fgac: Generalized Archimedean Copula

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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).

Author
Veronica Andrea Gonzalez-Lopez <veronica@ime.unicamp.br>
Date of publication
2012-10-29 08:58:45
Maintainer
Veronica Andrea Gonzalez-Lopez <veronica@ime.unicamp.br>
License
GPL
Version
0.6-1

View on CRAN

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

Files in this package

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