absdpsiMC | Absolute Value of Generator Derivatives via Monte Carlo |
acopula-class | Class "acopula" of Archimedean Copula Families |
acR | Distribution of the Radial Part of an Archimedean Copula |
allComp | All Components of a (Inner or Outer) Nested Archimedean... |
An | Nonparametric Rank-based Estimators of the Pickands... |
archmCopula | Construction of Archimedean Copula Class Object |
archmCopula-class | Class "archmCopula" |
assocMeasures | Dependence Measures for Bivariate Copulas |
asymCopula | Construction of copulas using Khoudraji's device |
asymCopula-class | Class '"khoudrajiCopula"' and its Subclasses |
Bernoulli | Compute Bernoulli Numbers |
beta.Blomqvist | Sample and Population Version of Blomqvist's Beta for... |
cCopula | Conditional Distributions and Their Inverses from Copulas |
cloud2-methods | Cloud Plot Methods ('cloud2') in Package 'copula' |
coeffG | Coefficients of Polynomial used for Gumbel Copula |
contour-methods | Methods for Contour Plots in Package 'copula' |
contourplot2-methods | Contour Plot Methods 'contourplot2' in Package 'copula' |
copFamilies | Specific Archimedean Copula Families ("acopula" Objects) |
Copula | Density, Evaluation, and Random Number Generation for Copula... |
copula-class | Mother Classes "Copula", etc of all Copulas in the Package |
copula-internal | Internal Copula Functions |
copula-package | Multivariate Dependence Modeling with Copulas |
corKendall | (Fast) Computation of Pairwise Kendall's Taus |
dDiag | Density of the Diagonal of (Nested) Archimedean Copulas |
describeCop | Copula (Short) Description as String |
dnacopula | Density Evaluation for (Nested) Archimedean Copulas |
ellipCopula | Construction of Elliptical Copula Class Objects |
ellipCopula-class | Class "ellipCopula" of Elliptical Copulas |
emde | Minimum Distance Estimators for (Nested) Archimedean Copulas |
emle | Maximum Likelihood Estimators for (Nested) Archimedean... |
empCopula | The Empirical Copula |
empCopula-class | Class "empCopula" of Empirical Copulas |
enacopula | Estimation Procedures for (Nested) Archimedean Copulas |
estim-misc | Various Estimators for (Nested) Archimedean Copulas |
evCopula | Construction of Extreme-Value Copula Objects |
evCopula-class | Classes Representing Extreme-Value Copulas |
evTestA | Bivariate Test of Extreme-Value Dependence Based on Pickands'... |
evTestC | Large-sample Test of Multivariate Extreme-Value Dependence |
evTestK | Bivariate Test of Extreme-Value Dependence Based on Kendall's... |
exchEVTest | Test of Exchangeability for Certain Bivariate Copulas |
exchTest | Test of Exchangeability for a Bivariate Copula |
fgmCopula | Construction of a fgmCopula Class Object |
fgmCopula-class | Class "fgmCopula" - Multivariate Multiparameter... |
fhCopula | Construction of Fréchet-Hoeffding Bound Copula Objects |
fhCopula-class | Class "fhCopula" of Fréchet-Hoeffding Bound Copulas |
fitCopula | Fitting Copulas to Data - Copula Parameter Estimation |
fitCopula-class | Classes of Fitted Multivariate Models: Copula, Mvdc |
fitLambda | Non-parametric Estimators of the Matrix of Tail-Dependence... |
fitMvdc | Estimation of Multivariate Models Defined via Copulas |
fixedPar | Fix a Subset of a Copula Parameter Vector |
gasoil | Daily Crude Oil and Natural Gas Prices from 2003 to 2006 |
generator-methods | Generator Functions for Archimedean and Extreme-Value Copulas |
getAcop | Get "acopula" Family Object by Name |
getIniParam | Get Initial Parameter Estimate for Copula |
getTheta | Get the Parameter(s) of a Copula |
ggraph-tools | Computations for Graphical GOF Test via Pairwise Rosenblatt... |
gnacopula | Goodness-of-fit Testing for (Nested) Archimedean Copulas |
gofCopula | Goodness-of-fit Tests for Copulas |
gofEVCopula | Goodness-of-fit Tests for Bivariate Extreme-Value Copulas |
gofOtherTstat | Various Goodness-of-fit Test Statistics |
gofTstat | Goodness-of-fit Test Statistics |
htrafo | GOF Testing Transformation of Hering and Hofert |
indepCopula | Construction of Independence Copula Objects |
indepCopula-class | Class "indepCopula" |
indepTest | Test Independence of Continuous Random Variables via... |
initOpt | Initial Interval or Value for Parameter Estimation of... |
interval | Construct Simple "interval" Object |
interval-class | Class "interval" of Simple Intervals |
K | Kendall Distribution Function for Archimedean Copulas |
log1mexp | Compute f(a) = log(1 +/- exp(-a)) Numerically Optimally |
loss | LOSS and ALAE Insurance Data |
margCopula | Marginal copula of a Copula With Specified Margins |
math-fun | Sinc, Zolotarev's, and Other Mathematical Utility Functions |
matrix_tools | Tools to Work with Matrices |
mixCopula | Create Mixture of Copulas |
mixCopula-class | Class '"mixCopula"' of Copula Mixtures |
moCopula | The Marshall-Olkin Copula |
moCopula-class | Class "moCopula" of Marshall-Olkin Copulas |
multIndepTest | Independence Test Among Continuous Random Vectors Based on... |
multSerialIndepTest | Serial Independence Test for Multivariate Time Series via... |
Mvdc | Multivariate Distributions Constructed from Copulas |
mvdc-class | Class "mvdc": Multivariate Distributions from Copulas |
nacopula-class | Class "nacopula" of Nested Archimedean Copulas |
nacPairthetas | Pairwise Thetas of Nested Archimedean Copulas |
nacTiming | Timing for Sampling Frailties of Nested Archimedean Copulas |
nesdepth | Nesting Depth of a Nested Archimedean Copula ("nacopula") |
onacopula | Constructing (Outer) Nested Archimedean Copulas |
opower | Outer Power Transformation of Archimedean Copulas |
pairs2 | Scatter-Plot Matrix ('pairs') for Copula Distributions with... |
pairsCond | Pairs Plot of a cu.u Object (Internal Use) |
pairsRosenblatt | Plots for Graphical GOF Test via Pairwise Rosenblatt... |
persp-methods | Methods for Function 'persp' in Package 'copula' |
plackettCopula | Construction of a Plackett Copula |
plackettCopula-class | Class "plackettCopula" of Plackett Copulas |
plot-methods | Methods for 'plot' in Package 'copula' |
pnacopula | Evaluation of (Nested) Archimedean Copulas |
pobs | Pseudo-Observations |
polylog | Polylogarithm Li_s(z) and Debye Functions |
polynEval | Evaluate Polynomials |
printNacopula | Print Compact Overview of a Nested Archimedean Copula... |
prob | Computing Probabilities of Hypercubes |
qqplot2 | Q-Q Plot with Rugs and Pointwise Asymptotic Confidence... |
radSymTest | Test of Exchangeability for a Bivariate Copula |
rdj | Daily Returns of Three Stocks in the Dow Jones |
retstable | Sampling Exponentially Tilted Stable Distributions |
rF01FrankJoe | Sample Univariate Distributions Involved in Nested Frank and... |
rFFrankJoe | Sampling Distribution F for Frank and Joe |
rlog | Sampling Logarithmic Distributions |
rnacModel | Random nacopula Model |
rnacopula | Sampling Nested Archimedean Copulas |
rnchild | Sampling Child 'nacopula's |
rotCopula | Construction and Class of Rotated aka Reflected Copulas |
RSpobs | Pseudo-Observations of Radial and Uniform Part of Elliptical... |
rstable1 | Random numbers from (Skew) Stable Distributions |
safeUroot | One-dimensional Root (Zero) Finding - Extra "Safety" for... |
serialIndepTest | Serial Independence Test for Continuous Time Series Via... |
setTheta | Specify the Parameter(s) of a Copula |
show-methods | Methods for 'show()' in Package 'copula' |
Sibuya | Sibuya Distribution - Sampling and Probabilities |
SMI.12 | SMI Data - 141 Days in Winter 2011/2012 |
splom2-methods | Methods for Scatter Plot Matrix 'splom2' in Package 'copula' |
Stirling | Eulerian and Stirling Numbers of First and Second Kind |
tauAMH | Ali-Mikhail-Haq ("AMH")'s and Joe's Kendall's Tau |
uranium | Uranium Exploration Dataset of Cook & Johnson (1986) |
varianceReduction | Variance-Reduction Methods |
wireframe2-methods | Perspective Plots via 'wireframe2' |
xvCopula | Model (copula) selection based on 'k'-fold cross-validation |
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