copula: Multivariate Dependence with Copulas

Classes (S4) of commonly used elliptical, Archimedean, extreme-value and other copula families, as well as their rotations, mixtures and asymmetrizations. Nested Archimedean copulas, related tools and special functions. Methods for density, distribution, random number generation, bivariate dependence measures, Rosenblatt transform, Kendall distribution function, perspective and contour plots. Fitting of copula models with potentially partly fixed parameters, including standard errors. Serial independence tests, copula specification tests (independence, exchangeability, radial symmetry, extreme-value dependence, goodness-of-fit) and model selection based on cross-validation. Empirical copula, smoothed versions, and non-parametric estimators of the Pickands dependence function.

AuthorMarius Hofert <marius.hofert@uwaterloo.ca>, Ivan Kojadinovic <ivan.kojadinovic@univ-pau.fr>, Martin Maechler <maechler@stat.math.ethz.ch>, and Jun Yan <jun.yan@uconn.edu>
Date of publication2017-04-12 15:53:08
MaintainerMartin Maechler <maechler@stat.math.ethz.ch>
LicenseGPL (>= 3) | file LICENCE
Version0.999-17
http://copula.r-forge.r-project.org/

View on R-Forge

Man pages

absdpsiMC: Absolute Value of Generator Derivatives via Monte Carlo

acopula-class: Class "acopula" of Archimedean Copula Families

acR: Distribution of the Radial Part of an Archimedean Copula

allComp: All Components of a (Inner or Outer) Nested Archimedean...

An: Nonparametric Rank-based Estimators of the Pickands...

archmCopula: Construction of Archimedean Copula Class Object

archmCopula-class: Class "archmCopula"

assocMeasures: Dependence Measures for Bivariate Copulas

asymCopula: Construction of copulas using Khoudraji's device

asymCopula-class: Class '"khoudrajiCopula"' and its Subclasses

Bernoulli: Compute Bernoulli Numbers

beta.Blomqvist: Sample and Population Version of Blomqvist's Beta for...

cCopula: Conditional Distributions and Their Inverses from Copulas

cloud2-methods: Cloud Plot Methods ('cloud2') in Package 'copula'

coeffG: Coefficients of Polynomial used for Gumbel Copula

contour-methods: Methods for Contour Plots in Package 'copula'

contourplot2-methods: Contour Plot Methods 'contourplot2' in Package 'copula'

copFamilies: Specific Archimedean Copula Families ("acopula" Objects)

Copula: Density, Evaluation, and Random Number Generation for Copula...

copula-class: Mother Classes "Copula", etc of all Copulas in the Package

copula-internal: Internal Copula Functions

copula-package: Multivariate Dependence Modeling with Copulas

dDiag: Density of the Diagonal of (Nested) Archimedean Copulas

describeCop: Copula (Short) Description as String

dnacopula: Density Evaluation for (Nested) Archimedean Copulas

ellipCopula: Construction of Elliptical Copula Class Objects

ellipCopula-class: Class "ellipCopula" of Elliptical Copulas

emde: Minimum Distance Estimators for (Nested) Archimedean Copulas

emle: Maximum Likelihood Estimators for (Nested) Archimedean...

empcop: The Empirical Copula

enacopula: Estimation Procedures for (Nested) Archimedean Copulas

estim-misc: Various Estimators for (Nested) Archimedean Copulas

evCopula: Construction of Extreme-Value Copula Objects

evCopula-class: Classes Representing Extreme-Value Copulas

evTestA: Bivariate Test of Extreme-Value Dependence Based on Pickands'...

evTestC: Large-sample Test of Multivariate Extreme-Value Dependence

evTestK: Bivariate Test of Extreme-Value Dependence Based on Kendall's...

exchEVTest: Test of Exchangeability for Certain Bivariate Copulas

exchTest: Test of Exchangeability for a Bivariate Copula

fgmCopula: Construction of a fgmCopula Class Object

fgmCopula-class: Class "fgmCopula"

fitCopula: Fitting Copulas to Data - Copula Parameter Estimation

fitCopula-class: Classes of Fitted Multivariate Models: Copula, Mvdc

fitLambda: Non-parametric Estimators of the Matrix of Tail-Dependence...

fitMvdc: Estimation of Multivariate Models Defined via Copulas

fixedPar: Fix a Subset of a Copula Parameter Vector

gasoil: Daily Crude Oil and Natural Gas Prices from 2003 to 2006

generator-methods: Generator Functions for Archimedean and Extreme-Value Copulas

getAcop: Get "acopula" Family Object by Name

getTheta: Get the Parameter(s) of a Copula

ggraph-tools: Computations for Graphical GOF Test via Pairwise Rosenblatt...

gnacopula: Goodness-of-fit Testing for (Nested) Archimedean Copulas

gofCopula: Goodness-of-fit Tests for Copulas

gofEVCopula: Goodness-of-fit Tests for Bivariate Extreme-Value Copulas

gofOtherTstat: Various Goodness-of-fit Test Statistics

gofTstat: Goodness-of-fit Test Statistics

htrafo: GOF Testing Transformation of Hering and Hofert

indepCopula: Construction of Independence Copula Class Objects

indepCopula-class: Class "indepCopula"

indepTest: Test Independence of Continuous Random Variables via...

initOpt: Initial Interval or Value for Parameter Estimation of...

interval: Construct Simple "interval" Object

interval-class: Class "interval" of Simple Intervals

K: Kendall Distribution Function for Archimedean Copulas

log1mexp: Compute f(a) = log(1 +/- exp(-a)) Numerically Optimally

loss: LOSS and ALAE Insurance Data

math-fun: Sinc, Zolotarev's, and Other Mathematical Utility Functions

matrix_tools: Tools to Work with Matrices

mixCopula: Create Mixture of Copulas

mixCopula-class: Class '"mixCopula"' of Copula Mixtures

multIndepTest: Independence Test Among Continuous Random Vectors Based on...

multSerialIndepTest: Serial Independence Test for Multivariate Time Series via...

Mvdc: Multivariate Distributions Constructed from Copulas

mvdc-class: Class "mvdc"

nacopula-class: Class "nacopula" of Nested Archimedean Copulas

nacPairthetas: Pairwise Thetas of Nested Archimedean Copulas

nacTiming: Timing for Sampling Frailties of Nested Archimedean Copulas

nesdepth: Nesting Depth of a Nested Archimedean Copula ("nacopula")

onacopula: Constructing (Outer) Nested Archimedean Copulas

opower: Outer Power Transformation of Archimedean Copulas

pairs2: Scatter-Plot Matrix ('pairs') for Copula Distributions with...

pairsCond: Pairs Plot of a cu.u Object (Internal Use)

pairsRosenblatt: Plots for Graphical GOF Test via Pairwise Rosenblatt...

persp-methods: Methods for Function 'persp' in Package 'copula'

plackettCopula: Construction of a Plackett Copula Class Object

plot-methods: Methods for 'plot' in Package 'copula'

pnacopula: Evaluation of (Nested) Archimedean Copulas

pobs: Pseudo-Observations

polylog: Polylogarithm Li_s(z) and Debye Functions

polynEval: Evaluate Polynomials

printNacopula: Print Compact Overview of a Nested Archimedean Copula...

prob: Computing Probabilities of Hypercubes

qqplot2: Q-Q Plot with Rugs and Pointwise Asymptotic Confidence...

radSymTest: Test of Exchangeability for a Bivariate Copula

rdj: Daily Returns of Three Stocks in the Dow Jones

retstable: Sampling Exponentially Tilted Stable Distributions

rF01FrankJoe: Sample Univariate Distributions Involved in Nested Frank and...

rFFrankJoe: Sampling Distribution F for Frank and Joe

rlog: Sampling Logarithmic Distributions

rnacModel: Random nacopula Model

rnacopula: Sampling Nested Archimedean Copulas

rnchild: Sampling Child 'nacopula's

rotCopula: Construction and Class of Rotated aka Reflected Copulas

RSpobs: Pseudo-Observations of Radial and Uniform Part of Elliptical...

rstable1: Random numbers from (Skew) Stable Distributions

safeUroot: One-dimensional Root (Zero) Finding - Extra "Safety" for...

serialIndepTest: Serial Independence Test for Continuous Time Series Via...

setTheta: Specify the Parameter(s) of a Copula

show-methods: Methods for 'show()' in Package 'copula'

Sibuya: Sibuya Distribution - Sampling and Probabilities

SMI.12: SMI Data - 141 Days in Winter 2011/2012

splom2-methods: Methods for Scatter Plot Matrix 'splom2' in Package 'copula'

Stirling: Eulerian and Stirling Numbers of First and Second Kind

tauAMH: Ali-Mikhail-Haq ("AMH")'s and Joe's Kendall's Tau

uranium: Uranium Exploration Dataset of Cook & Johnson (1986)

varianceReduction: Variance-Reduction Methods

wireframe2-methods: Perspective Plots - 'wireframe2' in Package 'copula'

xvCopula: Model (copula) selection based on 'k'-fold cross-validation

Functions

A Man page
absdPsiMC Man page
.ac.classNames Man page
.ac.longNames Man page
.ac.objNames Man page
acopula Man page
acopula-class Man page
acopula-families Man page
.ac.shortNames Man page
Afun Man page
AfunDer Man page
A,galambosCopula-method Man page
A,gumbelCopula-method Man page
A,huslerReissCopula-method Man page
A,indepCopula-method Man page
A,khoudrajiBivCopula-method Man page
A,khoudrajiCopula-method Man page
allComp Man page
A-methods Man page
amhCopula Man page
amhCopula-class Man page
An Man page
An.biv Man page
Anfun Man page
archmCopula Man page
archmCopula-class Man page
asym2Copula-class Man page
asymCopula Man page
asymCopula-class Man page
asymExplicitCopula Man page
A,tawnCopula-method Man page
A,tevCopula-method Man page
A..Z Man page
Bernoulli Man page
Bernoulli.all Man page
beta. Man page
beta.hat Man page
betan Man page
cacopula Man page
calibKendallsTau Man page
calibSpearmansRho Man page
cCopula Man page
claytonCopula Man page
claytonCopula-class Man page
cloud2 Man page
cloud2,Copula-method Man page
cloud2,data.frame-method Man page
cloud2,matrix-method Man page
cloud2-methods Man page
cloud2,mvdc-method Man page
Cn Man page
C.n Man page
coeffG Man page
coef.fittedMV Man page
contour,Copula-method Man page
contour,indepCopula-method Man page
contour-methods Man page
contour,mvdc-method Man page
contourplot2 Man page
contourplot2,Copula-method Man page
contourplot2,data.frame-method Man page
contourplot2,matrix-method Man page
contourplot2-methods Man page
contourplot2,mvdc-method Man page
copAMH Man page
copClayton Man page
copFrank Man page
copGumbel Man page
copJoe Man page
Copula Man page
copula-class Man page
Copula-class Man page
copula-package Man page
dAdu Man page
dAdu,galambosCopula-method Man page
dAdu,gumbelCopula-method Man page
dAdu,huslerReissCopula-method Man page
dAdu-methods Man page
dAdu,tawnCopula-method Man page
dAdu,tevCopula-method Man page
dCn Man page
dcopula Man page
dCopula Man page
dCopula,matrix,amhCopula-method Man page
dCopula,matrix,claytonCopula-method Man page
dCopula,matrix,fgmCopula-method Man page
dCopula,matrix,frankCopula-method Man page
dCopula,matrix,galambosCopula-method Man page
dCopula,matrix,gumbelCopula-method Man page
dCopula,matrix,huslerReissCopula-method Man page
dCopula,matrix,indepCopula-method Man page
dCopula,matrix,joeCopula-method Man page
dCopula,matrix,khoudrajiBivCopula-method Man page
dCopula,matrix,khoudrajiExplicitCopula-method Man page
dCopula,matrix,mixCopula-method Man page
dCopula,matrix,nacopula-method Man page
dCopula,matrix,normalCopula-method Man page
dCopula,matrix,plackettCopula-method Man page
dCopula,matrix,rotCopula-method Man page
dCopula,matrix,rotExplicitCopula-method Man page
dCopula,matrix,tawnCopula-method Man page
dCopula,matrix,tCopula-method Man page
dCopula,matrix,tevCopula-method Man page
dCopula,numeric,amhCopula-method Man page
dCopula,numeric,claytonCopula-method Man page
dCopula,numeric,fgmCopula-method Man page
dCopula,numeric,frankCopula-method Man page
dCopula,numeric,galambosCopula-method Man page
dCopula,numeric,gumbelCopula-method Man page
dCopula,numeric,huslerReissCopula-method Man page
dCopula,numeric,indepCopula-method Man page
dCopula,numeric,joeCopula-method Man page
dCopula,numeric,khoudrajiBivCopula-method Man page
dCopula,numeric,khoudrajiExplicitCopula-method Man page
dCopula,numeric,mixCopula-method Man page
dCopula,numeric,nacopula-method Man page
dCopula,numeric,normalCopula-method Man page
dCopula,numeric,plackettCopula-method Man page
dCopula,numeric,rotCopula-method Man page
dCopula,numeric,tawnCopula-method Man page
dCopula,numeric,tCopula-method Man page
dCopula,numeric,tevCopula-method Man page
dDiag Man page
debye1 Man page
debye2 Man page
dependogram Man page
describeCop Man page
describeCop,archmCopula,character-method Man page
describeCop,copula,character-method Man page
describeCop,Copula,missing-method Man page
describeCop,ellipCopula,character-method Man page
describeCop,fgmCopula,character-method Man page
describeCop,indepCopula,character-method Man page
describeCop,khoudrajiCopula,character-method Man page
describeCop-methods Man page
describeCop,mixCopula,character-method Man page
describeCop,rotCopula,character-method Man page
describeCop,xcopula,ANY-method Man page
dim,copula-method Man page
dim,khoudrajiCopula-method Man page
dim,mixCopula-method Man page
dim,mvdc-method Man page
dim,nacopula-method Man page
dim,rotCopula-method Man page
dim,xcopula-method Man page
diPsi Man page
diPsi,amhCopula-method Man page
diPsi,claytonCopula-method Man page
diPsi,frankCopula-method Man page
diPsi,gumbelCopula-method Man page
diPsi,joeCopula-method Man page
diPsi-methods Man page
dK Man page
dmvdc Man page
dMvdc Man page
dnacopula Man page
dSibuya Man page
dsumSibuya Man page
ebeta Man page
edmle Man page
ellipCopula Man page
ellipCopula-class Man page
emde Man page
emle Man page
.emle Man page
enacopula Man page
etau Man page
Eulerian Man page
Eulerian.all Man page
evCopula Man page
evCopula-class Man page
evTestA Man page
evTestC Man page
evTestK Man page
exchEVTest Man page
exchTest Man page
extremePairs Man page
fgmCopula Man page
fgmCopula-class Man page
fitCopula Man page
fitCopula-class Man page
fitCopula,copula-method Man page
fitCopula-methods Man page
fitCopula,parCopula-method Man page
fitCopula,rotCopula-method Man page
fitLambda Man page
fitMvdc Man page
fitMvdc-class Man page
fittedMV-class Man page
fixedParam<- Man page
fixedParam<-,copula,logical-method Man page
fixedParam<-,khoudrajiCopula,logical-method Man page
fixedParam<-,mixCopula,logical-method Man page
fixedParam<-,rotCopula,logical-method Man page
fixParam Man page
.Fn Man page
F.n Man page
format,interval-method Man page
frankCopula Man page
frankCopula-class Man page
galambosCopula Man page
galambosCopula-class Man page
gasoil Man page
genFun Man page
genFunDer1 Man page
genFunDer2 Man page
genInv Man page
getAcop Man page
getAname Man page
getSigma Man page
getTheta Man page
getTheta,acopula-method Man page
getTheta,copula-method Man page
getTheta,khoudrajiCopula-method Man page
getTheta-methods Man page
getTheta,mixCopula-method Man page
getTheta,rotCopula-method Man page
getTheta,xcopula-method Man page
gnacopula Man page
gofBTstat Man page
gofCopula Man page
gofCopula,copula-method Man page
gofCopula-methods Man page
gofCopula,parCopula-method Man page
gofCopula,rotCopula-method Man page
gofEVCopula Man page
gofMB Man page
gofPB Man page
gofTstat Man page
gpviTest Man page
gumbelCopula Man page
gumbelCopula-class Man page
htrafo Man page
huslerReissCopula Man page
huslerReissCopula-class Man page
indepCopula Man page
indepCopula-class Man page
indepTest Man page
indepTestSim Man page
initialize,acopula-method Man page
initOpt Man page
\%in\%,numeric,interval-method Man page
interval Man page
interval-class Man page
iPsi Man page
iPsi,amhCopula-method Man page
iPsi,claytonCopula-method Man page
iPsi,frankCopula-method Man page
iPsi,gumbelCopula-method Man page
iPsi,joeCopula-method Man page
iPsi-methods Man page
iRho Man page
iRho,ANY-method Man page
iRho,archmCopula-method Man page
iRho,claytonCopula-method Man page
iRho,copula-method Man page
iRho,ellipCopula-method Man page
iRho,fgmCopula-method Man page
iRho,frankCopula-method Man page
iRho,galambosCopula-method Man page
iRho,gumbelCopula-method Man page
iRho,huslerReissCopula-method Man page
iRho-methods Man page
iRho,nacopula-method Man page
iRho,normalCopula-method Man page
iRho,plackettCopula-method Man page
iRho,rotCopula-method Man page
iRho,tawnCopula-method Man page
iRho,tCopula-method Man page
iRho,tevCopula-method Man page
isFree Man page
isFree,copula-method Man page
isFree,khoudrajiCopula-method Man page
isFree,mixCopula-method Man page
isFreeP Man page
isFree,rotCopula-method Man page
iTau Man page
iTau,acopula-method Man page
iTau,amhCopula-method Man page
iTau,ANY-method Man page
iTau,archmCopula-method Man page
iTau,claytonCopula-method Man page
iTau,copula-method Man page
iTau,ellipCopula-method Man page
iTau,fgmCopula-method Man page
iTau,frankCopula-method Man page
iTau,galambosCopula-method Man page
iTau,gumbelCopula-method Man page
iTau,huslerReissCopula-method Man page
iTau,joeCopula-method Man page
iTau-methods Man page
iTau,nacopula-method Man page
iTau,normalCopula-method Man page
iTau,plackettCopula-method Man page
iTau,rotCopula-method Man page
iTau,tawnCopula-method Man page
iTau,tCopula-method Man page
iTau,tevCopula-method Man page
joeCopula Man page
joeCopula-class Man page
K Man page
kendallsTau Man page
khoudrajiBivCopula-class Man page
khoudrajiCopula Man page
khoudrajiCopula-class Man page
khoudrajiExplicitCopula-class Man page
Kn Man page
lambda Man page
lambda,acopula-method Man page
lambda,amhCopula-method Man page
lambda,ANY-method Man page
lambda,claytonCopula-method Man page
lambda,copula-method Man page
lambda,evCopula-method Man page
lambda,frankCopula-method Man page
lambda,gumbelCopula-method Man page
lambda,indepCopula-method Man page
lambda,joeCopula-method Man page
lambda-methods Man page
lambda,mixCopula-method Man page
lambda,nacopula-method Man page
lambda,normalCopula-method Man page
lambda,plackettCopula-method Man page
lambda,rotCopula-method Man page
lambda,tCopula-method Man page
log1mexp Man page
log1pexp Man page
loglikCopula Man page
logLik.fittedMV Man page
loglikMvdc Man page
loss Man page
lSMI Man page
maybeInterval-class Man page
mixCopula Man page
mixCopula-class Man page
multIndepTest Man page
multSerialIndepTest Man page
mvdc Man page
Mvdc Man page
mvdc-class Man page
nac2list Man page
nacFrail.time Man page
nacopula Man page
nacopula-class Man page
nacPairthetas Man page
nesdepth Man page
normalCopula Man page
normalCopula-class Man page
nParam Man page
nParam,copula-method Man page
nParam,khoudrajiCopula-method Man page
nParam,mixCopula-method Man page
nParam,rotCopula-method Man page
onacopula Man page
onacopulaL Man page
opower Man page
optimMeth Man page
outer_nacopula-class Man page
p2P Man page
P2p Man page
pacR Man page
pairs2 Man page
pairsColList Man page
.pairsCond Man page
pairsRosenblatt Man page
pairwiseCcop Man page
pairwiseIndepTest Man page
parCopula-class Man page
pcopula Man page
pCopula Man page
pCopula,matrix,amhCopula-method Man page
pCopula,matrix,claytonCopula-method Man page
pCopula,matrix,fgmCopula-method Man page
pCopula,matrix,frankCopula-method Man page
pCopula,matrix,galambosCopula-method Man page
pCopula,matrix,gumbelCopula-method Man page
pCopula,matrix,huslerReissCopula-method Man page
pCopula,matrix,indepCopula-method Man page
pCopula,matrix,joeCopula-method Man page
pCopula,matrix,khoudrajiCopula-method Man page
pCopula,matrix,mixCopula-method Man page
pCopula,matrix,nacopula-method Man page
pCopula,matrix,normalCopula-method Man page
pCopula,matrix,plackettCopula-method Man page
pCopula,matrix,rotCopula-method Man page
pCopula,matrix,rotExplicitCopula-method Man page
pCopula,matrix,tawnCopula-method Man page
pCopula,matrix,tCopula-method Man page
pCopula,matrix,tevCopula-method Man page
pCopula,numeric,amhCopula-method Man page
pCopula,numeric,claytonCopula-method Man page
pCopula,numeric,fgmCopula-method Man page
pCopula,numeric,frankCopula-method Man page
pCopula,numeric,galambosCopula-method Man page
pCopula,numeric,gumbelCopula-method Man page
pCopula,numeric,huslerReissCopula-method Man page
pCopula,numeric,indepCopula-method Man page
pCopula,numeric,joeCopula-method Man page
pCopula,numeric,khoudrajiCopula-method Man page
pCopula,numeric,mixCopula-method Man page
pCopula,numeric,nacopula-method Man page
pCopula,numeric,normalCopula-method Man page
pCopula,numeric,plackettCopula-method Man page
pCopula,numeric,rotCopula-method Man page
pCopula,numeric,tawnCopula-method Man page
pCopula,numeric,tCopula-method Man page
pCopula,numeric,tevCopula-method Man page
persp,Copula-method Man page
persp-methods Man page
persp,mvdc-method Man page
pK Man page
plackettCopula Man page
plackettCopula-class Man page
plot,Copula,ANY-method Man page
plot-methods Man page
plot,mvdc,ANY-method Man page
pmvdc Man page
pMvdc Man page
pnacopula Man page
pobs Man page
polylog Man page
polynEval Man page
printNacopula Man page
prob Man page
prob,Copula-method Man page
prob-methods Man page
psi Man page
psi,amhCopula-method Man page
pSibuya Man page
psi,claytonCopula-method Man page
psiDabsMC Man page
psi,frankCopula-method Man page
psi,gumbelCopula-method Man page
psi,joeCopula-method Man page
psi-methods Man page
pviTest Man page
qacR Man page
qK Man page
qqplot2 Man page
radSymTest Man page
rAntitheticVariates Man page
rcopula Man page
rCopula Man page
rCopula,numeric,amhCopula-method Man page
rCopula,numeric,claytonCopula-method Man page
rCopula,numeric,evCopula-method Man page
rCopula,numeric,fgmCopula-method Man page
rCopula,numeric,frankCopula-method Man page
rCopula,numeric,galambosCopula-method Man page
rCopula,numeric,gumbelCopula-method Man page
rCopula,numeric,huslerReissCopula-method Man page
rCopula,numeric,indepCopula-method Man page
rCopula,numeric,joeCopula-method Man page
rCopula,numeric,khoudrajiCopula-method Man page
rCopula,numeric,mixCopula-method Man page
rCopula,numeric,nacopula-method Man page
rCopula,numeric,normalCopula-method Man page
rCopula,numeric,plackettCopula-method Man page
rCopula,numeric,rotCopula-method Man page
rCopula,numeric,tCopula-method Man page
rdj Man page
retstable Man page
retstableR Man page
rF01Frank Man page
rF01Joe Man page
rFFrank Man page
rFJoe Man page
rho Man page
rho,acopula-method Man page
rho,amhCopula-method Man page
rho,ANY-method Man page
rho,claytonCopula-method Man page
rho,copula-method Man page
rho,evCopula-method Man page
rho,fgmCopula-method Man page
rho,frankCopula-method Man page
rho,galambosCopula-method Man page
rho,gumbelCopula-method Man page
rho,huslerReissCopula-method Man page
rho,indepCopula-method Man page
rho-methods Man page
rho,mixCopula-method Man page
rho,nacopula-method Man page
rho,normalCopula-method Man page
rho,plackettCopula-method Man page
rho,rotCopula-method Man page
rho,tawnCopula-method Man page
rho,tCopula-method Man page
rho,tevCopula-method Man page
rK Man page
rLatinHypercube Man page
rlog Man page
rlogR Man page
rmvdc Man page
rMvdc Man page
rnacModel Man page
rnacopula Man page
rnchild Man page
rotCopula Man page
rotCopula-class Man page
rSibuya Man page
rSibuyaR Man page
RSpobs Man page
rstable Man page
rstable1 Man page
rtrafo Man page
safeUroot Man page
schlatherCopula-class Man page
serialIndepTest Man page
serialIndepTestSim Man page
setTheta Man page
setTheta,acopula,ANY-method Man page
setTheta,copula,ANY-method Man page
setTheta,ellipCopula,ANY-method Man page
setTheta,khoudrajiCopula,ANY-method Man page
setTheta,mixCopula,ANY-method Man page
setTheta,outer_nacopula,numeric-method Man page
setTheta,xcopula,ANY-method Man page
show,acopula-method Man page
show,fitCopula-method Man page
show,fitMvdc-method Man page
show,interval-method Man page
show-methods Man page
show,mvdc-method Man page
show,nacopula-method Man page
show,normalCopula-method Man page
show,parCopula-method Man page
show,tCopula-method Man page
Sibuya Man page
sinc Man page
SMI.12 Man page
spearmansRho Man page
splom2 Man page
splom2,Copula-method Man page
splom2,data.frame-method Man page
splom2,matrix-method Man page
splom2-methods Man page
splom2,mvdc-method Man page
Stirling1 Man page
Stirling1.all Man page
Stirling2 Man page
Stirling2.all Man page
summaryFitCopula-class Man page
summary,fitCopula-method Man page
summaryFitMvdc-class Man page
summary,fitMvdc-method Man page
Summary,interval-method Man page
tailIndex Man page
tau Man page
tau,acopula-method Man page
tauAMH Man page
tau,amhCopula-method Man page
tau,ANY-method Man page
tau,archmCopula-method Man page
tau,claytonCopula-method Man page
tau,copula-method Man page
tau,evCopula-method Man page
tau,fgmCopula-method Man page
tau,frankCopula-method Man page
tau,galambosCopula-method Man page
tau,gumbelCopula-method Man page
tau,huslerReissCopula-method Man page
tau,indepCopula-method Man page
tauJoe Man page
tau,joeCopula-method Man page
tau-methods Man page
tau,nacopula-method Man page
tau,normalCopula-method Man page
tau,plackettCopula-method Man page
tau,rotCopula-method Man page
tau,tawnCopula-method Man page
tau,tCopula-method Man page
tau,tevCopula-method Man page
tawnCopula Man page
tawnCopula-class Man page
tCopula Man page
tCopula-class Man page
tevCopula Man page
tevCopula-class Man page
uranium Man page
vcov.fittedMV Man page
wireframe2 Man page
wireframe2,Copula-method Man page
wireframe2,data.frame-method Man page
wireframe2,matrix-method Man page
wireframe2-methods Man page
wireframe2,mvdc-method Man page
xcopula-class Man page
xvCopula Man page

Files

ChangeLog
DESCRIPTION
LICENCE
NAMESPACE
R
R/AllClass.R R/AllGeneric.R R/An.R R/Auxiliaries.R R/Classes.R R/Copula.R R/K.R R/acR.R R/amhCopula.R R/amhExpr.R R/archmCopula.R R/asymCopula.R R/aux-acopula.R R/cCopula.R R/claytonCopula.R R/claytonExpr.R R/cop_objects.R R/dC-dc.R R/ellipCopula.R R/empPsi.R R/empcop.R R/estimation.R R/evCopula.R R/evTests.R R/exchTests.R R/fgmCopula.R R/fitCopula.R R/fitLambda.R R/fitMvdc.R R/fixedPar.R R/frankCopula.R R/frankExpr.R R/galambosCopula.R R/galambosExpr-math.R R/galambosExpr.R R/ggraph-tools.R R/gofCopula.R R/gofEVTests.R R/gofTrafos.R R/graphics.R R/gumbelCopula.R R/gumbelExpr.R R/huslerReissCopula.R R/huslerReissExpr.R R/indepCopula.R R/indepTests.R R/joeCopula.R R/logseries.R R/matrix_tools.R R/mixCopula.R R/mvdc.R R/nacopula.R R/normalCopula.R R/opower.R R/pairsRosenblatt.R R/plackettCopula.R R/plackettExpr.R R/prob.R R/rotCopula.R R/rstable1.R R/safeUroot.R R/schlatherCopula.R R/special-func.R R/stable.R
R/sysdata.rda
R/tCopula.R R/tawnCopula.R R/tawnExpr.R R/tevCopula.R R/timing.R R/varianceReduction.R R/wrapper.R R/xvCopula.R R/zzz.R
TODO
build
build/partial.rdb
build/vignette.rds
data
data/SMI.12.rda
data/gasoil.rda
data/loss.tab.gz
data/rdj.rda
data/uranium.tab.gz
demo
demo/00Index
demo/G_ak.R demo/dDiag-plots-part-2.R demo/dDiag-plots.R demo/estimation.gof.R demo/estimation_via_HAC.R demo/fitting-tests.R demo/gofCopula.R demo/gof_graph.R demo/opC-demo.R demo/polyGJ.R demo/retstable.R demo/timings.R
inst
inst/CITATION
inst/NEWS.Rd
inst/Rsource
inst/Rsource/AC-Liouville.R inst/Rsource/GIG.R inst/Rsource/MO.R inst/Rsource/cops.R inst/Rsource/dnac.R inst/Rsource/estim-gof-fn.R inst/Rsource/fixup-sapply.R inst/Rsource/gof-sim.R inst/Rsource/tstFit-fn.R inst/Rsource/utils.R
inst/doc
inst/doc/AC_Liouville.Rmd
inst/doc/AC_Liouville.html
inst/doc/AR_Clayton.Rmd
inst/doc/AR_Clayton.html
inst/doc/Frank-Rmpfr.R
inst/doc/Frank-Rmpfr.Rnw
inst/doc/Frank-Rmpfr.pdf
inst/doc/GIG.Rmd
inst/doc/GIG.html
inst/doc/NALC.Rmd
inst/doc/NALC.html
inst/doc/copula_GARCH.Rmd
inst/doc/copula_GARCH.html
inst/doc/dNAC.Rmd
inst/doc/dNAC.html
inst/doc/logL_visualization.Rmd
inst/doc/logL_visualization.html
inst/doc/nacopula-pkg.R
inst/doc/nacopula-pkg.Rnw
inst/doc/nacopula-pkg.pdf
inst/doc/qrng.Rmd
inst/doc/qrng.html
inst/doc/rhoAMH-dilog.R
inst/doc/rhoAMH-dilog.Rnw
inst/doc/rhoAMH-dilog.pdf
inst/doc/tail_compatibility.Rmd
inst/doc/tail_compatibility.html
inst/doc/wild_animals.Rmd
inst/doc/wild_animals.html
inst/docs
inst/docs/mathnb
inst/docs/mathnb/README
inst/docs/mathnb/amhCopula.cdf.expr
inst/docs/mathnb/amhCopula.cdfDerWrtArg.expr
inst/docs/mathnb/amhCopula.cdfDerWrtPar.expr
inst/docs/mathnb/amhCopula.genfun.expr
inst/docs/mathnb/amhCopula.genfunDer.expr
inst/docs/mathnb/amhCopula.pdf.expr
inst/docs/mathnb/amhCopula.pdfDerWrtArg.expr
inst/docs/mathnb/amhCopula.pdfDerWrtPar.expr
inst/docs/mathnb/archmCPdf.m
inst/docs/mathnb/archmCPdf.out
inst/docs/mathnb/archmDer.m
inst/docs/mathnb/archmDer.out
inst/docs/mathnb/check2Ivan.R
inst/docs/mathnb/check2Ivan.Rout
inst/docs/mathnb/claytonCopula.cdf.expr
inst/docs/mathnb/claytonCopula.cdfDerWrtArg.expr
inst/docs/mathnb/claytonCopula.cdfDerWrtPar.expr
inst/docs/mathnb/claytonCopula.genfun.expr
inst/docs/mathnb/claytonCopula.genfunDer.expr
inst/docs/mathnb/claytonCopula.pdf.expr
inst/docs/mathnb/claytonCopula.pdfDerWrtArg.expr
inst/docs/mathnb/claytonCopula.pdfDerWrtPar.expr
inst/docs/mathnb/evcopula.nb
inst/docs/mathnb/exprPrep.R
inst/docs/mathnb/exprPrep.Rout
inst/docs/mathnb/frankCopula.cdf.expr
inst/docs/mathnb/frankCopula.cdfDerWrtArg.expr
inst/docs/mathnb/frankCopula.cdfDerWrtPar.expr
inst/docs/mathnb/frankCopula.genfun.expr
inst/docs/mathnb/frankCopula.genfunDer.expr
inst/docs/mathnb/frankCopula.pdf.expr
inst/docs/mathnb/frankCopula.pdfDerWrtArg.expr
inst/docs/mathnb/frankCopula.pdfDerWrtPar.expr
inst/docs/mathnb/galambos.expr
inst/docs/mathnb/getDerExpr.m
inst/docs/mathnb/getDerExpr.out
inst/docs/mathnb/gumbelCopula.cdf.expr
inst/docs/mathnb/gumbelCopula.cdfDerWrtArg.expr
inst/docs/mathnb/gumbelCopula.cdfDerWrtPar.expr
inst/docs/mathnb/gumbelCopula.genfun.expr
inst/docs/mathnb/gumbelCopula.genfunDer.expr
inst/docs/mathnb/gumbelCopula.pdf.expr
inst/docs/mathnb/gumbelCopula.pdfDerWrtArg.expr
inst/docs/mathnb/gumbelCopula.pdfDerWrtPar.expr
inst/docs/netsrc
inst/docs/netsrc/sgen.for
inst/docs/obsolete
inst/docs/obsolete/dgamma.f
inst/docs/obsolete/localpower.R
inst/docs/obsolete/localpower.c
inst/docs/obsolete/oldgof.R
inst/docs/obsolete/sgen.f
inst/docs/obsolete/skewNormalCopula.R
inst/docs/obsolete/try.c
inst/docs/obsolete/varEstCopula.R
inst/docs/tauRho
inst/docs/tauRho/README.R inst/docs/tauRho/evtrps.R inst/docs/tauRho/getSysdataImage.R inst/docs/tauRho/gridsetup.R inst/docs/tauRho/trpsrho.R inst/docs/tauRho/trpstau.R inst/docs/tauRho/validPlot.R
inst/rData
inst/rData/README.org
inst/rData/retstable_CPU2.rda
inst/rData/retstable_Nstat.rda
inst/rData/retstable_st2.rda
man
man/An.Rd man/Bernoulli.Rd man/Copula.Rd man/K.Rd man/Mvdc.Rd man/RSpobs.Rd man/SMI.12.Rd man/Sibuya.Rd man/Stirling.Rd man/absdpsiMC.Rd man/acR.Rd man/acopula-class.Rd man/allComp.Rd man/archmCopula-class.Rd man/archmCopula.Rd man/assocMeasures.Rd man/asymCopula-class.Rd man/asymCopula.Rd man/beta.Blomqvist.Rd man/cCopula.Rd man/cloud2-methods.Rd man/coeffG.Rd man/contour-methods.Rd man/contourplot2-methods.Rd man/copFamilies.Rd man/copula-class.Rd man/copula-internal.Rd man/copula-package.Rd man/dDiag.Rd man/describeCop.Rd man/dnacopula.Rd man/ellipCopula-class.Rd man/ellipCopula.Rd man/emde.Rd man/emle.Rd man/empcop.Rd man/enacopula.Rd man/estim-misc.Rd man/evCopula-class.Rd man/evCopula.Rd man/evTestA.Rd man/evTestC.Rd man/evTestK.Rd man/exchEVTest.Rd man/exchTest.Rd man/fgmCopula-class.Rd man/fgmCopula.Rd man/fitCopula-class.Rd man/fitCopula.Rd man/fitLambda.Rd man/fitMvdc.Rd man/fixedPar.Rd man/gasoil.Rd man/generator-methods.Rd man/getAcop.Rd man/getTheta.Rd man/ggraph-tools.Rd man/gnacopula.Rd man/gofCopula.Rd man/gofEVCopula.Rd man/gofOtherTstat.Rd man/gofTstat.Rd man/htrafo.Rd man/indepCopula-class.Rd man/indepCopula.Rd man/indepTest.Rd man/initOpt.Rd man/interval-class.Rd man/interval.Rd man/log1mexp.Rd man/loss.Rd man/math-fun.Rd man/matrix_tools.Rd man/mixCopula-class.Rd man/mixCopula.Rd man/multIndepTest.Rd man/multSerialIndepTest.Rd man/mvdc-class.Rd man/nacPairthetas.Rd man/nacTiming.Rd man/nacopula-class.Rd man/nesdepth.Rd man/onacopula.Rd man/opower.Rd man/pairs2.Rd man/pairsCond.Rd man/pairsRosenblatt.Rd man/persp-methods.Rd man/plackettCopula.Rd man/plot-methods.Rd man/pnacopula.Rd man/pobs.Rd man/polylog.Rd man/polynEval.Rd man/printNacopula.Rd man/prob.Rd man/qqplot2.Rd man/rF01FrankJoe.Rd man/rFFrankJoe.Rd man/radSymTest.Rd man/rdj.Rd man/retstable.Rd man/rlog.Rd man/rnacModel.Rd man/rnacopula.Rd man/rnchild.Rd man/rotCopula.Rd man/rstable1.Rd man/safeUroot.Rd man/serialIndepTest.Rd man/setTheta.Rd man/show-methods.Rd man/splom2-methods.Rd man/tauAMH.Rd man/uranium.Rd man/varianceReduction.Rd man/wireframe2-methods.Rd man/xvCopula.Rd
src
src/An.c
src/An.h
src/Makevars
src/cop_gsl.h
src/copula.h
src/copula_int.h
src/ecIndepTest.c
src/empcop.c
src/empcop.h
src/evtest.c
src/exchtest.c
src/fgm.c
src/gof.c
src/gof.h
src/indepTest_utils.c
src/indepTests.h
src/init.c
src/logseries.c
src/multIndepTest.c
src/multSerialIndepTest.c
src/nacopula.h
src/polyn_eval.c
src/rF01Frank.c
src/rF01Joe.c
src/rLog.c
src/rSibuya.c
src/retstable.c
src/serialIndepTest.c
src/set_utils.c
src/set_utils.h
tests
tests/Stirling-etc.R tests/copula-play.R tests/dC-dc-ex.R tests/estim-ex.R tests/explicitCop-ex.R tests/fitting-ex.R tests/fixedPar-ex.R tests/ggraph-tst.R tests/khoudraji-ex.R tests/mixCop-tst.R tests/moments.R tests/nac-experi.R tests/retstable-ex.R tests/rstable-ex.R tests/tail-pcopula.R
tests/tail-pcopula.Rout.save
vignettes
vignettes/AC_Liouville.Rmd
vignettes/AR_Clayton.Rmd
vignettes/Frank-Rmpfr.Rnw
vignettes/GIG.Rmd
vignettes/NALC.Rmd
vignettes/copula_GARCH.Rmd
vignettes/dNAC.Rmd
vignettes/logL_visualization.Rmd
vignettes/mlogL_mpfr_i686.rda
vignettes/mlogL_mpfr_x86_64.rda
vignettes/nacopula-pkg.Rnw
vignettes/nacopula.bib
vignettes/qrng.Rmd
vignettes/rhoAMH-dilog.Rnw
vignettes/style.css
vignettes/tail_compatibility.Rmd
vignettes/wild_animals.Rmd

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