lcopula (version 1.0.7)

Liouville Copulas

Description

Collections of functions allowing random number generations and estimation of 'Liouville' copulas, as described in Belzile and Neslehova (2017) .

Copy Link

Version

Install

install.packages('lcopula')

Monthly Downloads

1,295

Version

1.0.7

License

GPL-3

Maintainer

Leo Belzile

Last Published

December 5th, 2023

Functions in lcopula (1.0.7)

pliouv.opt

Internal code for the copula likelihood function of Liouville copulas

negdirspecdens

Spectral density of scaled negative Dirichlet extreme value distribution

rarchi

Archimedean copula sampler

nutrient

Women daily nutrient intake

liouv.maxim

Maximization of Liouville copula likelihood function

.pickands.fun.uni

Pickands dependence function for the copula domain of attraction of Liouville copulas

liouv.iTau

Moment estimate for theta derived from Kendall's tau formula

isliouv_m

Multiple marginal inverse survival function of Liouville vectors

Liouville_marginal

Liouville vectors marginal functions

sliouv_m

Multiple marginal survival function for Liouville vectors

theta.bci

Parametric bootstrap confidence interval for the parameter theta for Liouville copula

sliouv

Joint survival function of Liouville vectors

.pliouv.opt_old

Old code for the copula likelihood function for Liouville copulas

.ctspecdens

Spectral density of Coles and Tawn extreme value distribution

.liouv.Tau_s

Computes Kendall's \(\tau\) for Clayton or Gumbel Liouville copula

K.plot

Kendall plot

.liouv.iTau_s

Moment estimate for theta derived from Kendall's \(\tau\)

airquality

Daily air pollutant measures in Leeds

dirspecdens

Spectral density of scaled Dirichlet and negative Dirichlet extreme value distributions

Liouville

Liouville copulas

hmvevdliouv

Spectral density of the CDA of survival copula and copula of Liouville vectors

liouv.Tau

Computes Kendall's tau for Clayton or Gumbel Liouville copula

express_coef_gumb

Gumbel coefficient for Kendall's tau formula

lcopula-package

tools:::Rd_package_title("lcopula")

express_coef_clayton

Clayton coefficient for Kendall's tau formula

danube

Ranks of preprocessed monthly Danube river flow measurements

.marginCombo

Rcpp function to compute sum of rows and couple according to alphavec

H_inv

Inverse survival function if Monte-Carlo approximation is set to TRUE in liouv.maxim

.pickands.dir.uni

Pickands dependence function for the copula domain of attraction of Liouville survival copulas

pickands.liouv

Pickands dependence function for the copula domain of attraction of Liouville survival copulas

pickands.plot

Plot Pickands dependence function for CDA of Liouville copulas