spcopula: Copula Driven Spatio-Temporal Analysis

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We provide a framework to analyse spatial and spatio-temporal data via copulas and vine copulas. The 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.

Author
Benedikt Graeler [aut, cre], Marius Appel [ctb]
Date of publication
2016-12-01 12:46:52
Maintainer
Benedikt Graeler <ben.graeler@uni-muenster.de>
License
GPL-3
Version
0.2-1
URLs

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"'
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
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
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"'
unitScatter
A scatter plot on the unit-square

Files in this package

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/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/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/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/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/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/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