fgac: Generalized Archimedean Copula

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).

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

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Files

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

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