Man pages for tnagler/VineCopula
Statistical Inference of Vine Copulas
| as.copuladata | Copula Data Objects |
| BetaMatrix | Matrix of Empirical Blomqvist's Beta Values |
| BiCop | Constructing BiCop-objects |
| BiCopCDF | Distribution Function of a Bivariate Copula |
| BiCopCheck | Check for family/parameter consistency in bivariate copula... |
| BiCopChiPlot | Chi-plot for Bivariate Copula Data |
| BiCopCompare | Shiny app for bivariate copula selection |
| BiCopCondSim | Conditional simulation from a Bivariate Copula |
| BiCopDeriv | Derivatives of a Bivariate Copula Density |
| BiCopDeriv2 | Second Derivatives of a Bivariate Copula Density |
| BiCopEst | Parameter Estimation for Bivariate Copula Data |
| BiCopEstList | List of Maximum Likelihood Estimates for Several Bivariate... |
| BiCopGofTest | Goodness-of-Fit Test for Bivariate Copulas |
| BiCopHfunc | Conditional Distribution Function of a Bivariate Copula |
| BiCopHfuncDeriv | Derivatives of the h-Function of a Bivariate Copula |
| BiCopHfuncDeriv2 | Second Derivatives of the h-Function of a Bivariate Copula |
| BiCopHinv | Inverse Conditional Distribution Function of a Bivariate... |
| BiCopIndTest | Independence Test for Bivariate Copula Data |
| BiCopKDE | Kernel estimate of a Bivariate Copula Density |
| BiCopKPlot | Kendall's Plot for Bivariate Copula Data |
| BiCopLambda | Lambda-Function (Plot) for Bivariate Copula Data |
| BiCopMetaContour | Contour Plot of Bivariate Meta Distribution |
| BiCopName | Bivariate Copula Family Names |
| BiCopPar2Beta | Blomqvist's Beta Value of a Bivariate Copula |
| BiCopPar2TailDep | Tail Dependence Coefficients of a Bivariate Copula |
| BiCopPar2Tau | Kendall's Tau Value of a Bivariate Copula |
| BiCopPDF | Density of a Bivariate Copula |
| BiCopSelect | Selection and Maximum Likelihood Estimation of Bivariate... |
| BiCopSim | Simulation from a Bivariate Copula |
| BiCopTau2Par | Parameter of a Bivariate Copula for a given Kendall's Tau... |
| BiCopVuongClarke | Scoring Goodness-of-Fit Test based on Vuong And Clarke Tests... |
| C2RVine | Transform C-Vine to R-Vine Structure |
| D2RVine | Transform D-Vine to R-Vine Structure |
| daxreturns | Major German Stocks |
| EmpCDF | Corrected Empirical CDF |
| pairs.copuladata | Pairs Plot of Copula Data |
| plot.BiCop | Plotting tools for BiCop objects |
| plot.RVineMatrix | Plotting 'RVineMatrix' objects. |
| pobs | Pseudo-Observations |
| RVineAIC | AIC and BIC of an R-Vine Copula Model |
| RVineCDF | CDF of an R-Vine Copula Model |
| RVineClarkeTest | Clarke Test Comparing Two R-Vine Copula Models |
| RVineCopSelect | Sequential Pair-Copula Selection and Estimation for R-Vine... |
| RVineCor2pcor | (Partial) Correlations for R-Vine Copula Models |
| RVineGofTest | Goodness-of-Fit Tests for R-Vine Copula Models |
| RVineGrad | Gradient of the Log-Likelihood of an R-Vine Copula Model |
| RVineHessian | Hessian Matrix of the Log-Likelihood of an R-Vine Copula... |
| RVineLogLik | Log-Likelihood of an R-Vine Copula Model |
| RVineMatrix | R-Vine Copula Model in Matrix Notation |
| RVineMatrixCheck | R-Vine Matrix Check |
| RVineMatrixNormalize | Normalization of R-Vine Matrix |
| RVineMatrixSample | Random sampling of R-Vine matrices |
| RVineMLE | Maximum Likelihood Estimation of an R-Vine Copula Model |
| RVinePar2Beta | Blomqvist's Beta Values of an R-Vine Copula Model |
| RVinePar2Tau | Kendall's Tau Values of an R-Vine Copula Model |
| RVinePDF | PDF of an R-Vine Copula Model |
| RVinePIT | Probability Integral Transformation for R-Vine Copula Models |
| RVineSeqEst | Sequential Estimation of an R-Vine Copula Model |
| RVineSim | Simulation from an R-Vine Copula Model |
| RVineStdError | Standard Errors of an R-Vine Copula Model |
| RVineStructureSelect | Sequential Specification of R- and C-Vine Copula Models |
| RVineTreePlot | Visualization of R-Vine Tree Structure |
| RVineVuongTest | Vuong Test Comparing Two R-Vine Copula Models |
| TauMatrix | Matrix of Empirical Kendall's Tau Values |
| VC2copula-deprecated | Deprecated |
| VineCopula-package | Statistical Inference of Vine Copulas |
