Man pages for larryleihua/CopulaOne
A Collection of full-range tail dependence Copulas

C2GGEE_COPConditional GGEE copula
C2PPPP_COPConditional PPPP copula
dGGEEDensity of univariate margins of the GGEE model
dGGEE_COPCopula Density Function - GGEE_COP
dPPdensity of univariate margins of the PP model (i.e., Pareto I...
dPPPPDensity of univariate margins of the PPPP model (a!=al,...
dPPPP_COPCopula Density Function - PPPP_COP
dPPPP_COP_1Copula Density Function of PPPP_COP (when a=b=1)
dPPPP_COP_1_90Copula Density Function of PPPP_COP that is rotated for 90...
dUEV_GGEE_COPDensity function of the upper extreme value copula for the...
dUEV_PPPP_COPDensity function of the upper extreme value copula for the...
fitCopulaOneModel fitting with CopulaOne
jdGGEEJoint density of the GGEE model
jdPPPPJoint density of the PPPP model
jpGGEEJoint CDF of the GGEE model
jpPPPPJoint CDF of the PPPP model
pGGEECDF of univariate margins of the GGEE model
pGGEE_COPJoint CDF of the GGEE copula model
plotCopulaOneContour plots of CopulaOne
pPPCDF of univariate margins of the PP model (i.e., Pareto I /...
pPPPPCDF of univariate margins of the PPPP model
pPPPP_COPJoint CDF of the PPPP copula model
pPPPP_COP_1Joint CDF of the PPPP copula model (when a=b=1)
pPPPP_COP_1_90Joint CDF of the PPPP copula that is rotated for 90 degrees...
pUEV_GGEE_COPJoint cdf of the upper extreme value copula of the GGEE...
pUEV_PPPP_COPJoint cdf of the upper extreme value copula of the PPPP...
qGGEEQuantile of univariate margins of the GGEE model
qPPquantile of univariate margins of the PP model (i.e., Pareto...
qPPPPquantile of univariate margins of the PPPP model
rGGEE_COPSampling based on the full-range tail dependence copula
rPPPP_COPSampling based on the PPPP copula
sprGGEE_COPSpearman's rho of the GGEE copula
sprPPPP_COPSpearman's rho of the PPPP copula
tauGGEE_COPKendall's tau of the GGEE copula
tauPPPP_COPKendall's tau of the PPPP copula
tauPPPP_COP_90Kendall's tau of the PPPP copula that is rotated 90 degrees...
uscoreUniform score function
larryleihua/CopulaOne documentation built on Sept. 25, 2018, 10:33 a.m.