Man pages for ElliptCopulas
Inference of Elliptical Distributions and Copulas
| compute_etahat | Compute \hat{eta}_k |
| compute_matrix_alpha | Compute the matrix of coefficients alpha |
| conv_funct | Conversion Functions for Elliptical Distributions |
| DensityGenerator.normalize | Normalization of an elliptical copula generator |
| derivative.psi | Computing psi, its inverse Psi and the k-th derivative of Psi |
| derivative.rho | Computing rho and its k-th derivative |
| derivative.tau | Computing tau and its k-th derivative |
| EllCopEst | Estimate the density generator of a (meta-)elliptical copula |
| EllCopLikelihood | Computation of the likelihood of an elliptical copula |
| EllCopSim | Simulation from an elliptical copula model |
| EllDistrDerivEst | Estimate the derivatives of a generator |
| EllDistrEst | Nonparametric estimation of the density generator of an... |
| EllDistrEst.adapt | Estimation of the generator of the elliptical distribution by... |
| EllDistrSim | Simulation of elliptically symmetric random vectors |
| EllDistrSimCond | Simulation of elliptically symmetric random vectors... |
| estim_tilde_AMSE | Estimate the part of the AMSE of the elliptical density... |
| KTMatrixEst | Fast estimation of Kendall's tau matrix |
| TEllDistrEst | Estimation of trans-elliptical distributions |
| vectorized_Faa_di_Bruno | Vectorized version of Faa di Bruno formula |
