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 |
tauGGEE_COP_sim | Kendall's tau of the GGEE copula (based on simulations) |
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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