopulaRegression/R/qpolicy_loss.R CopulaRegression/R/ppolicy_loss.R CopulaRegression/R/mle_joint.R CopulaRegression/R/D_u.R CopulaRegression/R/dztp.R CopulaRegression/R/mle_marginal.R CopulaRegression/R/predict.copreg.R CopulaRegression/R/loglik_joint.R CopulaRegression/R/pztp.R CopulaRegression/R/pgam.R
CopulaRegression/MD5
CopulaRegression/DESCRIPTION
CopulaRegression/man
CopulaRegression/man/copreg.Rd CopulaRegression/man/density_conditional.Rd CopulaRegression/man/vuongtest.Rd CopulaRegression/man/epolicy_loss.Rd CopulaRegression/man/D_u.Rd CopulaRegression/man/z2theta.Rd CopulaRegression/man/dztp.Rd CopulaRegression/man/rgam.Rd CopulaRegression/man/predict.copreg.Rd CopulaRegression/man/qpolicy_loss.Rd CopulaRegression/man/ppolicy_loss.Rd CopulaRegression/man/mle_marginal.Rd CopulaRegression/man/mle_joint.Rd CopulaRegression/man/theta2z.Rd CopulaRegression/man/dpolicy_loss.Rd CopulaRegression/man/pztp.Rd CopulaRegression/man/simulate_joint.Rd CopulaRegression/man/pgam.Rd CopulaRegression/man/dgam.Rd CopulaRegression/man/density_joint.Rd CopulaRegression/man/loglik_joint.Rd CopulaRegression/man/CopulaRegression-package.Rd CopulaRegression/man/simulate_regression_data.Rd CopulaRegression/man/ztp.glm.Rd

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