Man pages for copula
Multivariate Dependence with Copulas

absdpsiMCAbsolute Value of Generator Derivatives via Monte Carlo
acopula-classClass "acopula" of Archimedean Copula Families
acRDistribution of the Radial Part of an Archimedean Copula
allCompAll Components of a (Inner or Outer) Nested Archimedean...
AnNonparametric Rank-based Estimators of the Pickands...
archmCopulaConstruction of Archimedean Copula Class Object
archmCopula-classClass "archmCopula"
assocMeasuresDependence Measures for Bivariate Copulas
asymCopulaConstruction of copulas using Khoudraji's device
asymCopula-classClass '"khoudrajiCopula"' and its Subclasses
BernoulliCompute Bernoulli Numbers
beta.BlomqvistSample and Population Version of Blomqvist's Beta for...
cCopulaConditional Distributions and Their Inverses from Copulas
cloud2-methodsCloud Plot Methods ('cloud2') in Package 'copula'
coeffGCoefficients of Polynomial used for Gumbel Copula
contour-methodsMethods for Contour Plots in Package 'copula'
contourplot2-methodsContour Plot Methods 'contourplot2' in Package 'copula'
copFamiliesSpecific Archimedean Copula Families ("acopula" Objects)
CopulaDensity, Evaluation, and Random Number Generation for Copula...
copula-classMother Classes "Copula", etc of all Copulas in the Package
copula-internalInternal Copula Functions
copula-packageMultivariate Dependence Modeling with Copulas
corKendall(Fast) Computation of Pairwise Kendall's Taus
dDiagDensity of the Diagonal of (Nested) Archimedean Copulas
describeCopCopula (Short) Description as String
dnacopulaDensity Evaluation for (Nested) Archimedean Copulas
ellipCopulaConstruction of Elliptical Copula Class Objects
ellipCopula-classClass "ellipCopula" of Elliptical Copulas
emdeMinimum Distance Estimators for (Nested) Archimedean Copulas
emleMaximum Likelihood Estimators for (Nested) Archimedean...
empCopulaThe Empirical Copula
empCopula-classClass "empCopula" of Empirical Copulas
enacopulaEstimation Procedures for (Nested) Archimedean Copulas
estim-miscVarious Estimators for (Nested) Archimedean Copulas
evCopulaConstruction of Extreme-Value Copula Objects
evCopula-classClasses Representing Extreme-Value Copulas
evTestABivariate Test of Extreme-Value Dependence Based on Pickands'...
evTestCLarge-sample Test of Multivariate Extreme-Value Dependence
evTestKBivariate Test of Extreme-Value Dependence Based on Kendall's...
exchEVTestTest of Exchangeability for Certain Bivariate Copulas
exchTestTest of Exchangeability for a Bivariate Copula
fgmCopulaConstruction of a fgmCopula Class Object
fgmCopula-classClass "fgmCopula" - Multivariate Multiparameter...
fhCopulaConstruction of Fréchet-Hoeffding Bound Copula Objects
fhCopula-classClass "fhCopula" of Fréchet-Hoeffding Bound Copulas
fitCopulaFitting Copulas to Data - Copula Parameter Estimation
fitCopula-classClasses of Fitted Multivariate Models: Copula, Mvdc
fitLambdaNon-parametric Estimators of the Matrix of Tail-Dependence...
fitMvdcEstimation of Multivariate Models Defined via Copulas
fixedParFix a Subset of a Copula Parameter Vector
gasoilDaily Crude Oil and Natural Gas Prices from 2003 to 2006
generator-methodsGenerator Functions for Archimedean and Extreme-Value Copulas
getAcopGet "acopula" Family Object by Name
getIniParamGet Initial Parameter Estimate for Copula
getThetaGet the Parameter(s) of a Copula
ggraph-toolsComputations for Graphical GOF Test via Pairwise Rosenblatt...
gnacopulaGoodness-of-fit Testing for (Nested) Archimedean Copulas
gofCopulaGoodness-of-fit Tests for Copulas
gofEVCopulaGoodness-of-fit Tests for Bivariate Extreme-Value Copulas
gofOtherTstatVarious Goodness-of-fit Test Statistics
gofTstatGoodness-of-fit Test Statistics
htrafoGOF Testing Transformation of Hering and Hofert
indepCopulaConstruction of Independence Copula Objects
indepCopula-classClass "indepCopula"
indepTestTest Independence of Continuous Random Variables via...
initOptInitial Interval or Value for Parameter Estimation of...
intervalConstruct Simple "interval" Object
interval-classClass "interval" of Simple Intervals
KKendall Distribution Function for Archimedean Copulas
log1mexpCompute f(a) = log(1 +/- exp(-a)) Numerically Optimally
lossLOSS and ALAE Insurance Data
margCopulaMarginal copula of a Copula With Specified Margins
math-funSinc, Zolotarev's, and Other Mathematical Utility Functions
matrix_toolsTools to Work with Matrices
mixCopulaCreate Mixture of Copulas
mixCopula-classClass '"mixCopula"' of Copula Mixtures
moCopulaThe Marshall-Olkin Copula
moCopula-classClass "moCopula" of Marshall-Olkin Copulas
multIndepTestIndependence Test Among Continuous Random Vectors Based on...
multSerialIndepTestSerial Independence Test for Multivariate Time Series via...
MvdcMultivariate Distributions Constructed from Copulas
mvdc-classClass "mvdc": Multivariate Distributions from Copulas
nacopula-classClass "nacopula" of Nested Archimedean Copulas
nacPairthetasPairwise Thetas of Nested Archimedean Copulas
nacTimingTiming for Sampling Frailties of Nested Archimedean Copulas
nesdepthNesting Depth of a Nested Archimedean Copula ("nacopula")
onacopulaConstructing (Outer) Nested Archimedean Copulas
opowerOuter Power Transformation of Archimedean Copulas
pairs2Scatter-Plot Matrix ('pairs') for Copula Distributions with...
pairsCondPairs Plot of a cu.u Object (Internal Use)
pairsRosenblattPlots for Graphical GOF Test via Pairwise Rosenblatt...
persp-methodsMethods for Function 'persp' in Package 'copula'
plackettCopulaConstruction of a Plackett Copula
plackettCopula-classClass "plackettCopula" of Plackett Copulas
plot-methodsMethods for 'plot' in Package 'copula'
pnacopulaEvaluation of (Nested) Archimedean Copulas
pobsPseudo-Observations
polylogPolylogarithm Li_s(z) and Debye Functions
polynEvalEvaluate Polynomials
printNacopulaPrint Compact Overview of a Nested Archimedean Copula...
probComputing Probabilities of Hypercubes
qqplot2Q-Q Plot with Rugs and Pointwise Asymptotic Confidence...
radSymTestTest of Exchangeability for a Bivariate Copula
rdjDaily Returns of Three Stocks in the Dow Jones
retstableSampling Exponentially Tilted Stable Distributions
rF01FrankJoeSample Univariate Distributions Involved in Nested Frank and...
rFFrankJoeSampling Distribution F for Frank and Joe
rlogSampling Logarithmic Distributions
rnacModelRandom nacopula Model
rnacopulaSampling Nested Archimedean Copulas
rnchildSampling Child 'nacopula's
rotCopulaConstruction and Class of Rotated aka Reflected Copulas
RSpobsPseudo-Observations of Radial and Uniform Part of Elliptical...
rstable1Random numbers from (Skew) Stable Distributions
safeUrootOne-dimensional Root (Zero) Finding - Extra "Safety" for...
serialIndepTestSerial Independence Test for Continuous Time Series Via...
setThetaSpecify the Parameter(s) of a Copula
show-methodsMethods for 'show()' in Package 'copula'
SibuyaSibuya Distribution - Sampling and Probabilities
SMI.12SMI Data - 141 Days in Winter 2011/2012
splom2-methodsMethods for Scatter Plot Matrix 'splom2' in Package 'copula'
StirlingEulerian and Stirling Numbers of First and Second Kind
tauAMHAli-Mikhail-Haq ("AMH")'s and Joe's Kendall's Tau
uraniumUranium Exploration Dataset of Cook & Johnson (1986)
varianceReductionVariance-Reduction Methods
wireframe2-methodsPerspective Plots - 'wireframe2' in Package 'copula'
xvCopulaModel (copula) selection based on 'k'-fold cross-validation
copula documentation built on Feb. 16, 2023, 8:46 p.m.