lcopula: Liouville Copulas

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

Author
Leo Belzile [aut, cre], Christian Genest [aut, ctb], Alexander J. McNeil [ctb], Johanna G. Neslehova [ctb]
Date of publication
2016-07-06 14:56:47
Maintainer
Leo Belzile <leo.belzile@epfl.ch>
License
GPL-3
Version
0.206

View on CRAN

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...
isliouvm_m
Multiple marginal inverse survival function of Liouville...
K.plot
Kendall plot
lcopula-package
\Sexpr[results=rd,stage=build]{tools:::Rd_package_title("lcopula")}
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...

Files in this package

lcopula
lcopula/src
lcopula/src/generic.cpp
lcopula/src/densities.cpp
lcopula/src/RcppExports.cpp
lcopula/NAMESPACE
lcopula/NEWS
lcopula/data
lcopula/data/airquality.rda
lcopula/data/nutrient.rda
lcopula/data/danube.rda
lcopula/R
lcopula/R/liouville.R
lcopula/R/RcppExports.R
lcopula/R/liouville_extreme.R
lcopula/MD5
lcopula/build
lcopula/build/partial.rdb
lcopula/DESCRIPTION
lcopula/man
lcopula/man/hbvevdliouv.Rd
lcopula/man/express_coef_gumb.Rd
lcopula/man/theta.bci.Rd
lcopula/man/liouv.iTau.Rd
lcopula/man/pliouv.opt.Rd
lcopula/man/nutrient.Rd
lcopula/man/lcopula-package.Rd
lcopula/man/rarchi.Rd
lcopula/man/pickands.liouv.Rd
lcopula/man/isliouvm_m.Rd
lcopula/man/danube.Rd
lcopula/man/Liouville_marginal.Rd
lcopula/man/Liouville.Rd
lcopula/man/express_coef_clayton.Rd
lcopula/man/liouv.maxim.Rd
lcopula/man/liouv.Tau.Rd
lcopula/man/H_inv.Rd
lcopula/man/airquality.Rd
lcopula/man/sliouv.Rd
lcopula/man/sliouv_m.Rd
lcopula/man/K.plot.Rd
lcopula/man/pickands.plot.Rd