FDGcopulas: Multivariate Dependence with FDG Copulas
Version 1.0

FDG copulas are a class of copulas featuring an interesting balance between flexibility and tractability. This package provides tools to construct, calculate the pairwise dependence coefficients of, simulate from, and fit FDG copulas. The acronym FDG stands for 'one-Factor with Durante Generators', as an FDG copula is a one-factor copula -- that is, the variables are independent given a latent factor -- whose linking copulas belong to the Durante class of bivariate copulas (also referred to as exchangeable Marshall-Olkin or semilinear copulas).

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AuthorGildas Mazo, Stephane Girard
Date of publication2014-10-22 09:33:34
MaintainerGildas Mazo <gildas.mazo@free.fr>
LicenseGPL (>= 3)
Version1.0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("FDGcopulas")

Man pages

corFDG: Sample pairwise dependence coefficients
FDGcopula: Construction of FDG copula class object
FDGcopula-class: Class '"FDGcopula"'
FDGcopulas-package: Deals with FDG copulas
fitFDG: Estimation of FDG copulas
fitFDG-class: Class '"fitFDG"'
ltdcFDG: Lower tail dependence coefficient of FDG copulas
rFDG: Simulation of FDG copula models
rhoFDG: Spearman's rho of FDG copulas
tauFDG: Kendall's tau of FDG copulas
utdcFDG: Upper tail dependence coefficient of FDG copulas

Functions

FDGcopula Man page Source code
FDGcopula-class Man page
FDGcopulas-package Man page
JacobianFDG Source code
asymp.vcov Source code
corFDG Man page Source code
dispatch Source code
estimCov_ev_CPP Source code
fitFDG Man page Source code
fitFDG-class Man page
g.exponential Source code
g.sinus Source code
generatorCPP Source code
lossFDG Source code
ltdc.EV.caf Source code
ltdc.EV.exponential Source code
ltdc.EV.sinus Source code
ltdc.cuadrasauge Source code
ltdc.exponential Source code
ltdc.frechet Source code
ltdc.sinus Source code
ltdcFDG Man page Source code
rFDG Man page Source code
randGenCPP Source code
randGenCPP_2 Source code
randGen_ev_CPP Source code
randGen_ev_CPP_2 Source code
rho.EV.caf Source code
rho.EV.exponential Source code
rho.EV.sinus Source code
rho.cuadrasauge Source code
rho.exponential Source code
rho.frechet Source code
rho.sinus Source code
rhoFDG Man page Source code
tau.EV.caf Source code
tau.EV.exponential Source code
tau.EV.sinus Source code
tau.cuadrasauge Source code
tau.exponential Source code
tau.frechet Source code
tau.sinus Source code
tauFDG Man page Source code
tfun.EV.caf.ltdc Source code
tfun.EV.caf.rho Source code
tfun.EV.caf.tau Source code
tfun.EV.caf.utdc Source code
tfun.EV.exponential.ltdc Source code
tfun.EV.exponential.rho Source code
tfun.EV.exponential.tau Source code
tfun.EV.exponential.utdc Source code
tfun.EV.sinus.ltdc Source code
tfun.EV.sinus.rho Source code
tfun.EV.sinus.tau Source code
tfun.EV.sinus.utdc Source code
tfun.cuadrasauge.ltdc Source code
tfun.cuadrasauge.rho Source code
tfun.cuadrasauge.tau Source code
tfun.cuadrasauge.utdc Source code
tfun.exponential.ltdc Source code
tfun.exponential.rho Source code
tfun.exponential.tau Source code
tfun.exponential.utdc Source code
tfun.frechet.ltdc Source code
tfun.frechet.rho Source code
tfun.frechet.tau Source code
tfun.frechet.utdc Source code
tfun.sinus.ltdc Source code
tfun.sinus.rho Source code
tfun.sinus.tau Source code
tfun.sinus.utdc Source code
utdc.EV.caf Source code
utdc.EV.exponential Source code
utdc.EV.sinus Source code
utdc.cuadrasauge Source code
utdc.exponential Source code
utdc.frechet Source code
utdc.sinus Source code
utdcFDG Man page Source code
wlsdc Source code

Files

src
src/Makevars
src/randGenEV.cpp
src/estimCov_ev_CPP.cpp
src/Makevars.win
src/RcppExports.cpp
NAMESPACE
R
R/dispatch.R
R/pairwiseDepCoef.R
R/generation.R
R/fitFDG-class.R
R/FDGcopula-class.R
R/fit.R
R/RcppExports.R
MD5
DESCRIPTION
man
man/corFDG.Rd
man/FDGcopula-class.Rd
man/fitFDG-class.Rd
man/fitFDG.Rd
man/tauFDG.Rd
man/rFDG.Rd
man/FDGcopulas-package.Rd
man/rhoFDG.Rd
man/utdcFDG.Rd
man/ltdcFDG.Rd
man/FDGcopula.Rd
FDGcopulas documentation built on May 19, 2017, 6:09 p.m.