Man pages for YafeiXu/CopulaModel
CopulaModel: Dependence Modeling with Copulas

ALAE600ALAE-loss subset of size 600
ALAElossALAE-loss data set
ar2acfAutocorrelation of Gaussian AR2 given lag1 and lag2...
asianwklgretWeekly returns from 4 Asian markets
asymgumBivariate asymmetric Gumbel and Galambos copulas
asymmetryAsymmetry / skewness measures for bivariate copulas
bb1dep2cparBB1 Bivariate copula: mapping of measure of association and...
bb1rpowThree-parameter bivariate copula families
bifctbi-factor and tri-factor structure
bivcopnllkNegative log-likelihood for bivariate copula model
bivdepmeasKendall's tau, Spearman's rho and normal scores correlation...
bivpmfbivariate probability mass function: cdf and correlation
blomqBlomqvist's beta for bivariate data set
btsampleStatyBootstrap from a stationary time series
bvnsemicSemi-correlation for bivariate Gaussian
bvtdep2cparBivariate t copula: mapping of measure of association to...
chkcopChecks for pcop pcond dcop qcond functions
contourBivCopContour plot of bivariate copula density with standard...
copderivDerivatives of log copula density and copula conditional cdf
copextremeBoundary copula cdfs
copMarkovtsmaximum likelihood estimation and negative log-likelihood for...
copmultivmultivariate copula cdfs
coptrivmxidTrivariate copula cdfs from mixture of max-id
CopulaModel-packageCopulaModel: Dependence Modeling with Copulas
cor2pcorcorrelations to partial correlations and vice versa for vine...
cor2regcorrelations to regression coefficients and vice versa for...
cormatFunctions on correlation matrices
cparboundCopula parameter bounds
dbvnbivariate normal (Gaussian) and t densities
depmeas2cparConvert from a dependence measure to copula parameter
depmeasAsympVarAsymptotic variance of Kendall's tau, Spearman's rho and...
deppar2taurhobetalambdaBivariate copulas: mappings of copula parameter and...
deptabTables of dependence measures for 1-parameter bivariate...
discreteresponseCopula models for count response data
euro0306Log returns for some Euro markets
euro07log returns and GARCH-filtered log returns for some Euro...
exchmvnExchangeable (positive) multivariate normal
extremevalueMaximum likelihood for GEV and generalized Pareto
fact1mvnRectangle probability for multivariate normal with 1-factor...
factanal2nllknegative log-likelihood via factor analysis
factanal.biGaussian factor analysis: common and bi-factor
factorcopcdfBivariate marginal copula cdfs for 1-factor and 2-factor...
factorcopmleMLE and negative log-likelihood for factor copula models
factorcopsimSimulation for factor copulas
fmdepmeasSpearman rho matrix for 1-factor, 2-factor, nested factor...
gammaconvfactorGamma convolution factor model
garchfilterGARCH filter applied separately to log returns
gausslegendreGauss-Legendre quadrature
gausstrvineBest Gaussian truncated vines
gausstrvineMSTGaussian truncated d-dimensional vines based on sequential...
genbeta2Copula based on generalized beta of order 2
gpoisGeneralized Poisson cdf and pmf
gpoissonGeneralized Poisson regression for count data
imitlefABivariate Archimedean copula based on integrated...
invgamABivariate Archimedean copula based on inverse gamma LT
invGaussInverse Gaussian distribution
invGaussconvfactorInverse Gaussian convolution factor model
ipsABivariate Archimedean copula based on integrated positive...
IRfactormleMLE for discrete factor models for item response
IRfactorsimSimulation for factor copulas for ordinal item response data
isposdefCheck if Hessian matrix is positive definite
KLdivKullback-Leibler divergence and sample size for two bivariate...
kzrepmeasKarim-Zeger data set
load2pcorOperations of loading matrix of Gaussian factor analysis
loglikvectorVector of log-likelihoods for a model
ltmconvItem response data sets from ltm R package
makedeptableMake table of dependence measures for a 1-parameter bivariate...
mdiscretenllknegative log-likelihood of multivariate copula with discrete...
mprobitmultivariate ordinal probit and approximation by vine...
mvtfactmultivariate t with common p-factor, bi-factor and tri-factor...
negbinomNegative binomial regression for count data
nscoreTransform to normal scores
ordinalmultivariate ordinal response
ordinalbivcopNegative log-likelihood for bivariate marginal copula model...
ordinalexMultivariate ordinal data set
ordprobit.univarMaximum likelihood for ordinal probit model
partialcorpartial correlations from a correlation matrix
pbnormBivariate normal and Student cdfs with vectorized inputs
pcinterpolateInterpolate a monotone function (via piecewise cubic Hermite)
pcondBivariate copula conditional cdfs and quantile functions
pcopBivariate copula cdfs and densities
pdhessminMinimization with modified Newton-Raphson and positive...
pnestfactcopBivariate marginal copula cdfs for nested-factor copula...
rbivcop2paramBivariate 2-parameter copula families: simulation
rcopSimulation from parametric bivariate copula families
rcopulaGARCHSimulation for copula GARCH models with factor structure
rectmultmultivariate rectangle probabilities for copula models
rfactcopSimulation for copula models with factor structure
rhoNsemicSemi-correlations for bivariate copula
rLTstochrepSimulation of random variables from LTs used in Archimedean...
rvinediscbvnnllkNegative log-likelihood for discrete R-vine with Gaussian...
rvinediscreteNegative log-likelihoods for regular discrete vine models
rvinenllkNegative log-likelihoods for regular vine models
rvinenllkderivNegative log-likelihood and gradient for regular vine models
rvinenllkpseudPseudo observations after fitting truncated R-vine copulas
rvinesimSimulation for R-vine copulas
rwmsubsetRiphahn-Wambach-Million subset
semicorSemi-correlations for bivariate or multivariate data set
structcopSimulation and maximum likelihood for structured factor...
tailweightedDepmeasTail-weighted dependence measures
taucorKendall's tau for two variables
uscoreTransform to U(0,1) scores
varray2MVine array to maximum matrix
vinearrayVine array conversion, validation and generation
vinemargincdfBivariate marginal copulas for trees 2 and 3 of vine copulas
wcb8594Workmans' Compensation Board monthly claims 1985-1994
YafeiXu/CopulaModel documentation built on June 3, 2017, 9:49 a.m.