FDGcopulas-package: Deals with FDG copulas

In FDGcopulas: Multivariate Dependence with FDG Copulas

Description

Constructs, simulates from, calculates dependence coefficients, and fits FDG copulas.

Details

Package:	FDGcopulas
Type:	Package
Version:	1.0
Date:	2014-09-19
License:	GPL >=3

See the examples below to have an overview of how what the package can offer.

Note

Feel free to contact the authors if have any comments, suggestions, or want to report a bug.

Author(s)

Gildas Mazo Stephane Girard Maintainer: Gildas Mazo <[e-mail]>

References

Mazo G., Girard, S., Forbes, F. A flexible and tractable class of one-factor copulas, http://hal.archives-ouvertes.fr/hal-00979147

Examples

## creates an object of class 'FDGcopula' 
myFDGcopula <- FDGcopula("frechet", c(.3,.5,.7,.9))

## compute the pairwise dependence coefficients 
## Spearman's rho:
rhoFDG(myFDGcopula)
## Kendall's tau:
tauFDG(myFDGcopula)
## Upper tail dependence coefficient:
utdcFDG(myFDGcopula)
## Lower tail dependence coefficient:
ltdcFDG(myFDGcopula)

## simulates data ##
dat <- rFDG(30, myFDGcopula)

## fit data ##
myFittedCopula <- fitFDG(myFDGcopula, dat)

FDGcopulas documentation built on May 2, 2019, 6:18 a.m.