spcopula: Copula Driven Analysis - Multivariate, Spatial, Spatio-Temporal

A framework to analyse multivariate, spatial and spatio-temporal data via copulas, vine copulas and hierarchical Kendall copulas is provided. The spatial/spatio-temporal data needs to be provided in the form of the sp and spacetime package respectively. Additionally, support for calculating different multivariate return periods based on copulas and vine copulas is implemented. As of version 0.2-2, Hierarchical Kendall Copulas are also provided.

AuthorBenedikt Graeler [aut, cre], Marius Appel [ctb]
Date of publication2017-02-28 13:45:36
MaintainerBenedikt Graeler <b.graeler@52north.org>
LicenseGPL-3
Version0.2-4
http://r-forge.r-project.org/projects/spcopula/

View on R-Forge

Man pages

asCopula: Constructor of an asymmetric copula with cubic and quadratic...

asCopula-class: Class '"asCopula"'

bivTailDepFun: Bivariate joint dependence functions

calcBins: A function calculating the spatial/spatio-temporal bins

calcSpTreeDists: Calculating the conditional spatial distances

composeSpCopula: Composing a bivariate Spatial Copula

condCovariate: Conditioning of a Covariate

condSpVine: Conditions a spatial vine copula for conditional prediction

condStCoVarVine: conditional distribution function of spatio-temporal...

condStVine: Conditions a spatio-temporal vine copula for conditional...

cqsCopula: Constructor of a symmetric copula with cubic quadratic...

cqsCopula-class: Class '"cqsCopula"'

criticalLevel: Calculating the critical level for a given Kendall Return...

criticalPair: Calculate Critical Pairs

criticalTriple: calculate critical triples

dduCopula: partial derivatives of copulas

dduCopula-methods: Methods for Function 'dduCopula' in Package 'spcopula'

ddvCopula-methods: Methods for Function 'ddvCopula' in Package 'spcopula'

dependencePlot: Kernel smoothed scatter plot

dropSpTree: Drops a spatial tree

dropStTree: Drops a spatio-temporal tree

empiricalCopula: Constructor of an empirical copula class

empiricalCopula-class: Class '"empiricalCopula"'

empSurCopula: Constructor of an empirical survival copula class

empSurCopula-class: Class '"empiricalCopula"'

EU_RB: Daily mean PM10 concentrations over Europe in June and July...

EU_RB_2005: Daily mean PM10 concentrations over Europe in 2005 as used in...

fitCorFun: Automated fitting of a correlation function to the...

fitSpCopula: Spatial Copula Fitting

genEmpCop: Generate an empirical copula

genEmpKenFun: Generates an empirical Kendall distribution function

genInvKenFun: Generate the inverse Kendall distribution function

getKendallDistr: Retrieving the Kendall Distribution function for a given...

getNeighbours: Creating Local Neighbourhoods

getStNeighbours: Creating Local Spatio-Temporal Neighbourhoods

hkCopula: Constructor of a hierarchical Kendall copula

hkCopula-class: Class '"hkCopula"'

invdduCopula-methods: Methods for Function 'invdduCopula' in Package 'spcopula'

invddvCopula-methods: Methods for Function 'invddvCopula' in Package 'spcopula'

kendallDistribution: The Kendall distribution

kendall-methods: Methods for Function 'kendall'

kendallRP: calculating the Kendall Return Period

loglikByCopulasLags: Log-likelihoods by copula family and spatial lag class

loglikByCopulasStLags: Log-likelihoods by copula family and spatio-temporal lag...

mixtureCopula: Constructor of a mixture copula

mixtureCopula-class: Class '"mixtureCopula"'

neighbourhood: Constructor of the 'neighbourhood' class.

neighbourhood-class: Class 'neighbourhood'

qCopula_u: The inverse of a bivariate copula given u or v

rankTransform: rank order transformation of margins

rCopula_y: Sampling from a given contour level

reduceNeighbours: Selecting the strongest correlated neighbours

simulatedTriples: annual extreme rainfall triples

spCopDemo: workspace produced in 'demo(spCopula)'

spCopPredict: spatial prediction based on a spatial vine copula

spCopula: Spatial Copula

spCopula-class: Class '"spCopula"'

spcopula-package: Copula Driven Spatio-Temporal Analysis

spGaussCopPredict: spatial prediction using a Gaussian Copula

spGaussLogLik: Density evaluation for a spatial Gaussian Copula

spVineCopula: Constructor of the virtual super class 'spVineCopula'.

spVineCopula-class: Class '"spVineCopula"'

stCopPredict: Spatio-Temporal Prediction based on a Spatio-Temporal Vine...

stCopula: Spatio-Temporal Copula

stCopula-class: Class '"stCopula"'

stCoVarVineCopula: Constructor for 'stCoVarVineCopula'

stCoVarVineCopula-class: Class '"stCoVarVineCopula"'

stNeighbourhood: Constructor of the 'stNeighbourhood' class.

stNeighbourhood-class: Class '"stNeighbourhood"'

stVineCopula: Constructor of the class 'stVineCopula'.

stVineCopula-class: Class '"stVineCopula"'

tawn3pCopula: Tawn Copula Family constructor using all three parameters

tawn3pCopula-class: Class '"tawn3pCopula"'

trunCopula: Constructor of the truncated copula class.

trunCopula-class: Class '"trunCopula"'

unitScatter: A scatter plot on the unit-square

Functions

asCopula Man page
asCopula-class Man page
A,tawn3pCopula-method Man page
bestFitTau Man page
bins Man page
bivJointDepFun Man page
calcBins Man page
calcBins-methods Man page
calcBins,neighbourhood-method Man page
calcBins,Spatial-method Man page
calcBins,STFDF-method Man page
calcKTauLin Man page
calcKTauPol Man page
calcSpTreeDists Man page
composeSpCopula Man page
condCovariate Man page
condSpVine Man page
condStCoVarVine Man page
condStVine Man page
cqsCopula Man page
cqsCopula-class Man page
criticalLevel Man page
criticalPair Man page
criticalTriple Man page
dAdu,tawn3pCopula-method Man page
dataSet Man page
dCopula,matrix,tawn3pCopula-method Man page
dCopula,numeric,tawn3pCopula-method Man page
dduCopula Man page
dduCopula,ANY,mixtureCopula-method Man page
dduCopula,ANY,tawn3pCopula-method Man page
dduCopula,matrix,asCopula-method Man page
dduCopula,matrix,claytonCopula-method Man page
dduCopula,matrix,cqsCopula-method Man page
dduCopula,matrix,frankCopula-method Man page
dduCopula,matrix,gumbelCopula-method Man page
dduCopula,matrix,indepCopula-method Man page
dduCopula,matrix,leafCopula-method Man page
dduCopula,matrix,normalCopula-method Man page
dduCopula,matrix,spCopula-method Man page
dduCopula,matrix,stCopula-method Man page
dduCopula,matrix,tCopula-method Man page
dduCopula-methods Man page
dduCopula,numeric,asCopula-method Man page
dduCopula,numeric,claytonCopula-method Man page
dduCopula,numeric,cqsCopula-method Man page
dduCopula,numeric,frankCopula-method Man page
dduCopula,numeric,gumbelCopula-method Man page
dduCopula,numeric,indepCopula-method Man page
dduCopula,numeric,leafCopula-method Man page
dduCopula,numeric,normalCopula-method Man page
dduCopula,numeric,spCopula-method Man page
dduCopula,numeric,stCopula-method Man page
dduCopula,numeric,tCopula-method Man page
ddvCopula Man page
ddvCopula,ANY,mixtureCopula-method Man page
ddvCopula,ANY,tawn3pCopula-method Man page
ddvCopula,matrix,asCopula-method Man page
ddvCopula,matrix,claytonCopula-method Man page
ddvCopula,matrix,cqsCopula-method Man page
ddvCopula,matrix,frankCopula-method Man page
ddvCopula,matrix,gumbelCopula-method Man page
ddvCopula,matrix,indepCopula-method Man page
ddvCopula,matrix,leafCopula-method Man page
ddvCopula,matrix,normalCopula-method Man page
ddvCopula,matrix,spCopula-method Man page
ddvCopula,matrix,stCopula-method Man page
ddvCopula,matrix,tCopula-method Man page
ddvCopula-methods Man page
ddvCopula,numeric,asCopula-method Man page
ddvCopula,numeric,claytonCopula-method Man page
ddvCopula,numeric,cqsCopula-method Man page
ddvCopula,numeric,frankCopula-method Man page
ddvCopula,numeric,gumbelCopula-method Man page
ddvCopula,numeric,indepCopula-method Man page
ddvCopula,numeric,leafCopula-method Man page
ddvCopula,numeric,normalCopula-method Man page
ddvCopula,numeric,spCopula-method Man page
ddvCopula,numeric,stCopula-method Man page
ddvCopula,numeric,tCopula-method Man page
dependencePlot Man page
dropSpTree Man page
dropStTree Man page
empBivJointDepFun Man page
empiricalCopula Man page
empiricalCopula-class Man page
empSurCopula Man page
empSurCopula-class Man page
EU_RB Man page
EU_RB_2005 Man page
fitCopula,asCopula,ANY-method Man page
fitCopula,cqsCopula,ANY-method Man page
fitCopula,mixtureCopula,ANY-method Man page
fitCopula,spVineCopula,ANY-method Man page
fitCopula,stVineCopula,ANY-method Man page
fitCopula,tawn3pCopula-method Man page
fitCopula,trunCopula,matrix-method Man page
fitCorFun Man page
fitSpCopula Man page
genEmpCop Man page
genEmpKenFun Man page
genEmpSurCop Man page
genInvKenFun Man page
getKendallDistr Man page
getKendallDistr,BB1Copula-method Man page
getKendallDistr,BB6Copula-method Man page
getKendallDistr,BB7Copula-method Man page
getKendallDistr,BB8Copula-method Man page
getKendallDistr,claytonCopula-method Man page
getKendallDistr,frankCopula-method Man page
getKendallDistr,gumbelCopula-method Man page
getKendallDistr,joeBiCopula-method Man page
getNeighbours Man page
getStNeighbours Man page
gevEsti Man page
hkCopula Man page
hkCopula-class Man page
invdduCopula Man page
invdduCopula-methods Man page
invdduCopula,numeric,asCopula,numeric-method Man page
invdduCopula,numeric,claytonCopula,numeric-method Man page
invdduCopula,numeric,cqsCopula,numeric-method Man page
invdduCopula,numeric,frankCopula,numeric-method Man page
invdduCopula,numeric,indepCopula,numeric-method Man page
invdduCopula,numeric,mixtureCopula,numeric-method Man page
invdduCopula,numeric,normalCopula,numeric-method Man page
invdduCopula,numeric,spCopula,ANY-method Man page
invdduCopula,numeric,stCopula,ANY-method Man page
invddvCopula Man page
invddvCopula-methods Man page
invddvCopula,numeric,asCopula,numeric-method Man page
invddvCopula,numeric,claytonCopula,numeric-method Man page
invddvCopula,numeric,cqsCopula,numeric-method Man page
invddvCopula,numeric,frankCopula,numeric-method Man page
invddvCopula,numeric,indepCopula,numeric-method Man page
invddvCopula,numeric,mixtureCopula,numeric-method Man page
invddvCopula,numeric,normalCopula,numeric-method Man page
invddvCopula,numeric,spCopula,ANY-method Man page
invddvCopula,numeric,stCopula,ANY-method Man page
kendall Man page
kendall,ANY,ANY-method Man page
kendallDistribution Man page
kendallDistribution,BB1Copula-method Man page
kendallDistribution,BB6Copula-method Man page
kendallDistribution,BB7Copula-method Man page
kendallDistribution,BB8Copula-method Man page
kendallDistribution,claytonCopula-method Man page
kendallDistribution,frankCopula-method Man page
kendallDistribution,gumbelCopula-method Man page
kendallDistribution,joeBiCopula-method Man page
kendall-methods Man page
kendall,numeric,BB1Copula-method Man page
kendall,numeric,BB6Copula-method Man page
kendall,numeric,BB7Copula-method Man page
kendall,numeric,BB8Copula-method Man page
kendall,numeric,claytonCopula-method Man page
kendall,numeric,frankCopula-method Man page
kendall,numeric,gumbelCopula-method Man page
kendall,numeric,joeBiCopula-method Man page
kendall,numeric,joeCopula-method Man page
kendallRP Man page
loc Man page
loglikByCopulasLags Man page
loglikByCopulasStLags Man page
loglikTau Man page
lokliktau Man page
lowerBivJointDepFun Man page
lowerEmpBivJointDepFun Man page
meanLog Man page
meuseSpVine Man page
mixedSpVineCopula-class Man page
mixtureCopula Man page
mixtureCopula-class Man page
names,neighbourhood-method Man page
names,stNeighbourhood-method Man page
neighbourhood Man page
neighbourhood-class Man page
[,neighbourhood,numeric,ANY,ANY-method Man page
pCopula,matrix,tawn3pCopula-method Man page
pCopula,numeric,tawn3pCopula-method Man page
pureSpVineCopula-class Man page
qCopula_u Man page
qCopula_u,copula-method Man page
qCopula_v Man page
qCopula_v,copula-method Man page
qCopula_v,trunCopula-method Man page
rankTransform Man page
rCopula,numeric,tawn3pCopula-method Man page
rCopula_y Man page
rCopula_y,ANY-method Man page
rCopula_y-methods Man page
rCopula_y,numeric,copula-method Man page
rCopula_y,numeric,trunCopula-method Man page
reduceNeighbours Man page
scale Man page
sdLog Man page
shape Man page
show,stCopula-method Man page
show,stNeighbourhood-method Man page
spCop Man page
spCopPredict Man page
spcopula Man page
spCopula Man page
spCopula-class Man page
spcopula-package Man page
spGaussCopPredict Man page
spGaussLogLik Man page
spVineCopula Man page
spVineCopula-class Man page
stCopPredict Man page
stCopula Man page
stCopula-class Man page
stCoVarVineCopula Man page
stCoVarVineCopula-class Man page
stNeighbourhood Man page
stNeighbourhood-class Man page
[,stNeighbourhood,numeric,ANY,ANY-method Man page
stVineCopula Man page
stVineCopula-class Man page
tawn3pCopula Man page
tawn3pCopula-class Man page
triples Man page
trunCopula Man page
trunCopula-class Man page
unitScatter Man page
univScatter Man page
upperBivJointDepFun Man page
upperEmpBivJointDepFun Man page

Files

spcopula/DESCRIPTION
spcopula/NAMESPACE
spcopula/R
spcopula/R/Classes.R spcopula/R/KendallDistribution.R spcopula/R/asCopula.R spcopula/R/cqsCopula.R spcopula/R/empiricalCopula.R spcopula/R/hkCopula.R spcopula/R/leafCopula.R spcopula/R/mixtureCopula.R spcopula/R/partialDerivatives.R spcopula/R/returnPeriods.R spcopula/R/spCopula.R spcopula/R/spVineCopula.R spcopula/R/spatialGaussianCopula.R spcopula/R/spatialPreparation.R spcopula/R/spatio-temporalPreparation.R spcopula/R/stCoVarVineCopula.R spcopula/R/stCopula.R spcopula/R/stVineCopula.R spcopula/R/tailDependenceFunctions.R spcopula/R/tawn3pCopula.R spcopula/R/trunCopula.R spcopula/R/utilities.R spcopula/R/zzz.R
spcopula/build
spcopula/build/vignette.rds
spcopula/data
spcopula/data/EU_RB.RData
spcopula/data/EU_RB_2005.RData
spcopula/data/simulatedTriples.RData
spcopula/data/spCopDemo.RData
spcopula/demo
spcopula/demo/00Index
spcopula/demo/MRP.R
spcopula/demo/pureSpVineCopula.R
spcopula/demo/spCopula.R
spcopula/demo/stCoVarVineCop.R
spcopula/demo/stVineCopFit.R
spcopula/demo/tailDepFunctions.R
spcopula/inst
spcopula/inst/CITATION
spcopula/inst/doc
spcopula/inst/doc/bib_spcopula.bib
spcopula/inst/doc/spcopula.R
spcopula/inst/doc/spcopula.Rnw
spcopula/inst/doc/spcopula.pdf
spcopula/man
spcopula/man/EU_RB.Rd spcopula/man/EU_RB_2005.Rd spcopula/man/asCopula-class.Rd spcopula/man/asCopula.Rd spcopula/man/bivTailDepFun.Rd spcopula/man/calcBins.Rd spcopula/man/calcSpTreeDists.Rd spcopula/man/composeSpCopula.Rd spcopula/man/condCovariate.Rd spcopula/man/condSpVine.Rd spcopula/man/condStCoVarVine.Rd spcopula/man/condStVine.Rd spcopula/man/cqsCopula-class.Rd spcopula/man/cqsCopula.Rd spcopula/man/criticalLevel.Rd spcopula/man/criticalPair.Rd spcopula/man/criticalTriple.Rd spcopula/man/dduCopula-methods.Rd spcopula/man/dduCopula.Rd spcopula/man/ddvCopula-methods.Rd spcopula/man/dependencePlot.Rd spcopula/man/dropSpTree.Rd spcopula/man/dropStTree.Rd spcopula/man/empSurCopula-class.Rd spcopula/man/empSurCopula.Rd spcopula/man/empiricalCopula-class.Rd spcopula/man/empiricalCopula.Rd spcopula/man/fitCorFun.Rd spcopula/man/fitSpCopula.Rd spcopula/man/genEmpCop.Rd spcopula/man/genEmpKenFun.Rd spcopula/man/genInvKenFun.Rd spcopula/man/getKendallDistr.Rd spcopula/man/getNeighbours.Rd spcopula/man/getStNeighbours.Rd spcopula/man/hkCopula-class.Rd spcopula/man/hkCopula.Rd spcopula/man/invdduCopula-methods.Rd spcopula/man/invddvCopula-methods.Rd spcopula/man/kendall-methods.Rd spcopula/man/kendallDistribution.Rd spcopula/man/kendallRP.Rd spcopula/man/loglikByCopulasLags.Rd spcopula/man/loglikByCopulasStLags.Rd spcopula/man/mixtureCopula-class.Rd spcopula/man/mixtureCopula.Rd spcopula/man/neighbourhood-class.Rd spcopula/man/neighbourhood.Rd spcopula/man/qCopula_u.Rd spcopula/man/rCopula_y.Rd spcopula/man/rankTransform.Rd spcopula/man/reduceNeighbours.Rd spcopula/man/simulatedTriples.Rd spcopula/man/spCopDemo.Rd spcopula/man/spCopPredict.Rd spcopula/man/spCopula-class.Rd spcopula/man/spCopula.Rd spcopula/man/spGaussCopPredict.Rd spcopula/man/spGaussLogLik.Rd spcopula/man/spVineCopula-class.Rd spcopula/man/spVineCopula.Rd spcopula/man/spcopula-package.Rd spcopula/man/stCoVarVineCopula-class.Rd spcopula/man/stCoVarVineCopula.Rd spcopula/man/stCopPredict.Rd spcopula/man/stCopula-class.Rd spcopula/man/stCopula.Rd spcopula/man/stNeighbourhood-class.Rd spcopula/man/stNeighbourhood.Rd spcopula/man/stVineCopula-class.Rd spcopula/man/stVineCopula.Rd spcopula/man/tawn3pCopula-class.Rd spcopula/man/tawn3pCopula.Rd spcopula/man/trunCopula-class.Rd spcopula/man/trunCopula.Rd spcopula/man/unitScatter.Rd
spcopula/src
spcopula/src/Rinterface.h
spcopula/src/spatialPreparation.c
spcopula/tests
spcopula/tests/Examples
spcopula/tests/Examples/spcopula-Ex.Rout.save
spcopula/tests/spCopulaTest.R
spcopula/tests/spCopulaTest.Rout.save
spcopula/tests/stCopulaTest.R
spcopula/tests/stCopulaTest.Rout.save
spcopula/vignettes
spcopula/vignettes/.install_extras
spcopula/vignettes/bib_spcopula.bib
spcopula/vignettes/figures
spcopula/vignettes/figures/BoxPlots.pdf
spcopula/vignettes/figures/FI00351_ts.pdf
spcopula/vignettes/figures/PM10_EMEP_correlation.pdf
spcopula/vignettes/figures/can_Vine.png
spcopula/vignettes/figures/condPredCDF.pdf
spcopula/vignettes/figures/copula_densities.pdf
spcopula/vignettes/figures/correlogram.pdf
spcopula/vignettes/figures/hist_PM10.pdf
spcopula/vignettes/figures/st-vine.png
spcopula/vignettes/spcopula.Rnw

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