Man pages for CopulaRegression
Bivariate Copula Based Regression Models
| copreg | Joint, copula-based regression model |
| CopulaRegression-package | Bivariate copula-based regression models |
| density_conditional | Conditional density of Y given X |
| density_joint | Joint density of X and Y |
| dgam | Density of a Gamma variable |
| dpolicy_loss | Density of the policy loss |
| D_u | H-function of the copula |
| dztp | Density of a zero truncated Poisson variable |
| epolicy_loss | Expectation of the policy loss |
| loglik_joint | Loglikelihood of the joint regression model |
| mle_joint | ML-Estimates of the joint model. |
| mle_marginal | ML-estimates of the marginal models |
| pgam | Distribution of a Gamma variable |
| ppolicy_loss | Cumaltive distribution function of the policy loss |
| predict.copreg | Prediction of the copula regression model |
| pztp | Cumulative distribution function of a zero truncated Poisson... |
| qpolicy_loss | Quantile of the policy loss |
| rgam | Samples from a Gamma variable |
| simulate_joint | Simulation from the joint model |
| simulate_regression_data | Simulate regression data |
| theta2z | Transformation of the copula parameter |
| vuongtest | Model comparison using a Vuong test |
| z2theta | Inverse of the parameter transformation |
| ztp.glm | GLM for a zero truncated Poisson variable |
