as.copuladata

as.copuladata.data.frame

as.copuladata.matrix

as.copuladata.list

Either a <code>data.frame</code>, a <code>matrix</code> or a <code>list</code>
containing copula data (i.e. data with uniform margins on \([0,1]\)). The
<code>list</code> elements have to be vectors of identical length.

data

The function <code>as.copuladata</code> coerces an object (<code>data.frame</code>,
<code>matrix</code>, <code>list</code>) to a <code>copuladata</code> object.

Provides tools for the statistical analysis of regular vine copula
models, see Aas et al. (2009) <doi:10.1016/j.insmatheco.2007.02.001> and
Dissman et al. (2013) <doi:10.1016/j.csda.2012.08.010>.
The package includes tools for parameter estimation, model selection,
simulation, goodness-of-fit tests, and visualization. Tools for estimation,
selection and exploratory data analysis of bivariate copula models are also
provided.

Thomas Nagler

VineCopula

Statistical Inference of Vine Copulas

Ulf Schepsmeier

Jakob Stoeber

Eike Christian Brechmann

Benedikt Graeler

Tobias Erhardt

Carlos Almeida

Aleksey Min

Claudia Czado

Mathias Hofmann

Matthias Killiches

Harry Joe

Thibault Vatter

as.copuladata function

<dl><dt>data</dt>
<dd>Either a <code>data.frame</code>, a <code>matrix</code> or a <code>list</code>
containing copula data (i.e. data with uniform margins on \([0,1]\)). The
<code>list</code> elements have to be vectors of identical length.</dd></dl>

Arguments

Author

Copula Data Objects — as.copuladata

<dl>

<dt>data</dt>
<dd>Either a <code>data.frame</code>, a <code>matrix</code> or a <code>list</code>
containing copula data (i.e. data with uniform margins on \([0,1]\)). The
<code>list</code> elements have to be vectors of identical length.</dd>

</dl>

Copula Data Objects

as.copuladata: Copula Data Objects

Description

Usage

Arguments

Author

See Also

Examples