kendallsTau

spearmansRho

tailIndex

calibKendallsTau

calibSpearmansRho

kendallsTau-methods

kendallsTau,ANY-method

kendallsTau,copula-method

kendallsTau,archmCopula-method

kendallsTau,amhCopula-method

kendallsTau,claytonCopula-method

kendallsTau,frankCopula-method

kendallsTau,gumbelCopula-method

kendallsTau,normalCopula-method

kendallsTau,tCopula-method

kendallsTau,fgmCopula-method

spearmansRho-methods

spearmansRho,ANY-method

spearmansRho,copula-method

spearmansRho,frankCopula-method

spearmansRho,normalCopula-method

spearmansRho,tCopula-method

spearmansRho,fgmCopula-method

tailIndex-methods

tailIndex,ANY-method

tailIndex,copula-method

tailIndex,evCopula-method

tailIndex,claytonCopula-method

tailIndex,frankCopula-method

tailIndex,gumbelCopula-method

tailIndex,normalCopula-method

tailIndex,tCopula-method

calibKendallsTau-methods

calibKendallsTau,ANY-method

calibKendallsTau,copula-method

calibKendallsTau,ellipCopula-method

calibKendallsTau,normalCopula-method

calibKendallsTau,tCopula-method

calibKendallsTau,claytonCopula-method

calibKendallsTau,gumbelCopula-method

calibSpearmansRho-methods

calibSpearmansRho,ANY-method

calibSpearmansRho,copula-method

calibSpearmansRho,ellipCopula-method

calibSpearmansRho,normalCopula-method

calibSpearmansRho,tCopula-method

Methods to compute association measures such as Kendall's Tau,
 Spearman's Rho, and tail dependence index for bivaraite copulas.
 Calibration is supplied for Kendall's Tau and Spearman's Rho.

multivariate

methods

AssocMeasures

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.

Jun Yan

copula

Multivariate Dependence with Copula

AssocMeasures function

Association Measures in Package `copula'

AssocMeasures: Association Measures in Package `copula'

Description

Arguments