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copula (version 0.6-1)

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. Independence tests among random variables and random vectors based on the empirical copula process.

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Version

Install

install.packages('copula')

Monthly Downloads

12,864

Version

0.6-1

License

GPL version 2 or later.

Maintainer

Jun Yan

Last Published

December 21st, 2018

Functions in copula (0.6-1)

contour-methods

Methods for Function contour in Package `copula'

Methods for Function persp in Package `copula'

Class "evCopula"

archmCopula-class

Class "archmCopula"

Association Measures in Package `copula'

Multivariate Distribution via Copula

Methods for Function show in Package `copula'

Construction of Elliptical Copula Class Object

fitCopula-class

Class "fitCopula"

Generators for Archimedean and EV Copulas

summary-methods

Methods for Function summary in Package `copula'

fgmCopula-class

Class "fgmCopula"

Construction of Archimedean Copula Class Object

Construction of Plackett Copula Class Object

Independence test among continuous random variables based on the empirical copula process

Independence test among continuous random vectors based on the empirical copula process

Construction of a fgmCopula Class Object

ellipCopula-class

Class "ellipCopula"

The Copula Distribution

Maximum Likelihood Estimation of Copula Models

Construction of Extreme Value Copula Class Object