subrank: Computes Copula using Ranks and Subsampling
Version 0.9.7

Estimation of copula using ranks and subsampling. The main feature of this method is that simulation studies show a low sensitivity to dimension, on realistic cases. Vignette provides some theoretical documentation.

Browse man pages Browse package API and functions Browse package files

AuthorJerome Collet
Date of publication2016-04-01 10:13:27
MaintainerJerome Collet <jeromepcollet@gmail.com>
LicenseGPL (>= 3)
Version0.9.7
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("subrank")

Man pages

corc: Function to estimate copula using ranks and sub-sampling
corc0: Function to estimate copula using ranks and sub-sampling,...
desscop: Discrete copula graph, a two-dimensional projection
desscoptous: Discrete copula graph, ALL two-dimensional projections
estimdep: Dependence estimation
predictdep: Probability forecasting
predonfly: Probability forecasting
simany: Test statistic distribution under any hypothesis
simnul: Test statistic distribution under independence hypothesis
subrank-package: Package to estimate copula using ranks and sub-sampling

Functions

corc Man page Source code
corc0 Man page Source code
desscop Man page Source code
desscoptous Man page Source code
distance Source code
estimdep Man page Source code
predictdep Man page Source code
predonfly Man page Source code
simany Man page Source code
simnul Man page Source code
subrank Man page
subrank-package Man page

Files

inst
inst/doc
inst/doc/VignetteSubrank.pdf
inst/doc/VignetteSubrank.Rnw
src
src/lienR.c
src/Makevars
src/rk_isaac.h
src/randomkit.h
src/rk_sobol.c
src/rk_primitive.c
src/Tir.c
src/rk_mt.c
src/rk_mt.h
src/copc.c
src/Tir.h
src/copc.h
src/lienR.h
src/rk_primitive.h
src/rk_isaac.c
src/rk_sobol.h
NAMESPACE
R
R/simnul.R
R/corc.R
R/corc0.R
R/desscop.R
R/predictdep.R
R/desscoptous.R
R/simany.R
R/estimdep.R
R/predonfly.R
R/distance.R
vignettes
vignettes/despowers.pdf
vignettes/bibcop.bib
vignettes/convEsp.pdf
vignettes/VignetteSubrank.Rnw
vignettes/zetapeE15.pdf
vignettes/convVar.pdf
vignettes/zetapeE6.pdf
vignettes/zbougepasE.pdf
vignettes/zetapeE3.pdf
vignettes/zetapeE9.pdf
vignettes/zetapeE12.pdf
MD5
build
build/vignette.rds
DESCRIPTION
man
man/predictdep.Rd
man/corc.Rd
man/desscop.Rd
man/estimdep.Rd
man/desscoptous.Rd
man/simnul.Rd
man/corc0.Rd
man/simany.Rd
man/subrank-package.Rd
man/predonfly.Rd
subrank documentation built on May 19, 2017, 1:12 p.m.