General Bivariate Copula Theory and Many Utility Functions

aicCOP | The Akaike Information Criterion between a Fitted Coupla and... |

AMHcop | The Ali-Mikhail-Haq Copula |

asCOP | A Wrapper on a User-Level Formula to Become a Copula Function |

bicCOP | The Bayesian Information Criterion between a Fitted Coupla... |

bilmoms | Bivariate L-moments and L-comoments of a Copula |

blomCOP | The Blomqvist Beta of a Copula |

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 |

FGMcop | The Generalized Farlie-Gumbel-Morgenstern Copula |

footCOP | The Spearman Footrule of a 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 | The 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 |

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... |

N4212cop | The Copula of Equation 4.2.12 of Nelsen's Book |

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... |

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 | The Root Mean Square Error between a Fitted Copula and an... |

sectionCOP | The Sections or Derivative of the Sections of a Copula |

semicorCOP | The 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 |

wolfCOP | The Schweizer and Wolff Sigma of a Copula |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.