A Collection of full-range tail dependence Copulas

C2GGEE_COP | Conditional GGEE copula |

C2PPPP_COP | Conditional PPPP copula |

dGGEE | Density of univariate margins of the GGEE model |

dGGEE_COP | Copula Density Function - GGEE_COP |

dPP | density of univariate margins of the PP model (i.e., Pareto I... |

dPPPP | Density of univariate margins of the PPPP model (a!=al,... |

dPPPP_COP | Copula Density Function - PPPP_COP |

dPPPP_COP_1 | Copula Density Function of PPPP_COP (when a=b=1) |

dPPPP_COP_1_90 | Copula Density Function of PPPP_COP that is rotated for 90... |

dUEV_GGEE_COP | Density function of the upper extreme value copula for the... |

dUEV_PPPP_COP | Density function of the upper extreme value copula for the... |

fitCopulaOne | Model fitting with CopulaOne |

jdGGEE | Joint density of the GGEE model |

jdPPPP | Joint density of the PPPP model |

jpGGEE | Joint CDF of the GGEE model |

jpPPPP | Joint CDF of the PPPP model |

pGGEE | CDF of univariate margins of the GGEE model |

pGGEE_COP | Joint CDF of the GGEE copula model |

plotCopulaOne | Contour plots of CopulaOne |

pPP | CDF of univariate margins of the PP model (i.e., Pareto I /... |

pPPPP | CDF of univariate margins of the PPPP model |

pPPPP_COP | Joint CDF of the PPPP copula model |

pPPPP_COP_1 | Joint CDF of the PPPP copula model (when a=b=1) |

pPPPP_COP_1_90 | Joint CDF of the PPPP copula that is rotated for 90 degrees... |

pUEV_GGEE_COP | Joint cdf of the upper extreme value copula of the GGEE... |

pUEV_PPPP_COP | Joint cdf of the upper extreme value copula of the PPPP... |

qGGEE | Quantile of univariate margins of the GGEE model |

qPP | quantile of univariate margins of the PP model (i.e., Pareto... |

qPPPP | quantile of univariate margins of the PPPP model |

rGGEE_COP | Sampling based on the full-range tail dependence copula |

rPPPP_COP | Sampling based on the PPPP copula |

sprGGEE_COP | Spearman's rho of the GGEE copula |

sprPPPP_COP | Spearman's rho of the PPPP copula |

tauGGEE_COP | Kendall's tau of the GGEE copula |

tauPPPP_COP | Kendall's tau of the PPPP copula |

tauPPPP_COP_90 | Kendall's tau of the PPPP copula that is rotated 90 degrees... |

uscore | Uniform score function |

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