| aicCOP | Akaike Information Criterion between a Fitted Coupla and an... |
| AMHcop | The Ali-Mikhail-Haq Copula |
| asCOP | Wrapper on a User-Level Formula to Become a Copula Function |
| bicCOP | Bayesian Information Criterion between a Fitted Coupla and an... |
| bicoploc | Analog to Line of Organic Correlation by Copula Diagonal |
| bilmoms | Bivariate L-moments and L-comoments of a Copula |
| blomatrixCOP | A Matrix of Blomqvist-like Betas of a Copula |
| blomCOP | The Blomqvist Beta of a Copula |
| blomCOPss | Blomqvist (Schmid-Schmidt) Betas of a Copula |
| breveCOP | Add Asymmetry to a Copula |
| CIRCcop | Copula of Circular Uniform Distribution |
| CLcop | The Clayton 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 |
| convexCOP | Convex Combination of an Arbitrary Number of 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 | Data Frame Representation of the Bivariate Empirical Copula |
| EMPIRgrid | Grid of the Bivariate Empirical Copula |
| EMPIRgridder | Derivatives of the Grid of the Bivariate Empirical Copula for... |
| EMPIRgridder2 | Derivatives of the Grid of the Bivariate Empirical Copula for... |
| EMPIRgridderinv | Derivative Inverses of the Grid of the Bivariate Empirical... |
| EMPIRgridderinv2 | Derivative Inverses of the Grid of the Bivariate Empirical... |
| EMPIRmed.regress | Median Regression of the Grid of the Bivariate Empirical... |
| EMPIRmed.regress2 | Median Regression of the Grid of the Bivariate Empirical... |
| EMPIRqua.regress | Quantile Regression of the Grid of the Bivariate Empirical... |
| EMPIRqua.regress2 | Quantile Regression of the Grid of the Bivariate Empirical... |
| EMPIRsim | Simulate a Bivariate Empirical Copula |
| EMPIRsimv | Simulate a Bivariate Empirical Copula For a Fixed Value of U |
| EuvCOP | Expected value of U given V |
| EvuCOP | Expected value of V given U |
| FGMcop | The Generalized Farlie-Gumbel-Morgenstern Copula |
| footCOP | The Spearman Footrule of a Copula |
| FRcop | The Frank Copula |
| FRECHETcop | The Fréchet Family Copula |
| gEVcop | The Gaussian-based (Extreme Value) Copula |
| GHcop | The Gumbel-Hougaard Extreme Value Copula |
| giniCOP | The Gini Gamma of a Copula |
| GLcop | The Galambos Extreme Value Copula (with Gamma Power Mixture... |
| glueCOP | Gluing Two Copulas |
| gridCOP | Compute a Copula on a Grid |
| hoefCOP | The Hoeffding Phi of a Copula or Lp Distances (Independence,... |
| HRcop | The Hüsler-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? |
| JOcopB5 | The Joe/B5 Copula (B5) |
| joeskewCOP | Joe's Nu-Skew and the copBasic Nu-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 Divergence, and... |
| lcomCOP | L-comoments and Bivariate L-moments of a Copula |
| 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 |
| LzCOPpermsym | Maximum Asymmetry Measure (or Vector) of a Copula by... |
| M | The Fréchet-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... |
| M_N5p12b | Shuffles of Upper-Bound Copula, Example 5.12b of Nelsen's... |
| N4212cop | The Copula of Equation 4.2.12 of Nelsen's Book |
| ORDSUMcop | Ordinal Sums of M-Copula |
| ORDSUWcop | Ordinal Sums of W-Copula |
| 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... |
| RAYcop | The Rayleigh Copula |
| ReineckeWell266 | Porosity and Permeability Data for Well-266 of the Reinecke... |
| ReineckeWells | Porosity and Permeability Data for the Reinecke Oil Field,... |
| RFcop | The Raftery Copula |
| rhobevCOP | A Dependence Measure for a Bivariate Extreme Value Copula... |
| rhoCOP | The Spearman Rho of a Copula |
| rmseCOP | Root Mean Square Error between a Fitted Copula and an... |
| sectionCOP | The Sections or Derivative of the Sections of a Copula |
| semicorCOP | 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 an 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 Tau and Concordance Function of a Copula |
| tEVcop | The t-EV (Extreme Value) Copula |
| uvlmoms | Bivariate Skewness after Joe (2014) or the Univariate... |
| vuongCOP | The Vuong Procedure for Parametric Copula Comparison |
| W | The Fréchet-Hoeffding Lower-Bound Copula |
| W_N5p12a | Ordinal Sums of Lower-Bound Copula, Example 5.12a of Nelsen's... |
| wolfCOP | The Schweizer and Wolff Sigma of a Copula |
