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copula (version 0.5-8)

Multivariate Dependence with Copula

Description

Classes (S4) of commonly used copulas including elliptical, Archimidean, extreme value and Farlie-Gumbel-Morgenstern families. Methods for density, distribution, random number generators, bivariate association measures, persp, and contour. Functions for fitting copula models. Multivariate independence test based on the empirical copula process.

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Version

Install

install.packages('copula')

Monthly Downloads

12,864

Version

0.5-8

License

GPL version 2 or later.

Maintainer

Jun Yan

Last Published

December 21st, 2018

Functions in copula (0.5-8)

plackettCopula

Construction of Plackett Copula Class Object
empcop.test

Multivariate independence test based on the empirical copula process
persp-methods

Methods for Function persp in Package `copula'
archmCopula

Construction of Archimedean Copula Class Object
copula-class

Class "copula"
ellipCopula-class

Class "ellipCopula"
ellipCopula

Construction of Elliptical Copula Class Object
archmCopula-class

Class "archmCopula"
contour-methods

Methods for Function contour in Package `copula'
evCopula-class

Class "evCopula"
fitCopula-class

Class "fitCopula"
mvdc-class

Class "mvdc"
Copula

The Copula Distribution
fgmCopula

Construction of a fgmCopula Class Object
fitCopula

Maximum Likelihood Estimation of Copula Models
fgmCopula-class

Class "fgmCopula"
Mvdc

Multivariate Distribution via Copula
show-methods

Methods for Function show in Package `copula'
AssocMeasures

Association Measures in Package `copula'
evCopula

Construction of Extreme Value Copula Class Object
summary-methods

Methods for Function summary in Package `copula'
generator

Generators for Archimedean and EV Copulas