Man pages for HMMcopula
Markov Regime Switching Copula Models Estimation and Goodness of Fit
| bootstrapfun | Bootstrap for the bivariate copula models |
| copulaFamiliesPDF | COPULAPDF Probability density function for a copula.... |
| dilog | Dilogarithm function |
| EstHMMCop | Estimation of bivariate Markov regime switching bivariate... |
| EstKendallTau | Sample Kendall's tau Estimation |
| EstMixtureCop | Estimation of bivariate mixture bivariate copula model |
| GofHMMCop | Goodness-of-fit of Markov regime switching bivariate copula... |
| GofMixtureCop | Goodness-of-fit of mixture bivariate copula model |
| KendallTau | Kendall's tau of a copula |
| ParamCop | Theta estimation |
| ParamTau | Alpha estimation |
| RosenblattClayton | Rosenblatt transform for Clayton copula |
| RosenblattFrank | Rosenblatt transform for Frank copula |
| RosenblattGaussian | Rosenblatt transform for Gaussian copula |
| RosenblattGumbel | Rosenblatt transform for Gumbel copula |
| RosenblattStudent | Rosenblatt transform for Student copula |
| SimHMMCop | Simulation of bivariate Markov regime switching copula model |
| SimMarkovChain | Markov chain simulation |
| SimMixtureCop | Simulation of bivariate mixture copula model |
| SnB | Cramer-von Mises statistic SnB for GOF based on the... |
| Tau2Rho | Spearman's rho |
