Man pages for tnagler/VineCopula
Statistical Inference of Vine Copulas

as.copuladataCopula Data Objects
BB1CopulaConstructor of the BB1 Family and Rotated Versions thereof
BB1Copula-classClasses '"BB1Copula"', '"surBB1Copula"', '"r90BB1Copula"' and...
BB6CopulaConstructor of the BB6 Family and Rotated Versions thereof
BB6Copula-classClasses '"BB6Copula"', '"surBB6Copula"', '"r90BB6Copula"' and...
BB7CopulaConstructor of the BB7 Family and Rotated Versions thereof
BB7Copula-classClasses '"BB7Copula"', '"surBB7Copula"', '"r90BB7Copula"' and...
BB8CopulaConstructor of the BB8 Family and Rotated Versions thereof
BB8Copula-classClasses '"BB8Copula"', '"surBB8Copula"', '"r90BB8Copula"' and...
BetaMatrixMatrix of Empirical Blomqvist's Beta Values
BiCopConstructing BiCop-objects
BiCopCDFDistribution Function of a Bivariate Copula
BiCopCheckCheck for family/parameter consistency in bivariate copula...
BiCopChiPlotChi-plot for Bivariate Copula Data
BiCopCompareShiny app for bivariate copula selection
BiCopCondSimConditional simulation from a Bivariate Copula
BiCopDerivDerivatives of a Bivariate Copula Density
BiCopDeriv2Second Derivatives of a Bivariate Copula Density
BiCopEstParameter Estimation for Bivariate Copula Data
BiCopEstListList of Maximum Likelihood Estimates for Several Bivariate...
BiCopGofTestGoodness-of-Fit Test for Bivariate Copulas
BiCopHfuncConditional Distribution Function of a Bivariate Copula
BiCopHfuncDerivDerivatives of the h-Function of a Bivariate Copula
BiCopHfuncDeriv2Second Derivatives of the h-Function of a Bivariate Copula
BiCopHinvInverse Conditional Distribution Function of a Bivariate...
BiCopIndTestIndependence Test for Bivariate Copula Data
BiCopKDEKernel estimate of a Bivariate Copula Density
BiCopKPlotKendall's Plot for Bivariate Copula Data
BiCopLambdaLambda-Function (Plot) for Bivariate Copula Data
BiCopMetaContourContour Plot of Bivariate Meta Distribution
BiCopNameBivariate Copula Family Names
BiCopPar2BetaBlomqvist's Beta Value of a Bivariate Copula
BiCopPar2TailDepTail Dependence Coefficients of a Bivariate Copula
BiCopPar2TauKendall's Tau Value of a Bivariate Copula
BiCopPDFDensity of a Bivariate Copula
BiCopSelectSelection and Maximum Likelihood Estimation of Bivariate...
BiCopSimSimulation from a Bivariate Copula
BiCopTau2ParParameter of a Bivariate Copula for a given Kendall's Tau...
BiCopVuongClarkeScoring Goodness-of-Fit Test based on Vuong And Clarke Tests...
C2RVineTransform C-Vine to R-Vine Structure
copulaFromFamilyIndexConstruction of a Copula Object from a VineCopula Family...
D2RVineTransform D-Vine to R-Vine Structure
daxreturnsMajor German Stocks
ddCopulaPartial Derivatives of Copulas
joeBiCopulaConstructor of the Joe Family and Rotated Versions thereof
joeBiCopula-classClasses '"joeBiCopula"', '"surJoeBiCopula"',...
pairs.copuladataPairs Plot of Copula Data
plot.BiCopPlotting tools for BiCop objects
plot.RVineMatrixPlotting 'RVineMatrix' objects.
pobsPseudo-Observations
RVineAICAIC and BIC of an R-Vine Copula Model
RVineClarkeTestClarke Test Comparing Two R-Vine Copula Models
RVineCopSelectSequential Pair-Copula Selection and Estimation for R-Vine...
RVineCor2pcor(Partial) Correlations for R-Vine Copula Models
RVineGofTestGoodness-of-Fit Tests for R-Vine Copula Models
RVineGradGradient of the Log-Likelihood of an R-Vine Copula Model
RVineHessianHessian Matrix of the Log-Likelihood of an R-Vine Copula...
RVineLogLikLog-Likelihood of an R-Vine Copula Model
RVineMatrixR-Vine Copula Model in Matrix Notation
RVineMatrixCheckR-Vine Matrix Check
RVineMatrixNormalizeNormalization of R-Vine Matrix
RVineMatrixSampleRandomv sampling of R-Vine matices
RVineMLEMaximum Likelihood Estimation of an R-Vine Copula Model
RVinePar2BetaBlomqvist's Beta Values of an R-Vine Copula Model
RVinePar2TauKendall's Tau Values of an R-Vine Copula Model
RVinePDFPDF of an R-Vine Copula Model
RVinePITProbability Integral Transformation for R-Vine Copula Models
RVineSeqEstSequential Estimation of an R-Vine Copula Model
RVineSimSimulation from an R-Vine Copula Model
RVineStdErrorStandard Errors of an R-Vine Copula Model
RVineStructureSelectSequential Specification of R- and C-Vine Copula Models
RVineTreePlotVisualisation of R-Vine Tree Structure
RVineVuongTestVuong Test Comparing Two R-Vine Copula Models
surClaytonCopulaSurvival and Rotated Clayton Copulas
surClaytonCopula-classClasses '"surClaytonCopula"', '"r90ClaytonCopula"' and...
surGumbelCopulaSurvival and Rotated Gumbel Copulas
surGumbelCopula-classClasses '"surGumbelCopula"', '"r90GumbelCopula"' and...
TauMatrixMatrix of Empirical Kendall's Tau Values
tawnT1CopulaConstructor of the Tawn Type 1 Family and Rotated Versions...
tawnT1Copula-classClass '"tawnT1Copula"'
tawnT2CopulaConstructor of the Tawn Type 2 Family and Rotated Versions...
tawnT2Copula-classClass '"tawnT2Copula"'
vineCopulaConstructor of the Class 'vineCopula'.
vineCopula-classClass '"vineCopula"'
VineCopula-packageStatistical Inference of Vine Copulas
tnagler/VineCopula documentation built on Dec. 5, 2017, 8:27 p.m.