Files in YafeiXu/CopulaModel
CopulaModel: Dependence Modeling with Copulas
DESCRIPTION
NAMESPACE
R/KLdiv.R
R/KLopt.R
R/ar2acf.R
R/asymgal.R
R/asymgum.R
R/asymgumMO.R
R/asymmetry.R
R/bifct.R
R/bivcopnllk.R
R/bivdepmeas.R
R/bivpmf.R
R/btsampleStaty.R
R/chkcop.R
R/contourBivCop.R
R/copBB17pow.R
R/copBB56810.R
R/copFGM.R
R/copMarkovts.R
R/copcdfpdf.R
R/copcdfpdf2.R
R/copcond.R
R/copcond2.R
R/copdepmeas.R
R/copdepmeas2.R
R/copderiv.R
R/copextreme.R
R/copmultiv.R
R/coptrivmxid.R
R/cor2pcor.R
R/cormat.R
R/cparbound.R
R/depmeasAsympVar.R
R/discreteresponse.R
R/exchmvn.R
R/f90-strfactnllk.R
R/f90gaussfactor.R
R/f90mvtfactor.R
R/fact1cop.R
R/fact1mvn.R
R/fact2cop.R
R/factanal2nllk.R
R/factorcopcdf.R
R/factorcopsim.R
R/fmdepmeas.R
R/gammaconvfactor.R
R/garchfilter.R
R/gausslegendre.R
R/gausstrvine.R
R/gausstrvineMST.R
R/genbeta2.R
R/gev.R
R/gpareto.R
R/gpoisson.R
R/imitlefA.R
R/invGauss.R
R/invgamA.R
R/ipsA.R
R/ir1fact.R
R/ir2fact.R
R/isposdef.R
R/load2pcor.R
R/logcopden.R
R/loglikvector.R
R/makedeptable.R
R/mdiscretenllk.R
R/mlmvtfact.R
R/mprobit.R
R/multext.R
R/mvt3nested.R
R/negbinom.R
R/nscore.R
R/ordinal.R
R/ordinalbivcop.R
R/ordprobit.univar.R
R/partialcor.R
R/pbnorm.R
R/pbvt.R
R/pcinterpolate.R
R/pdhessmin.R
R/pmnorm.R
R/pnestfactcop.R
R/rLTstochrep.R
R/rbivcop.R
R/rbivcop2C.R
R/rbivcopC.R
R/rcopulaGARCH.R
R/rectmult.R
R/rfactcop.R
R/rvinebvndiscnllk.R
R/rvinediscrete.R
R/rvinelogpdf.R
R/rvinenllk.R
R/rvinenllkderiv.R
R/rvinenllkpseud.R
R/rvinesim.R
R/structcopsim.R
R/tailwt-depm.R
R/taucor.R
R/tev.R
R/varray.R
R/vinemargincdf.R
R/zzz.R
asymcoptests/asymgal-test.out.txt
asymcoptests/asymgal-test.r
asymcoptests/asymgum-test.out.txt
asymcoptests/asymgum-test.r
asymcoptests/asymgumMO-test.out.txt
asymcoptests/asymgumMO-test.r
asymcoptests/bivMO-test.out.txt
asymcoptests/bivMO-test.r
bivcoptests/b245678-test.out.txt
bivcoptests/b245678-test.r
bivcoptests/bb1-tau2eqlm-test.out.txt
bivcoptests/bb1-tau2eqlm-test.r
bivcoptests/bb1rpow-test.out.txt
bivcoptests/bb1rpow-test.r
bivcoptests/bb1to10-test.out.txt
bivcoptests/bb1to10-test.r
bivcoptests/bb237-inf.r
bivcoptests/bb7pow-test.out.txt
bivcoptests/bb7pow-test.r
bivcoptests/bivcopnllk-test.out.txt
bivcoptests/bivcopnllk-test.r
bivcoptests/contour-plot.r
bivcoptests/contour2-plot.r
bivcoptests/copderiv-test.out.txt
bivcoptests/copderiv-test.r
bivcoptests/depmeas-test.out.txt
bivcoptests/depmeas-test.r
bivcoptests/frk-test.out.txt
bivcoptests/frk-test.r
bivcoptests/gammafactor-test.out.txt
bivcoptests/gammafactor-test.r
bivcoptests/gb2cop-test.out.txt
bivcoptests/gb2cop-test.r
bivcoptests/imitlefA-test.out.txt
bivcoptests/imitlefA-test.r
bivcoptests/invgamA-test.out.txt
bivcoptests/invgamA-test.r
bivcoptests/ipsA-plot.r
bivcoptests/ipsA-test.out.txt
bivcoptests/ipsA-test.r
bivcoptests/kldiv-test.out.txt
bivcoptests/kldiv-test.r
bivcoptests/logcopden-test.out.txt
bivcoptests/logcopden-test.r
bivcoptests/ml-invgamA-test.out.txt
bivcoptests/ml-invgamA-test.r
bivcoptests/ml-skewn-ipol-test.out.txt
bivcoptests/ml-skewn-ipol-test.r
bivcoptests/qpcondvec-test.out.txt
bivcoptests/qpcondvec-test.r
bivcoptests/rbb1to9-test.out.txt
bivcoptests/rbb1to9-test.r
bivcoptests/rcop1-test.out.txt
bivcoptests/rcop1-test.r
bivcoptests/rcop2-test.out.txt
bivcoptests/rcop2-test.r
bivcoptests/tailo-test.out.txt
bivcoptests/tailo-test.r
bivcoptests/tev-test.out.txt
bivcoptests/tev-test.r
data/ALAEloss.tab.gz
data/alae600.tab.gz
data/asianwklgret.RData
data/copparbounds.tab.gz
data/deptabder.RData
data/euro0306.tab.gz
data/euro07gf.RData
data/euro07lr.RData
data/kzrepmeas.tab.gz
data/ltmconv.RData
data/ordinalex.RData
data/rwmsubset.tab.gz
data/wcb8594.tab.gz
depmeasuretests/frkdepm-test.out.txt
depmeasuretests/frkdepm-test.r
depmeasuretests/ktau-test.out.txt
depmeasuretests/ktau-test.r
depmeasuretests/ktaub-test.out.txt
depmeasuretests/ktaub-test.r
depmeasuretests/ktauties-test.out.txt
depmeasuretests/ktauties-test.r
depmeasuretests/makedeptab.out.txt
depmeasuretests/makedeptab.r
depmeasuretests/tau-symcop-test.out.txt
depmeasuretests/tau-symcop-test.r
factmodtests/1fact-condcor-test.out.txt
factmodtests/1fact-condcor-test.r
factmodtests/1factsim-test.out.txt
factmodtests/1factsim-test.r
factmodtests/2factanal-test.out.txt
factmodtests/2factanal-test.r
factmodtests/2factsim-test-nq31-25-21.out.txt
factmodtests/2factsim-test.out.txt
factmodtests/2factsim-test.r
factmodtests/2factsim2-test.out.txt
factmodtests/2factsim2-test.r
factmodtests/bifact-test.out.txt
factmodtests/bifact-test.r
factmodtests/copgarch-test.out.txt
factmodtests/copgarch-test.r
factmodtests/fa-nllk-test.out.txt
factmodtests/fa-nllk-test.r
factmodtests/factanal-test.out.txt
factmodtests/factanal-test.r
factmodtests/fc12data-test.out.txt
factmodtests/fc12data-test.r
factmodtests/fc2t-data-test.out.txt
factmodtests/fc2t-data-test.r
factmodtests/gaussfact-test.out.txt
factmodtests/gaussfact-test.r
factmodtests/ktau-rhoS-test.out.txt
factmodtests/ktau-rhoS-test.r
factmodtests/mvt3nestfact-test.out.txt
factmodtests/mvt3nestfact-test.r
factmodtests/mvtfact-test.out.txt
factmodtests/mvtfact-test.r
factmodtests/nestfact-test.out.txt
factmodtests/nestfact-test.r
factmodtests/nestfact2grp-test.out.txt
factmodtests/nestfact2grp-test.r
factmodtests/rhofact-test.out.txt
factmodtests/rhofact-test.r
factmodtests/twdm-frank-test.out.txt
factmodtests/twdm-frank-test.r
factmodtests/twdm-gumbel-test.out.txt
factmodtests/twdm-gumbel-test.r
irfacttests/cop-deriv-IR.r
irfacttests/fisherinfo-IR.r
irfacttests/ir1fact-test.out.txt
irfacttests/ir1fact-test.r
irfacttests/ir1finfo-test.out.txt
irfacttests/ir1finfo-test.r
irfacttests/ir2fact-test.out.txt
irfacttests/ir2fact-test.r
irfacttests/ir2finfo-test.out.txt
irfacttests/ir2finfo-test.r
man/ALAE600.Rd
man/ALAEloss.Rd
man/CopulaModel-package.Rd
man/IRfactormle.Rd
man/IRfactorsim.Rd
man/KLdiv.Rd
man/ar2acf.Rd
man/asianwklgret.Rd
man/asymgum.Rd
man/asymmetry.Rd
man/bb1dep2cpar.Rd
man/bb1rpow.Rd
man/bifct.Rd
man/bivcopnllk.Rd
man/bivdepmeas.Rd
man/bivpmf.Rd
man/blomq.Rd
man/btsampleStaty.Rd
man/bvnsemic.Rd
man/bvtdep2cpar.Rd
man/chkcop.Rd
man/contourBivCop.Rd
man/copMarkovts.Rd
man/copderiv.Rd
man/copextreme.Rd
man/copmultiv.Rd
man/coptrivmxid.Rd
man/cor2pcor.Rd
man/cor2reg.Rd
man/cormat.Rd
man/cparbound.Rd
man/dbvn.Rd
man/depmeas2cpar.Rd
man/depmeasAsympVar.Rd
man/deppar2taurhobetalambda.Rd
man/deptab.Rd
man/discreteresponse.Rd
man/euro0306.Rd
man/euro07.Rd
man/exchmvn.Rd
man/extremevalue.Rd
man/fact1mvn.Rd
man/factanal.bi.Rd
man/factanal2nllk.Rd
man/factorcopcdf.Rd
man/factorcopmle.Rd
man/factorcopsim.Rd
man/fmdepmeas.Rd
man/gammaconvfactor.Rd
man/garchfilter.Rd
man/gausslegendre.Rd
man/gausstrvine.Rd
man/gausstrvineMST.Rd
man/genbeta2.Rd
man/gpois.Rd
man/gpoisson.Rd
man/imitlefA.Rd
man/invGauss.Rd
man/invGaussconvfactor.Rd
man/invgamA.Rd
man/ipsA.Rd
man/isposdef.Rd
man/kzrepmeas.Rd
man/load2pcor.Rd
man/loglikvector.Rd
man/ltmconv.Rd
man/makedeptable.Rd
man/mdiscretenllk.Rd
man/mprobit.Rd
man/mvtfact.Rd
man/negbinom.Rd
man/nscore.Rd
man/ordinal.Rd
man/ordinalbivcop.Rd
man/ordinalex.Rd
man/ordprobit.univar.Rd
man/partialcor.Rd
man/pbnorm.Rd
man/pcinterpolate.Rd
man/pcond.Rd
man/pcop.Rd
man/pdhessmin.Rd
man/pnestfactcop.Rd
man/rLTstochrep.Rd
man/rbivcop2param.Rd
man/rcop.Rd
man/rcopulaGARCH.Rd
man/rectmult.Rd
man/rfactcop.Rd
man/rhoNsemic.Rd
man/rvinediscbvnnllk.Rd
man/rvinediscrete.Rd
man/rvinenllk.Rd
man/rvinenllkderiv.Rd
man/rvinenllkpseud.Rd
man/rvinesim.Rd
man/rwmsubset.Rd
man/semicor.Rd
man/structcop.Rd
man/tailweightedDepmeas.Rd
man/taucor.Rd
man/uscore.Rd
man/varray2M.Rd
man/vinearray.Rd
man/vinemargincdf.Rd
man/wcb8594.Rd
misctests/gausslegquad-test.out.txt
misctests/gausslegquad-test.r
misctests/gp-test.out.txt
misctests/gp-test.r
misctests/nb-test.r
misctests/nb-tests.out.txt
misctests/nscore-test.out.txt
misctests/nscore-test.r
misctests/pt-interp-test.out.txt
misctests/pt-interp-test.r
multivtests/MVNlatent-test.out.txt
multivtests/MVNlatent-test.r
multivtests/cmp-mgal-mgum-test.out.txt
multivtests/cmp-mgal-mgum-test.r
multivtests/exch-pbnorm-test.out.txt
multivtests/exch-pbnorm-test.r
multivtests/exchmvn-test.out.txt
multivtests/exchmvn-test.r
multivtests/mordprobit-test.nonfixedseed.txt
multivtests/mordprobit-test.out.txt
multivtests/mordprobit-test.r
src/R_exchmvn.c
src/Rgauss-trvine-nonuniq.f90
src/Rgauss-trvine.f90
src/appr-ctcdf.f90
src/appr-t2fact.f90
src/appr-tbifact.f90
src/bb1facts.f90
src/bb1frkbifact.f90
src/bb1gumbifact.f90
src/cdfbvt.f
src/cop12factlik.f90
src/dpchev.f
src/dpchez.f
src/fastktau.c
src/frk12fact-lpdf.f90
src/frk12fact-pdf.f90
src/frkbb1nestfact.f90
src/frkbifact.f90
src/frkgumnestfact.f90
src/frknestfact.f90
src/gauleg.c
src/gevmle.c
src/gpmle.c
src/gum12fact.f90
src/gumbb1nestfact.f90
src/gumbifact.f90
src/gumfrk2fact.f90
src/gumfrkbifact.f90
src/gumnestfact.f90
src/irgau12fact.f90
src/irgaufinfo.f90
src/irgum12fact.f90
src/irgumfinfo.f90
src/irgumt2fact.f90
src/irt12fact.f90
src/irtgum2fact.f90
src/irtmixfinfo.f90
src/lgamma.c
src/loglik-wo-deriv.f90
src/lsolve.f90
src/miscutil.c
src/mvnscher.c
src/mvtfactwithgrad.f90
src/mvttrifact.f90
src/otherfns.f90
src/pbnorm.c
src/pbnorm_f.c
src/pbvt.f90
src/pcor.f90
src/pmnorm.c
src/pnorm.f90
src/ptbeta.c
src/qcgal.c
src/qcgum.c
src/qchr.c
src/qcond.f90
src/qcondbb.c
src/qt.c
src/qtnorm.f90
src/rbb1-v2.c
src/rbb10.c
src/rbb2.c
src/rbb3.c
src/rbb4.c
src/rbb5.c
src/rbb6.c
src/rbb7.c
src/rbb8.c
src/rbb9.c
src/rcopgarch1fact.c
src/rcopgarch2fact.c
src/rcopgarchbifact-ipol.c
src/rcopgarchbifact.c
src/rcopgarchnestfact-ipol.c
src/rcopgarchnestfact.c
src/rfact.c
src/rfrk.c
src/rgal.c
src/rgum.c
src/rhr.c
src/rjoeb5.c
src/rmfrk.c
src/rpla.c
src/rt.c
src/rvine-bvnpmf.f90
src/t12fact.f90
src/tbb1nestfact.f90
src/tbifact.f90
src/tnestfact.f90
src/urand.c
src/varray.f90
vinetests/acf-ar2-test.out.txt
vinetests/acf-ar2-test.r
vinetests/discretebvnvine-test.out.txt
vinetests/discretebvnvine-test.r
vinetests/discretervine-KL-test.out.txt
vinetests/discretervine-KL-test.r
vinetests/gauss-logdet-test.out-feb2014.txt
vinetests/gauss-logdet-test.out.txt
vinetests/gauss-logdet-test.r
vinetests/llkder-dvine-test.out.txt
vinetests/llkder-dvine-test.r
vinetests/pcor2reg-test.out.txt
vinetests/pcor2reg-test.r
vinetests/rvine-flexible-test.out.txt
vinetests/rvine-flexible-test.r
vinetests/rvine-pseud-test.out.txt
vinetests/rvine-pseud-test.r
vinetests/rvine-vecsimul1-test.out.txt
vinetests/rvine-vecsimul1-test.r
vinetests/rvine-vecsimul2-test.out.txt
vinetests/rvine-vecsimul2-test.r
vinetests/rvinelogpdf-test.out.txt
vinetests/rvinelogpdf-test.r
vinetests/varray-test.out.txt
vinetests/varray-test.r
vinetests/varraycheck-test.out.txt
vinetests/varraycheck-test.r
vinetests/vine-bivmarg-test.out.txt
vinetests/vine-bivmarg-test.r
vinetests/vine-bivtwdm-test.out.txt
vinetests/vine-bivtwdm-test.r
vinetests/vine-equivclass-ex-test.out.txt
vinetests/vine-equivclass-ex-test.r
vinetests/vinepmf-test.out.txt
vinetests/vinepmf-test.r
