Man pages for cort
Some Empiric and Nonparametric Copula Models

biv_rho-methodsSpearman's rho matrix of a copula
biv_tau-methodsKendall's tau matrix of a copula
cbCopula-ClassCheckerboard copulas
cbkmCopula-ClassCheckerboards with known margins
clayton_dataDataset clayton_data
constraint_infl-methodsConstraint influence of the model (if it has one)
ConvexCombCopula-ClassConvex Combination of copulas.
Cort-ClassCort copulas
CortForest-ClassBagged Cort copulas
dCopula-methodsCopula density
funcdep_dataDataset funcdep_data
impossible_dataDataset impossible_data
kendall_func-methodsKendall function of a copula (if it has one)
loss-methodsLoss of a copula estimation (if the model has one)
pCopula-methodsCopula cdf
project_on_dims-methodsProjection on smaller dimensions of a copula (if implemented)
quad_norm-methodsQuadratic norm of the model (if it has one)
quad_prod-methodsQuadratic product of two copulas (if they have one)
quad_prod_with_data-methodsQuadratic product with data of the model (if it has one)
rCopula-methodsCopula random generation
recoveryourself_dataDataset recoveryourself_data
vCopula-methodsCopula volume on hyper-boxes
cort documentation built on Jan. 13, 2021, 8:57 p.m.