lcopula: Liouville Copulas
Version 1.0

Collections of functions allowing random number generations and estimation of Liouville copulas.

Browse man pages Browse package API and functions Browse package files

AuthorLeo Belzile [aut, cre], Christian Genest [aut, ctb], Alexander J. McNeil [ctb], Johanna G. Neslehova [ctb]
Date of publication2017-02-01 16:46:23
MaintainerLeo Belzile <leo.belzile@epfl.ch>
LicenseGPL-3
Version1.0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("lcopula")

Man pages

airquality: Daily air pollutant measures in Leeds
danube: Ranks of preprocessed monthly Danube river flow measurements
express_coef_clayton: Clayton coefficient for Kendall's tau formula
express_coef_gumb: Gumbel coefficient for Kendall's tau formula
hbvevdliouv: Bivariate spectral density of the CDA of survival copula and...
H_inv: Inverse survival function if Monte-Carlo approximation is set...
isliouv_m: Multiple marginal inverse survival function of Liouville...
K.plot: Kendall plot
lcopula-package: Liouville Copulas
Liouville: Liouville copulas
Liouville_marginal: Liouville vectors marginal functions
liouv.iTau: Moment estimate for theta derived from Kendall's tau formula
liouv.maxim: Maximization of Liouville copula likelihood function
liouv.Tau: Computes Kendall's tau for Clayton or Gumbel Liouville copula
nutrient: Women daily nutrient intake
pickands.liouv: Pickands dependence function for the copula domain of...
pickands.plot: Plot Pickands dependence function for CDA of Liouville...
pliouv.opt: Internal code for the copula likelihood function of Liouville...
rarchi: Archimedean copula sampler
sliouv: Joint survival function of Liouville vectors
sliouv_m: Multiple marginal survival function for Liouville vectors
theta.bci: Parametric bootstrap confidence interval for the parameter...

Functions

H_inv Man page Source code
K.plot Man page Source code
Liouville Man page
Liouville_marginal Man page
airquality Man page
b Source code
coeffG Source code
danube Man page
dens_const Source code
diri_density Source code
dliouv Man page Source code
dliouvm Man page Source code
express_coef_clayton Man page Source code
express_coef_gumb Man page Source code
hbvevdliouv Man page Source code
isliouv_m Man page Source code
isliouvm Man page Source code
lcopula Man page
lcopula-package Man page
liouv.Tau Man page
liouv.Tau_s Source code
liouv.iTau Man page
liouv.iTau_s Source code
liouv.maxim Man page Source code
liouv.maxim.mm Man page Source code
marginCombo Source code
nutrient Man page
pickands.dir.uni Source code
pickands.fun.uni Source code
pickands.liouv Man page Source code
pickands.plot Man page Source code
pliouv Man page Source code
pliouv.opt Man page Source code
pliouv.opt_old Source code
pliouvm Man page Source code
rarchi Man page Source code
rliouv Man page Source code
sliouv Man page Source code
sliouv_m Man page Source code
sliouvm Man page Source code
spectral_dens_R Source code
spectraldensity Source code
theta.bci Man page Source code

Files

src
src/generic.cpp
src/densities.cpp
src/RcppExports.cpp
NAMESPACE
NEWS
data
data/airquality.rda
data/nutrient.rda
data/danube.rda
R
R/liouville.R
R/RcppExports.R
R/liouville_extreme.R
MD5
build
build/partial.rdb
DESCRIPTION
man
man/hbvevdliouv.Rd
man/express_coef_gumb.Rd
man/isliouv_m.Rd
man/theta.bci.Rd
man/liouv.iTau.Rd
man/pliouv.opt.Rd
man/nutrient.Rd
man/lcopula-package.Rd
man/rarchi.Rd
man/pickands.liouv.Rd
man/danube.Rd
man/Liouville_marginal.Rd
man/Liouville.Rd
man/express_coef_clayton.Rd
man/liouv.maxim.Rd
man/liouv.Tau.Rd
man/H_inv.Rd
man/airquality.Rd
man/sliouv.Rd
man/sliouv_m.Rd
man/K.plot.Rd
man/pickands.plot.Rd
lcopula documentation built on May 20, 2017, 2:16 a.m.