aicCOP | Akaike Information Criterion between a Fitted Coupla and an... |
AMHcop | The Ali-Mikhail-Haq Copula |
asCOP | Wrapper on a User-Level Formula to Become a Copula Function |
bicCOP | Bayesian Information Criterion between a Fitted Coupla and an... |
bicoploc | Analog to Line of Organic Correlation by Copula Diagonal |
bilmoms | Bivariate L-moments and L-comoments of a Copula |
blomatrixCOP | A Matrix of Blomqvist-like Betas of a Copula |
blomCOP | The Blomqvist Beta of a Copula |
blomCOPss | Blomqvist (Schmid-Schmidt) Betas of a Copula |
breveCOP | Add Asymmetry to a Copula |
CIRCcop | Copula of Circular Uniform Distribution |
CLcop | The Clayton Copula |
coCOP | The Co-Copula Function |
composite1COP | Composition of a Single Symmetric Copula with Two Compositing... |
composite2COP | Composition of Two Copulas with Two Compositing Parameters |
composite3COP | (Extended) Composition of Two Copulas with Four Compositing... |
convex2COP | Convex Combination of Two Copulas |
convexCOP | Convex Combination of an Arbitrary Number of Copulas |
COP | The Copula |
copBasic.fitpara | A Single or Multi-Parameter Optimization Engine (Beta... |
copBasic-package | Basic Theoretical Copula, Empirical Copula, and Various... |
COPinv | The Inverse of a Copula for V with respect to U |
COPinv2 | The Inverse of a Copula for U with respect to V |
densityCOP | Density of a Copula |
densityCOPplot | Contour Density Plot of a Copula |
derCOP | Numerical Derivative of a Copula for V with respect to U |
derCOP2 | Numerical Derivative of a Copula for U with respect to V |
derCOPinv | Numerical Derivative Inverse of a Copula for V with respect... |
derCOPinv2 | Numerical Derivative Inverse of a Copula for U with respect... |
diagCOP | The Diagonals of a Copula |
diagCOPatf | Numerical Rooting the Diagonal of a Copula |
duCOP | The Dual of a Copula Function |
EMPIRcop | The Bivariate Empirical Copula |
EMPIRcopdf | Data Frame Representation of the Bivariate Empirical Copula |
EMPIRgrid | Grid of the Bivariate Empirical Copula |
EMPIRgridder | Derivatives of the Grid of the Bivariate Empirical Copula for... |
EMPIRgridder2 | Derivatives of the Grid of the Bivariate Empirical Copula for... |
EMPIRgridderinv | Derivative Inverses of the Grid of the Bivariate Empirical... |
EMPIRgridderinv2 | Derivative Inverses of the Grid of the Bivariate Empirical... |
EMPIRmed.regress | Median Regression of the Grid of the Bivariate Empirical... |
EMPIRmed.regress2 | Median Regression of the Grid of the Bivariate Empirical... |
EMPIRqua.regress | Quantile Regression of the Grid of the Bivariate Empirical... |
EMPIRqua.regress2 | Quantile Regression of the Grid of the Bivariate Empirical... |
EMPIRsim | Simulate a Bivariate Empirical Copula |
EMPIRsimv | Simulate a Bivariate Empirical Copula For a Fixed Value of U |
EuvCOP | Expected value of U given V |
EvuCOP | Expected value of V given U |
FGMcop | The Generalized Farlie-Gumbel-Morgenstern Copula |
footCOP | The Spearman Footrule of a Copula |
FRcop | The Frank Copula |
FRECHETcop | The Fréchet Family Copula |
gEVcop | The Gaussian-based (Extreme Value) Copula |
GHcop | The Gumbel-Hougaard Extreme Value Copula |
giniCOP | The Gini Gamma of a Copula |
GLcop | The Galambos Extreme Value Copula (with Gamma Power Mixture... |
glueCOP | Gluing Two Copulas |
gridCOP | Compute a Copula on a Grid |
hoefCOP | The Hoeffding Phi of a Copula or Lp Distances (Independence,... |
HRcop | The Hüsler-Reiss Extreme Value Copula |
isCOP.LTD | Is a Copula Left-Tail Decreasing |
isCOP.permsym | Is a Copula Permutation Symmetric |
isCOP.PQD | The Positively Quadrant Dependency State of a Copula |
isCOP.radsym | Is a Copula Radially Symmetric |
isCOP.RTI | Is a Copula Right-Tail Increasing |
isfuncCOP | Is a General Bivariate Function a Copula by Gridded Search? |
JOcopB5 | The Joe/B5 Copula (B5) |
joeskewCOP | Joe's Nu-Skew and the copBasic Nu-Star of a Copula |
jointCOP | Compute Equal Marginal Probabilities Given a Single Joint AND... |
joint.curvesCOP | Compute Coordinates of the Marginal Probabilities given joint... |
joint.curvesCOP2 | Compute Coordinates of the Marginal Probabilities given joint... |
kfuncCOP | The Kendall (Distribution) Function of a Copula |
kfuncCOPinv | The Inverse Kendall Function of a Copula |
kfuncCOPlmoms | The L-moments of the Kendall Function of a Copula |
kullCOP | Kullback-Leibler Divergence, Jeffrey Divergence, and... |
lcomCOP | L-comoments and Bivariate L-moments of a Copula |
lcomCOPpv | Simulating the Sample Distribution(s) of L-correlation,... |
lcomoms2.ABcop2parameter | Convert L-comoments to Parameters of Alpha-Beta Compositions... |
lcomoms2.ABKGcop2parameter | Convert L-comoments to Parameters of Alpha-Beta-Kappa-Gamma... |
level.curvesCOP | Compute and Plot Level Curves of a Copula V with respect to U |
level.curvesCOP2 | Compute and Plot Level Curves of a Copula U with respect to V |
level.setCOP | Compute a Level Set of a Copula V with respect to U |
level.setCOP2 | Compute a Level Set of a Copula U with respect to V |
LzCOPpermsym | Maximum Asymmetry Measure (or Vector) of a Copula by... |
M | The Fréchet-Hoeffding Upper-Bound Copula |
med.regressCOP | Perform Median Regression using a Copula by Numerical... |
med.regressCOP2 | Perform Median Regression using a Copula by Numerical... |
mleCOP | Maximum Pseudo-Log-Likelihood Estimation for Copula Parameter... |
M_N5p12b | Shuffles of Upper-Bound Copula, Example 5.12b of Nelsen's... |
N4212cop | The Copula of Equation 4.2.12 of Nelsen's Book |
ORDSUMcop | Ordinal Sums of M-Copula |
ORDSUWcop | Ordinal Sums of W-Copula |
P | The Product (Independence) Copula |
PARETOcop | The Pareto Copula |
PLACKETTcop | The Plackett Copula |
PLACKETTpar | Estimate the Parameter of the Plackett Copula |
PLACKETTsim | Direct Simulation of a Plackett Copula |
prod2COP | The Product of Two Copulas |
psepolar | Pseudo-Polar Representation of Bivariate Data |
PSP | The Ratio of the Product Copula to Summation minus Product... |
qua.regressCOP | Perform Quantile Regression using a Copula by Numerical... |
qua.regressCOP2 | Perform Quantile Regression using a Copula by Numerical... |
qua.regressCOP.draw | Draw Quantile Regressions using a Copula by Numerical... |
RAYcop | The Rayleigh Copula |
ReineckeWell266 | Porosity and Permeability Data for Well-266 of the Reinecke... |
ReineckeWells | Porosity and Permeability Data for the Reinecke Oil Field,... |
RFcop | The Raftery Copula |
rhobevCOP | A Dependence Measure for a Bivariate Extreme Value Copula... |
rhoCOP | The Spearman Rho of a Copula |
rmseCOP | Root Mean Square Error between a Fitted Copula and an... |
sectionCOP | The Sections or Derivative of the Sections of a Copula |
semicorCOP | Lower and Upper Semi-Correlations of a Copula |
simcomposite3COP | Compute the L-comoments of a Four-Value Composited Copula by... |
simcompositeCOP | Compute the L-comoments of a Two-Value Composited Copula by... |
simCOP | Simulate a Copula by Numerical Derivative Method |
simCOPmicro | Simulate V from U through a Copula by Numerical Derivative... |
spectralmeas | Estimation of the Spectral Measure |
stabtaildepf | Estimation of the Stable Tail Dependence Function |
statTn | The Tn Statistic of a Fitted Copula to an Empirical Copula |
surCOP | The Survival Copula |
surfuncCOP | The Joint Survival Function |
tailconCOP | The Tail Concentration Function of a Copula |
taildepCOP | The Lower- and Upper-Tail Dependency Parameters of a Copula |
tailordCOP | The Lower- and Upper-Tail Orders of a Copula |
tauCOP | The Kendall Tau and Concordance Function of a Copula |
tEVcop | The t-EV (Extreme Value) Copula |
uvlmoms | Bivariate Skewness after Joe (2014) or the Univariate... |
vuongCOP | The Vuong Procedure for Parametric Copula Comparison |
W | The Fréchet-Hoeffding Lower-Bound Copula |
W_N5p12a | Ordinal Sums of Lower-Bound Copula, Example 5.12a of Nelsen's... |
wolfCOP | The Schweizer and Wolff Sigma of a Copula |
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