| ALAE600 | ALAE-loss subset of size 600 |
| ALAEloss | ALAE-loss data set |
| ar2acf | Autocorrelation of Gaussian AR2 given lag1 and lag2... |
| asianwklgret | Weekly returns from 4 Asian markets |
| asymgum | Bivariate asymmetric Gumbel and Galambos copulas |
| asymmetry | Asymmetry / skewness measures for bivariate copulas |
| bb1dep2cpar | BB1 Bivariate copula: mapping of measure of association and... |
| bb1rpow | Three-parameter bivariate copula families |
| bifct | bi-factor and tri-factor structure |
| bivcopnllk | Negative log-likelihood for bivariate copula model |
| bivdepmeas | Kendall's tau, Spearman's rho and normal scores correlation... |
| bivpmf | bivariate probability mass function: cdf and correlation |
| blomq | Blomqvist's beta for bivariate data set |
| btsampleStaty | Bootstrap from a stationary time series |
| bvnsemic | Semi-correlation for bivariate Gaussian |
| bvtdep2cpar | Bivariate t copula: mapping of measure of association to... |
| chkcop | Checks for pcop pcond dcop qcond functions |
| contourBivCop | Contour plot of bivariate copula density with standard... |
| copderiv | Derivatives of log copula density and copula conditional cdf |
| copextreme | Boundary copula cdfs |
| copMarkovts | maximum likelihood estimation and negative log-likelihood for... |
| copmultiv | multivariate copula cdfs |
| coptrivmxid | Trivariate copula cdfs from mixture of max-id |
| CopulaModel-package | CopulaModel: Dependence Modeling with Copulas |
| cor2pcor | correlations to partial correlations and vice versa for vine... |
| cor2reg | correlations to regression coefficients and vice versa for... |
| cormat | Functions on correlation matrices |
| cparbound | Copula parameter bounds |
| dbvn | bivariate normal (Gaussian) and t densities |
| depmeas2cpar | Convert from a dependence measure to copula parameter |
| depmeasAsympVar | Asymptotic variance of Kendall's tau, Spearman's rho and... |
| deppar2taurhobetalambda | Bivariate copulas: mappings of copula parameter and... |
| deptab | Tables of dependence measures for 1-parameter bivariate... |
| discreteresponse | Copula models for count response data |
| euro0306 | Log returns for some Euro markets |
| euro07 | log returns and GARCH-filtered log returns for some Euro... |
| exchmvn | Exchangeable (positive) multivariate normal |
| extremevalue | Maximum likelihood for GEV and generalized Pareto |
| fact1mvn | Rectangle probability for multivariate normal with 1-factor... |
| factanal2nllk | negative log-likelihood via factor analysis |
| factanal.bi | Gaussian factor analysis: common and bi-factor |
| factorcopcdf | Bivariate marginal copula cdfs for 1-factor and 2-factor... |
| factorcopmle | MLE and negative log-likelihood for factor copula models |
| factorcopsim | Simulation for factor copulas |
| fmdepmeas | Spearman rho matrix for 1-factor, 2-factor, nested factor... |
| gammaconvfactor | Gamma convolution factor model |
| garchfilter | GARCH filter applied separately to log returns |
| gausslegendre | Gauss-Legendre quadrature |
| gausstrvine | Best Gaussian truncated vines |
| gausstrvineGAlg | Gaussian truncated d-dimensional vines based on minimum... |
| gausstrvineMST | Gaussian truncated d-dimensional vines based on sequential... |
| genbeta2 | Copula based on generalized beta of order 2 |
| gpois | Generalized Poisson cdf and pmf |
| gpoisson | Generalized Poisson regression for count data |
| imitlefA | Bivariate Archimedean copula based on integrated... |
| invgamA | Bivariate Archimedean copula based on inverse gamma LT |
| invGauss | Inverse Gaussian distribution |
| invGaussconvfactor | Inverse Gaussian convolution factor model |
| ipsA | Bivariate Archimedean copula based on integrated positive... |
| IRfactormle | MLE for discrete factor models for item response |
| IRfactorsim | Simulation for factor copulas for ordinal item response data |
| isposdef | Check if Hessian matrix is positive definite |
| KLdiv | Kullback-Leibler divergence and sample size for two bivariate... |
| kzrepmeas | Karim-Zeger data set |
| load2pcor | Operations of loading matrix of Gaussian factor analysis |
| loglikvector | Vector of log-likelihoods for a model |
| ltmconv | Item response data sets from ltm R package |
| makedeptable | Make table of dependence measures for a 1-parameter bivariate... |
| mdiscretenllk | negative log-likelihood of multivariate copula with discrete... |
| mprobit | multivariate ordinal probit and approximation by vine... |
| mvtfact | multivariate t with common p-factor, bi-factor and tri-factor... |
| negbinom | Negative binomial regression for count data |
| nscore | Transform to normal scores |
| ordinal | multivariate ordinal response |
| ordinalbivcop | Negative log-likelihood for bivariate marginal copula model... |
| ordinalex | Multivariate ordinal data set |
| ordprobit.univar | Maximum likelihood for ordinal probit model |
| partialcor | partial correlations from a correlation matrix |
| pbnorm | Bivariate normal and Student cdfs with vectorized inputs |
| pcinterpolate | Interpolate a monotone function (via piecewise cubic Hermite) |
| pcond | Bivariate copula conditional cdfs and quantile functions |
| pcop | Bivariate copula cdfs and densities |
| pdhessmin | Minimization with modified Newton-Raphson and positive... |
| pnestfactcop | Bivariate marginal copula cdfs for nested-factor copula... |
| rbivcop2param | Bivariate 2-parameter copula families: simulation |
| rcop | Simulation from parametric bivariate copula families |
| rcopulaGARCH | Simulation for copula GARCH models with factor structure |
| rectmult | multivariate rectangle probabilities for copula models |
| rfactcop | Simulation for copula models with factor structure |
| rhoNsemic | Semi-correlations for bivariate copula |
| rLTstochrep | Simulation of random variables from LTs used in Archimedean... |
| rvinediscbvnnllk | Negative log-likelihood for discrete R-vine with Gaussian... |
| rvinediscrete | Negative log-likelihoods for regular discrete vine models |
| rvinenllk | Negative log-likelihoods for regular vine models |
| rvinenllkderiv | Negative log-likelihood and gradient for regular vine models |
| rvinenllkpseud | Pseudo observations after fitting truncated R-vine copulas |
| rvinesim | Simulation for R-vine copulas |
| rwmsubset | Riphahn-Wambach-Million subset |
| semicor | Semi-correlations for bivariate or multivariate data set |
| structcop | Simulation and maximum likelihood for structured factor... |
| tailweightedDepmeas | Tail-weighted dependence measures |
| taucor | Kendall's tau for two variables |
| uscore | Transform to U(0,1) scores |
| varray2M | Vine array to maximum matrix |
| vinearray | Vine array conversion, validation and generation |
| vinemargincdf | Bivariate marginal copulas for trees 2 and 3 of vine copulas |
| wcb8594 | Workmans' Compensation Board monthly claims 1985-1994 |
