fgac: Generalized Archimedean Copula
Version 0.6-1

Bi-variate data fitting is done by two stochastic components: the marginal distributions and the dependency structure. The dependency structure is modeled through a copula. An algorithm was implemented considering seven families of copulas (Generalized Archimedean Copulas), the best fitting can be obtained looking all copula's options (totally positive of order 2 and stochastically increasing models).

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AuthorVeronica Andrea Gonzalez-Lopez <veronica@ime.unicamp.br>
Date of publication2012-10-29 08:58:45
MaintainerVeronica Andrea Gonzalez-Lopez <veronica@ime.unicamp.br>
LicenseGPL
Version0.6-1
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("fgac")

Man pages

cumulativemarg: cumulativemarg
dirac1: dirac1
dirac2: dirac2
diracS1: diracS1
diracS2: diracS2
fcopulamodel: fcopulamodel
FE1vector: FE1vector
FE2: FE2
fitCBB: fitCBB
fitlambdas: fitlambdas
ftest: ftest
ivphiBB1: ivphiBB1
ivphiBB2: ivphiBB2
ivphiBB3: ivphiBB3
ivphiBB6: ivphiBB6
ivphiBB7: ivphiBB7
ivpsiGumbel: ivpsiGumbel
ivpsiKS: ivpsiKS
KGalambos: KGalambos
OptimCBB: OptimCBB
pCBB1: pCBB1
pCBB2: pCBB2
pCBB3: pCBB3
pCBB4: pCBB4
pCBB5: pCBB5
pCBB6: pCBB6
pCBB7: pCBB7
pCMax: pCMax
pCMin: pCMin
pcopula1: pcopula1
pcopula2: pcopula2
pempirical: pempirical
phiBB1: phiBB1
phiBB2: phiBB2
phiBB3: phiBB3
phiBB6: phiBB6
phiBB7: phiBB7
psiGumbel: psiGumbel
psiKS: psiKS
SOB2: SOB2

Functions

FE1vector Man page
FE2 Man page
KGalambos Man page
OptimCBB Man page
SOB2 Man page
cumulativemarg Man page
dirac1 Man page
dirac2 Man page
diracS1 Man page
diracS2 Man page
fcopulamodel Man page
fitCBB Man page
fitlambdas Man page
ftest Man page
ivphiBB1 Man page
ivphiBB2 Man page
ivphiBB3 Man page
ivphiBB6 Man page
ivphiBB7 Man page
ivpsiGumbel Man page
ivpsiKS Man page
pCBB1 Man page
pCBB2 Man page
pCBB3 Man page
pCBB4 Man page
pCBB5 Man page
pCBB6 Man page
pCBB7 Man page
pCMax Man page
pCMin Man page
pcopula1 Man page
pcopula2 Man page
pempirical Man page
phiBB1 Man page
phiBB2 Man page
phiBB3 Man page
phiBB6 Man page
phiBB7 Man page
psiGumbel Man page
psiKS Man page

Files

README
NAMESPACE
man
man/ivphiBB7.Rd
man/ivphiBB3.Rd
man/pempirical.Rd
man/phiBB2.Rd
man/FE1vector.Rd
man/phiBB1.Rd
man/ivphiBB1.Rd
man/diracS2.Rd
man/pCBB2.Rd
man/pCMax.Rd
man/FE2.Rd
man/psiKS.Rd
man/pCBB1.Rd
man/dirac2.Rd
man/pCBB5.Rd
man/OptimCBB.Rd
man/phiBB6.Rd
man/pCBB6.Rd
man/ftest.Rd
man/phiBB7.Rd
man/fcopulamodel.Rd
man/psiGumbel.Rd
man/phiBB3.Rd
man/pCBB4.Rd
man/ivphiBB6.Rd
man/pcopula2.Rd
man/fitlambdas.Rd
man/ivpsiKS.Rd
man/ivphiBB2.Rd
man/diracS1.Rd
man/pCBB3.Rd
man/pCBB7.Rd
man/KGalambos.Rd
man/cumulativemarg.Rd
man/SOB2.Rd
man/fitCBB.Rd
man/dirac1.Rd
man/pcopula1.Rd
man/pCMin.Rd
man/ivpsiGumbel.Rd
DESCRIPTION
MD5
R
R/cumulativemarg.R
R/FE1vector.R
R/dirac1.R
R/pCBB6.R
R/ivphiBB7.R
R/diracS1.R
R/OptimCBB.R
R/SOB2.R
R/phiBB2.R
R/pCBB7.R
R/ivphiBB2.R
R/fcopulamodel.R
R/ivphiBB1.R
R/fitlambdas.R
R/ivpsiGumbel.R
R/pCMin.R
R/phiBB6.R
R/pCBB3.R
R/KGalambos.R
R/pcopula2.R
R/ivphiBB3.R
R/phiBB7.R
R/fitCBB.R
R/pCMax.R
R/pcopula1.R
R/pempirical.R
R/pCBB5.R
R/psiGumbel.R
R/pCBB2.R
R/dirac2.R
R/ftest.R
R/ivphiBB6.R
R/psiKS.R
R/pCBB4.R
R/diracS2.R
R/phiBB3.R
R/FE2.R
R/pCBB1.R
R/ivpsiKS.R
R/phiBB1.R
fgac documentation built on May 19, 2017, 5:34 p.m.