copBasic: General Bivariate Copula Theory and Many Utility Functions
Version 2.0.5

Extensive functions for bivariate copula (bicopula) computations and related operations concerning oft cited bicopula theory described by Nelsen (2006), Joe (2014), and other selected works. The lower, upper, product, and select other bicopula are implemented. Arbitrary bicopula expressions include the diagonal, survival copula, the dual of a copula, co-copula, numerical bicopula density, and maximum likelihood estimation. Level curves (sets), horizontal and vertical sections also are supported. Numerical derivatives and inverses of a bicopula are provided; simulation by the conditional distribution method thus is supported. Bicopula composition, convex combination, and products are provided. Support extends to Kendall Function as well as the Lmoments thereof, Kendall Tau, Spearman Rho and Footrule, Gini Gamma, Blomqvist Beta, Hoeffding Phi, Schweizer-Wolff Sigma, tail dependency (including pseudo-polar representation) and tail order, skewness, and bivariate Lmoments. Evaluators of positively/negatively quadrant dependency, left increasing and right decreasing are available. Kullback-Leibler divergence, Vuong's procedure, Spectral Measure, and Lcomoments for copula inference are available. Quantile and median regressions for V with respect to U and U with respect to V are available. Empirical copulas (EC) are supported.

AuthorWilliam Asquith
Date of publication2017-02-25 15:57:35
MaintainerWilliam Asquith <william.asquith@ttu.edu>
LicenseGPL-2
Version2.0.5
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("copBasic")

Getting started

Package overview

Popular man pages

EMPIRsimv: Simulate a Bivariate Empirical Copula For a Fixed Value of U
GHcop: The Gumbel-Hougaard Extreme Copula
kullCOP: Kullback-Leibler Divergence, Jeffrey's Divergence, and...
med.regressCOP: Perform Median Regression using a Copula by Numerical...
PLACKETTpar: Estimate the Parameter of the Plackett Copula
qua.regressCOP: Perform Quantile Regression using a Copula by Numerical...
tauCOP: The Kendall's Tau and Concordance Function of a Copula
See all...

All man pages Function index File listing

Man pages

asCOP: A Wrapper on a User-Level Formula to Become a Copula Function
bilmoms: Bivariate L-moments and L-comoments of a Copula
blomCOP: The Blomqvist's Beta of a Copula
coCOP: The Co-Copula Function
composite1COP: Composition of a Single Symmetric Copula with Two Compositing...
composite2COP: Composition of Two Copulas with Two Compositing Parameters
composite3COP: (Extended) Composition of Two Copulas with Four Compositing...
convex2COP: Convex Combination of Two Copulas
COP: The Copula
copBasic.fitpara: A Single or Multi-Parameter Optimization Engine (Beta...
copBasic-package: Basic Theoretical Copula, Empirical Copula, and Various...
COPinv: The Inverse of a Copula for V with respect to U
COPinv2: The Inverse of a Copula for U with respect to V
densityCOP: Density of a Copula
densityCOPplot: Contour Density Plot of a Copula
derCOP: Numerical Derivative of a Copula for V with respect to U
derCOP2: Numerical Derivative of a Copula for U with respect to V
derCOPinv: Numerical Derivative Inverse of a Copula for V with respect...
derCOPinv2: Numerical Derivative Inverse of a Copula for U with respect...
diagCOP: The Diagonals of a Copula
diagCOPatf: Numerical Rooting the Diagonal of a Copula
duCOP: The Dual of a Copula Function
EMPIRcop: The Bivariate Empirical Copula
EMPIRcopdf: Dataframe of the Bivariate Emprical Copula
EMPIRgrid: Grid of the Bivariate Emprical Copula
EMPIRgridder: Derivatives of the Grid of the Bivariate Emprical Copula for...
EMPIRgridder2: Derivatives of the Grid of the Bivariate Emprical Copula for...
EMPIRgridderinv: Derivative Inverses of the Grid of the Bivariate Emprical...
EMPIRgridderinv2: Derivative Inverses of the Grid of the Bivariate Emprical...
EMPIRmed.regress: Median Regression of the Grid of the Bivariate Emprical...
EMPIRmed.regress2: Median Regression of the Grid of the Bivariate Emprical...
EMPIRqua.regress: Quantile Regression of the Grid of the Bivariate Emprical...
EMPIRqua.regress2: Quantile Regression of the Grid of the Bivariate Emprical...
EMPIRsim: Simulate a Bivariate Empirical Copula
EMPIRsimv: Simulate a Bivariate Empirical Copula For a Fixed Value of U
footCOP: The Spearman's Footrule of a Copula
FRECHETcop: The Frechet Family Copula
GHcop: The Gumbel-Hougaard Extreme Copula
giniCOP: The Gini's Gamma of a Copula
GLcop: The Galambos Extreme Value Copula
gridCOP: Compute a Copula on a Grid
hoefCOP: The Hoeffding's Phi of a Copula or Lp Distances...
HRcop: The Husler-Reiss Extreme Value Copula
isCOP.LTD: Is a Copula Left-Tail Decreasing
isCOP.permsym: Is a Copula Permutation Symmetric
isCOP.PQD: The Positively Quadrant Dependency State of a Copula
isCOP.radsym: Is a Copula Radially Symmetric
isCOP.RTI: Is a Copula Right-Tail Increasing
isfuncCOP: Is a General Bivariate Function a Copula by Gridded Search?
joeskewCOP: The Joe's Nu-Skew or Nu-Skew-Star of a Copula
jointCOP: Compute Equal Marginal Probabilities Given a Single Joint AND...
joint.curvesCOP: Compute Coordinates of the Marginal Probabilities given joint...
joint.curvesCOP2: Compute Coordinates of the Marginal Probabilities given joint...
kfuncCOP: The Kendall (Distribution) Function of a Copula
kfuncCOPinv: The Inverse Kendall Function of a Copula
kfuncCOPlmoms: The L-moments of the Kendall Function of a Copula
kullCOP: Kullback-Leibler Divergence, Jeffrey's Divergence, and...
lcomCOPpv: Simulating the Sample Distribution(s) of L-correlation,...
lcomoms2.ABcop2parameter: Convert L-comoments to Parameters of Alpha-Beta Compositions...
lcomoms2.ABKGcop2parameter: Convert L-comoments to Parameters of Alpha-Beta-Kappa-Gamma...
level.curvesCOP: Compute and Plot Level Curves of a Copula V with respect to U
level.curvesCOP2: Compute and Plot Level Curves of a Copula U with respect to V
level.setCOP: Compute a Level Set of a Copula V with respect to U
level.setCOP2: Compute a Level Set of a Copula U with respect to V
M: The Frechet-Hoeffding Upper Bound Copula
med.regressCOP: Perform Median Regression using a Copula by Numerical...
med.regressCOP2: Perform Median Regression using a Copula by Numerical...
mleCOP: Maximum Pseudo-Log-Likelihood Estimation for Copula Parameter...
N4212cop: The Copula of Equation 4.2.12 of Nelsen's Book
P: The Product (Independence) Copula
PARETOcop: The Pareto Copula
PLACKETTcop: The Plackett Copula
PLACKETTpar: Estimate the Parameter of the Plackett Copula
PLACKETTsim: Direct Simulation of a Plackett Copula
prod2COP: The Product of Two Copulas
psepolar: Pseudo-Polar Representation of Bivariate Data
PSP: The Ratio of the Product Copula to Summation minus Product...
qua.regressCOP: Perform Quantile Regression using a Copula by Numerical...
qua.regressCOP2: Perform Quantile Regression using a Copula by Numerical...
qua.regressCOP.draw: Draw Quantile Regressions using a Copula by Numerical...
ReineckeWell266: Porosity and Permeability Data for Well-266 of the Reinecke...
ReineckeWells: Porosity and Permeability Data for the Reinecke Oil Field,...
rhobevCOP: A Dependence Measure for a Bivariate Extreme Value Copula...
rhoCOP: The Spearman's Rho of a Copula
sectionCOP: The Sections or Derivative of the Sections of a Copula
semicorCOP: The Lower and Upper Semi-Correlations of a Copula
simcomposite3COP: Compute the L-comoments of a Four-Value Composited Copula by...
simcompositeCOP: Compute the L-comoments of a Two-Value Composited Copula by...
simCOP: Simulate a Copula by Numerical Derivative Method
simCOPmicro: Simulate V from U through a Copula by Numerical Derivative...
spectralmeas: Estimation of the Spectral Measure
stabtaildepf: Estimation of the Stable Tail Dependence Function
statTn: The Tn Statistic of a Fitted Copula to the Empirical Copula
surCOP: The Survival Copula
surfuncCOP: The Joint Survival Function
tailconCOP: The Tail Concentration Function of a Copula
taildepCOP: The Lower- and Upper-Tail Dependency Parameters of a Copula
tailordCOP: The Lower- and Upper-Tail Orders of a Copula
tauCOP: The Kendall's Tau and Concordance Function of a Copula
uvlmoms: Bivariate Skewness after Joe (2014) or the Univariate...
vuongCOP: Vuong's Procedure for Parametric Copula Comparison
W: The Frechet-Hoeffding Lower Bound Copula
wolfCOP: The Schweizer and Wolff's Sigma of a Copula

Functions

COP Man page
COPinv Man page
COPinv2 Man page
EMPIRcop Man page
EMPIRcopdf Man page
EMPIRgrid Man page
EMPIRgridder Man page
EMPIRgridder2 Man page
EMPIRgridderinv Man page
EMPIRgridderinv2 Man page
EMPIRmed.regress Man page
EMPIRmed.regress2 Man page
EMPIRqua.regress Man page
EMPIRqua.regress2 Man page
EMPIRsim Man page
EMPIRsimv Man page
FRECHETcop Man page
GHcop Man page
GLcop Man page
HRcop Man page
LpCOP Man page
LpCOPpermsym Man page
LpCOPradsym Man page
M Man page
N4212cop Man page
P Man page
PARETOcop Man page
PLACKETTcop Man page
PLACKETTpar Man page
PLACKETTsim Man page
PLcop Man page
PLpar Man page
PSP Man page
ReineckeWell266 Man page
ReineckeWells Man page
W Man page
asCOP Man page
bilmoms Man page
blomCOP Man page
coCOP Man page
composite1COP Man page
composite2COP Man page
composite3COP Man page
concordCOP Man page
convex2COP Man page
copBasic-package Man page
copBasic.fitpara.beta Man page
densityCOP Man page
densityCOPplot Man page
derCOP Man page
derCOP2 Man page
derCOPinv Man page
derCOPinv2 Man page
diagCOP Man page
diagCOPatf Man page
diagCOPinv Man page
duCOP Man page
footCOP Man page
giniCOP Man page
gridCOP Man page
hoefCOP Man page
isCOP.LTD Man page
isCOP.PQD Man page
isCOP.RTI Man page
isCOP.permsym Man page
isCOP.radsym Man page
isfuncCOP Man page
joeskewCOP Man page
joint.curvesCOP Man page
joint.curvesCOP2 Man page
jointCOP Man page
kfuncCOP Man page
kfuncCOPinv Man page
kfuncCOPlmom Man page
kfuncCOPlmoms Man page
kmeasCOP Man page
kullCOP Man page
kullCOPint Man page
lcomCOPpv Man page
lcomoms2.ABKGcop2parameter Man page
lcomoms2.ABcop2parameter Man page
level.curvesCOP Man page
level.curvesCOP2 Man page
level.setCOP Man page
level.setCOP2 Man page
med.regressCOP Man page
med.regressCOP2 Man page
mleCOP Man page
nuskewCOP Man page
nustarCOP Man page
prod2COP Man page
psepolar Man page
qua.regressCOP Man page
qua.regressCOP.draw Man page
qua.regressCOP2 Man page
rCOP Man page
rhoCOP Man page
rhobevCOP Man page
sectionCOP Man page
semicorCOP Man page
simCOP Man page
simCOPmicro Man page
simCOPv Man page
simcomposite2COP Man page
simcomposite3COP Man page
simcompositeCOP Man page
spectralmeas Man page
stabtaildepf Man page
statTn Man page
surCOP Man page
surfuncCOP Man page
tailconCOP Man page
taildepCOP Man page
tailordCOP Man page
tauCOP Man page
uvlmoms Man page
uvskew Man page
vuongCOP Man page
wolfCOP Man page

Files

inst
inst/CITATION
inst/3dcopula
inst/3dcopula/3dcopula.tex
inst/3dcopula/3dcopula.pl
inst/3dcopula/3dcopula_fromperl.tex
inst/3dcopula/README
inst/3dcopula/3dcopula_config_example.txt
inst/3dcopula/3dconfig_examples
inst/3dcopula/3dconfig_examples/PSPandW.txt
inst/3dcopula/3dconfig_examples/NllanoANDllanoDV1.txt
inst/3dcopula/3dconfig_examples/NllanoANDllanoDV2.txt
inst/3dcopula/3dconfig_examples/PI.txt
inst/3dcopula/3dconfig_examples/SanSabaA.txt
inst/3dcopula/3dconfig_examples/Comal.txt
inst/3dcopula/3dconfig_examples/Sulphur.txt
inst/3dcopula/3dconfig_examples/W.txt
inst/3dcopula/3dconfig_examples/MOMO.txt
inst/3dcopula/3dconfig_examples/M.txt
inst/3dcopula/3dconfig_examples/circ.txt
inst/3dcopula/3dconfig_examples/NllanoANDllanoDV3.txt
inst/3dcopula/3dconfig_examples/PSP.txt
inst/3dcopula/3dconfig_examples/SanSabaB.txt
inst/3dcopula/3dcopula.pdf
inst/3dcopula/velocity.txt
inst/3dcopula/3dcopula_ancillary.tex
inst/doc
inst/doc/CopulaRelations_BaseFigure_inR.txt
inst/doc/Extended_DESCRIPTION.txt
NAMESPACE
data
data/ReineckeWell266.RData
data/ReineckeWells.RData
R
R/derCOP.R
R/COPinv.R
R/isCOP.RTI.R
R/prod2COP.R
R/derCOP2.R
R/qua.regressCOP2.R
R/tailconCOP.R
R/kullCOP.R
R/joint.curvesCOP2.R
R/sectionCOP.R
R/composite1COP.R
R/level.curvesCOP2.R
R/EMPIRsim.R
R/PSP.R
R/W.R
R/stabtaildepf.R
R/isCOP.PQD.R
R/bilmoms.R
R/coCOP.R
R/isCOP.LTD.R
R/EMPIRgridderinv.R
R/EMPIRqua.regress2.R
R/kfuncCOPlmoms.R
R/vuongCOP.R
R/statTn.R
R/giniCOP.R
R/uvlmoms.R
R/EMPIRgridder.R
R/level.setCOP2.R
R/HRcop.R
R/med.regressCOP2.R
R/surfuncCOP.R
R/PARETOcop.R
R/hoefCOP.R
R/copBasic.fitpara.R
R/COP.R
R/duCOP.R
R/lcomCOPpv.R
R/densityCOPplot.R
R/EMPIRsimv.R
R/wolfCOP.R
R/N4212cop.R
R/EMPIRgrid.R
R/level.setCOP.R
R/derCOPinv.R
R/EMPIRmed.regress.R
R/M.R
R/isfuncCOP.R
R/GHcop.R
R/derCOPinv2.R
R/joeskewCOP.R
R/GLcop.R
R/EMPIRgridderinv2.R
R/densityCOP.R
R/diagCOP.R
R/simcomposite3COP.R
R/PLACKETTpar.R
R/level.curvesCOP.R
R/blomCOP.R
R/EMPIRgridder2.R
R/simCOPmicro.R
R/isCOP.permsym.R
R/tauCOP.R
R/med.regressCOP.R
R/simCOP.R
R/rhoCOP.R
R/composite2COP.R
R/convex2COP.R
R/tailordCOP.R
R/EMPIRmed.regress2.R
R/isCOP.radsym.R
R/kfuncCOP.R
R/kfuncCOPinv.R
R/mleCOP.R
R/EMPIRcop.R
R/psepolar.R
R/simcompositeCOP.R
R/qua.regressCOP.draw.R
R/surCOP.R
R/asCOP.R
R/footCOP.R
R/jointCOP.R
R/EMPIRcopdf.R
R/COPinv2.R
R/joint.curvesCOP.R
R/PLACKETTsim.R
R/spectralmeas.R
R/lcomoms2.ABcop2parameter.R
R/PLACKETTcop.R
R/lcomoms2.ABKGcop2parameter.R
R/diagCOPatf.R
R/FRECHETcop.R
R/composite3COP.R
R/taildepCOP.R
R/EMPIRqua.regress.R
R/rhobevCOP.R
R/semicorCOP.R
R/P.R
R/gridCOP.R
R/qua.regressCOP.R
MD5
DESCRIPTION
ChangeLog
man
man/EMPIRqua.regress2.Rd
man/mleCOP.Rd
man/lcomoms2.ABcop2parameter.Rd
man/med.regressCOP.Rd
man/psepolar.Rd
man/copBasic.fitpara.Rd
man/figures
man/figures/CopulaRelationsFigure4pkg.jpg
man/figures/CopulaRelationsFigure4pkg.pdf
man/composite1COP.Rd
man/isCOP.RTI.Rd
man/EMPIRmed.regress2.Rd
man/COP.Rd
man/duCOP.Rd
man/wolfCOP.Rd
man/kfuncCOP.Rd
man/derCOP.Rd
man/W.Rd
man/diagCOPatf.Rd
man/sectionCOP.Rd
man/isfuncCOP.Rd
man/level.curvesCOP2.Rd
man/P.Rd
man/coCOP.Rd
man/semicorCOP.Rd
man/qua.regressCOP.draw.Rd
man/joint.curvesCOP2.Rd
man/isCOP.permsym.Rd
man/giniCOP.Rd
man/uvlmoms.Rd
man/kullCOP.Rd
man/EMPIRcopdf.Rd
man/footCOP.Rd
man/PSP.Rd
man/simcompositeCOP.Rd
man/GHcop.Rd
man/med.regressCOP2.Rd
man/prod2COP.Rd
man/rhobevCOP.Rd
man/ReineckeWell266.Rd
man/EMPIRgridderinv.Rd
man/isCOP.PQD.Rd
man/joint.curvesCOP.Rd
man/simCOP.Rd
man/PLACKETTsim.Rd
man/PLACKETTpar.Rd
man/densityCOP.Rd
man/level.setCOP2.Rd
man/lcomoms2.ABKGcop2parameter.Rd
man/N4212cop.Rd
man/EMPIRmed.regress.Rd
man/HRcop.Rd
man/kfuncCOPlmoms.Rd
man/COPinv2.Rd
man/simcomposite3COP.Rd
man/stabtaildepf.Rd
man/joeskewCOP.Rd
man/surCOP.Rd
man/derCOP2.Rd
man/kfuncCOPinv.Rd
man/tailconCOP.Rd
man/COPinv.Rd
man/lcomCOPpv.Rd
man/rhoCOP.Rd
man/hoefCOP.Rd
man/simCOPmicro.Rd
man/spectralmeas.Rd
man/EMPIRgridderinv2.Rd
man/isCOP.radsym.Rd
man/isCOP.LTD.Rd
man/EMPIRqua.regress.Rd
man/EMPIRsimv.Rd
man/M.Rd
man/qua.regressCOP2.Rd
man/EMPIRcop.Rd
man/convex2COP.Rd
man/copBasic-package.Rd
man/derCOPinv2.Rd
man/level.curvesCOP.Rd
man/EMPIRsim.Rd
man/surfuncCOP.Rd
man/level.setCOP.Rd
man/FRECHETcop.Rd
man/tailordCOP.Rd
man/bilmoms.Rd
man/PARETOcop.Rd
man/diagCOP.Rd
man/ReineckeWells.Rd
man/EMPIRgridder.Rd
man/PLACKETTcop.Rd
man/EMPIRgrid.Rd
man/asCOP.Rd
man/blomCOP.Rd
man/EMPIRgridder2.Rd
man/gridCOP.Rd
man/jointCOP.Rd
man/taildepCOP.Rd
man/statTn.Rd
man/composite2COP.Rd
man/derCOPinv.Rd
man/vuongCOP.Rd
man/composite3COP.Rd
man/GLcop.Rd
man/densityCOPplot.Rd
man/tauCOP.Rd
man/qua.regressCOP.Rd
copBasic documentation built on May 19, 2017, 4:40 p.m.

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