Man pages for athenamelia/Copula
What the Package Does (One Line, Title Case)
| append_subcopula | add subcopula to a nac_Node |
| bound_theta | A helper method to ensure the bound of NAC parameters |
| count_subcopula | count number of subcopulas |
| dncopula | Calculate density of a nested archimedean copula |
| estimate_nac | A helper method to estimate the parameters of one Archimedean... |
| estimate_par | estimate copula parameters inside out |
| get_cor_theta | Get theta for nested copula via U correlation |
| get_family | get family of nested Archimedean copula |
| get_loglik | Log likelihood of nested A. copula parameters |
| get_num_par | calculate number of parameters |
| get_par | get all parameters of a nested Archimedean copula |
| get_subcopula | get subcopulas for nested Archimedean copula, NULL if no... |
| get_theta | get initial theta for nested Archimedean copula |
| get_U_indices | get pseudo-obs for nested Archimedean copula |
| get_xv | Cross validation for nested Archimedean copulas |
| has_subcopula | boolean function to check if NAC has a subcopula |
| is.nac_Node | boolean function to check if it's an NAC node |
| logspace_add | Calculate log(exp(logx) + exp(logy)) in a somewhat... |
| logspace_sub | Calculate log(exp(logx) - exp(logy)) in a somewhat... |
| logspace_sub_matrix_rows | Calculate logspace difference of matrix rows in a somewhat... |
| logspace_sum | Calculate log(sum(exp(logx))) in a somewhat numerically... |
| logspace_sum_matrix_rows | Calculate logspace summation of matrix rows in a somewhat... |
| ncopula | ncopula - Nested copulas |
| new_nac_node | create an NAC node |
| pncopula | Calculate cdf of a nested archimedean copula |
| set_family | set family for nested Archimedean copula |
| set_par | set nested copula with new parameters |
| set_subcopula | set new subcopula for nested Archimedean copula |
| set_theta | set new initial theta for nested Archimedean copula |
| set_U_indices | set new pseudo-obs for nested Archimedean copula |
| transform_nac | A helper method to transform vector of unbounded real numbers... |
| transform_theta_bounded_to_unbounded | Transform vector of parameters that are used for each copula... |
| transform_theta_unbounded_to_bounded | Transform vector of unbounded real numbers (as optim might... |
| untransform_nac | A helper method to transform vector of NAC parameters to a... |
