genFun

genFun-methods

genFun,claytonCopula-method

genFun,frankCopula-method

genFun,gumbelCopula-method

genFun,amhCopula-method

genInv

genInv-methods

genInv,claytonCopula-method

genInv,frankCopula-method

genInv,gumbelCopula-method

genInv,amhCopula-method

genFunDer1

genFunDer1-methods

genFunDer1,claytonCopula-method

genFunDer1,frankCopula-method

genFunDer1,gumbelCopula-method

genFunDer1,amhCopula-method

genFunDer2

genFunDer2-methods

genFunDer2,claytonCopula-method

genFunDer2,frankCopula-method

genFunDer2,gumbelCopula-method

genFunDer2,amhCopula-method

Afun

Afun-methods

Afun,galambosCopula-method

Afun,gumbelCopula-method

Afun,huslerReissCopula-method

Methods function to evaluate generator function, inverse generator
 function, and derivatives of generator function.

multivariate

methods

generator

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.

generator: Generators for Archimedean and EV Copulas

Description

Arguments