Man pages for wasquith/copBasic
General Bivariate Copula Theory and Many Utility Functions

aicCOPAkaike Information Criterion between a Fitted Coupla and an...
AMHcopThe Ali-Mikhail-Haq Copula
asCOPWrapper on a User-Level Formula to Become a Copula Function
bicCOPBayesian Information Criterion between a Fitted Coupla and an...
bicoplocAnalog to Line of Organic Correlation by Copula Diagonal
bilmomsBivariate L-moments and L-comoments of a Copula
blomatrixCOPA Matrix of Blomqvist-like Betas of a Copula
blomCOPThe Blomqvist Beta of a Copula
blomCOPssBlomqvist (Schmid-Schmidt) Betas of a Copula
breveCOPAdd Asymmetry to a Copula
CIRCcopCopula of Circular Uniform Distribution
CLcopThe Clayton Copula
coCOPThe Co-Copula Function
composite1COPComposition of a Single Symmetric Copula with Two Compositing...
composite2COPComposition of Two Copulas with Two Compositing Parameters
composite3COP(Extended) Composition of Two Copulas with Four Compositing...
convex2COPConvex Combination of Two Copulas
convexCOPConvex Combination of an Arbitrary Number of Copulas
COPThe Copula
copBasic.fitparaA Single or Multi-Parameter Optimization Engine (Beta...
copBasic-packageBasic Theoretical Copula, Empirical Copula, and Various...
COPinvThe Inverse of a Copula for V with respect to U
COPinv2The Inverse of a Copula for U with respect to V
densityCOPDensity of a Copula
densityCOPplotContour Density Plot of a Copula
derCOPNumerical Derivative of a Copula for V with respect to U
derCOP2Numerical Derivative of a Copula for U with respect to V
derCOPinvNumerical Derivative Inverse of a Copula for V with respect...
derCOPinv2Numerical Derivative Inverse of a Copula for U with respect...
diagCOPThe Diagonals of a Copula
diagCOPatfNumerical Rooting the Diagonal of a Copula
duCOPThe Dual of a Copula Function
EMPIRcopThe Bivariate Empirical Copula
EMPIRcopdfData Frame Representation of the Bivariate Empirical Copula
EMPIRgridGrid of the Bivariate Empirical Copula
EMPIRgridderDerivatives of the Grid of the Bivariate Empirical Copula for...
EMPIRgridder2Derivatives of the Grid of the Bivariate Empirical Copula for...
EMPIRgridderinvDerivative Inverses of the Grid of the Bivariate Empirical...
EMPIRgridderinv2Derivative Inverses of the Grid of the Bivariate Empirical...
EMPIRmed.regressMedian Regression of the Grid of the Bivariate Empirical...
EMPIRmed.regress2Median Regression of the Grid of the Bivariate Empirical...
EMPIRqua.regressQuantile Regression of the Grid of the Bivariate Empirical...
EMPIRqua.regress2Quantile Regression of the Grid of the Bivariate Empirical...
EMPIRsimSimulate a Bivariate Empirical Copula
EMPIRsimvSimulate a Bivariate Empirical Copula For a Fixed Value of U
EuvCOPExpected value of U given V
EvuCOPExpected value of V given U
FGMcopThe Generalized Farlie-Gumbel-Morgenstern Copula
footCOPThe Spearman Footrule of a Copula
FRcopThe Frank Copula
FRECHETcopThe Fréchet Family Copula
gEVcopThe Gaussian-based (Extreme Value) Copula
GHcopThe Gumbel-Hougaard Extreme Value Copula
giniCOPThe Gini Gamma of a Copula
GLcopThe Galambos Extreme Value Copula (with Gamma Power Mixture...
glueCOPGluing Two Copulas
gridCOPCompute a Copula on a Grid
hoefCOPThe Hoeffding Phi of a Copula or Lp Distances (Independence,...
HRcopThe Hüsler-Reiss Extreme Value Copula
isCOP.LTDIs a Copula Left-Tail Decreasing
isCOP.permsymIs a Copula Permutation Symmetric
isCOP.PQDThe Positively Quadrant Dependency State of a Copula
isCOP.radsymIs a Copula Radially Symmetric
isCOP.RTIIs a Copula Right-Tail Increasing
isfuncCOPIs a General Bivariate Function a Copula by Gridded Search?
JOcopB5The Joe/B5 Copula (B5)
joeskewCOPJoe's Nu-Skew and the copBasic Nu-Star of a Copula
jointCOPCompute Equal Marginal Probabilities Given a Single Joint AND...
joint.curvesCOPCompute Coordinates of the Marginal Probabilities given joint...
joint.curvesCOP2Compute Coordinates of the Marginal Probabilities given joint...
kfuncCOPThe Kendall (Distribution) Function of a Copula
kfuncCOPinvThe Inverse Kendall Function of a Copula
kfuncCOPlmomsThe L-moments of the Kendall Function of a Copula
kullCOPKullback-Leibler Divergence, Jeffrey Divergence, and...
lcomCOPL-comoments and Bivariate L-moments of a Copula
lcomCOPpvSimulating the Sample Distribution(s) of L-correlation,...
lcomoms2.ABcop2parameterConvert L-comoments to Parameters of Alpha-Beta Compositions...
lcomoms2.ABKGcop2parameterConvert L-comoments to Parameters of Alpha-Beta-Kappa-Gamma...
level.curvesCOPCompute and Plot Level Curves of a Copula V with respect to U
level.curvesCOP2Compute and Plot Level Curves of a Copula U with respect to V
level.setCOPCompute a Level Set of a Copula V with respect to U
level.setCOP2Compute a Level Set of a Copula U with respect to V
LzCOPpermsymMaximum Asymmetry Measure (or Vector) of a Copula by...
MThe Fréchet-Hoeffding Upper-Bound Copula
med.regressCOPPerform Median Regression using a Copula by Numerical...
med.regressCOP2Perform Median Regression using a Copula by Numerical...
mleCOPMaximum Pseudo-Log-Likelihood Estimation for Copula Parameter...
M_N5p12bShuffles of Upper-Bound Copula, Example 5.12b of Nelsen's...
N4212copThe Copula of Equation 4.2.12 of Nelsen's Book
ORDSUMcopOrdinal Sums of M-Copula
ORDSUWcopOrdinal Sums of W-Copula
PThe Product (Independence) Copula
PARETOcopThe Pareto Copula
PLACKETTcopThe Plackett Copula
PLACKETTparEstimate the Parameter of the Plackett Copula
PLACKETTsimDirect Simulation of a Plackett Copula
prod2COPThe Product of Two Copulas
psepolarPseudo-Polar Representation of Bivariate Data
PSPThe Ratio of the Product Copula to Summation minus Product...
qua.regressCOPPerform Quantile Regression using a Copula by Numerical...
qua.regressCOP2Perform Quantile Regression using a Copula by Numerical...
qua.regressCOP.drawDraw Quantile Regressions using a Copula by Numerical...
RAYcopThe Rayleigh Copula
ReineckeWell266Porosity and Permeability Data for Well-266 of the Reinecke...
ReineckeWellsPorosity and Permeability Data for the Reinecke Oil Field,...
RFcopThe Raftery Copula
rhobevCOPA Dependence Measure for a Bivariate Extreme Value Copula...
rhoCOPThe Spearman Rho of a Copula
rmseCOPRoot Mean Square Error between a Fitted Copula and an...
sectionCOPThe Sections or Derivative of the Sections of a Copula
semicorCOPLower and Upper Semi-Correlations of a Copula
simcomposite3COPCompute the L-comoments of a Four-Value Composited Copula by...
simcompositeCOPCompute the L-comoments of a Two-Value Composited Copula by...
simCOPSimulate a Copula by Numerical Derivative Method
simCOPmicroSimulate V from U through a Copula by Numerical Derivative...
spectralmeasEstimation of the Spectral Measure
stabtaildepfEstimation of the Stable Tail Dependence Function
statTnThe Tn Statistic of a Fitted Copula to an Empirical Copula
surCOPThe Survival Copula
surfuncCOPThe Joint Survival Function
tailconCOPThe Tail Concentration Function of a Copula
taildepCOPThe Lower- and Upper-Tail Dependency Parameters of a Copula
tailordCOPThe Lower- and Upper-Tail Orders of a Copula
tauCOPThe Kendall Tau and Concordance Function of a Copula
tEVcopThe t-EV (Extreme Value) Copula
uvlmomsBivariate Skewness after Joe (2014) or the Univariate...
vuongCOPThe Vuong Procedure for Parametric Copula Comparison
WThe Fréchet-Hoeffding Lower-Bound Copula
W_N5p12aOrdinal Sums of Lower-Bound Copula, Example 5.12a of Nelsen's...
wolfCOPThe Schweizer and Wolff Sigma of a Copula
wasquith/copBasic documentation built on Dec. 13, 2024, 6:39 p.m.