CopulaRegression-package: Bivariate copula-based regression models

Description Details Author(s) References


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.


Package: CopulaRegression
Type: Package
Version: 0.1-5
Date: 2014-09-04
License: GPL >=2


Nicole Kraemer <>


N. Kraemer, E. Brechmann, D. Silvestrini, C. Czado (2013): Total loss estimation using copula-based regression models. Insurance: Mathematics and Economics 53 (3), 829 - 839.

CopulaRegression documentation built on May 19, 2017, 3:35 p.m.
Search within the CopulaRegression package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.