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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) .

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Install

install.packages('lcopula')

Monthly Downloads

1,171

Version

1.0.7

License

GPL-3

Maintainer

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