A |
Generator Functions for Archimedean and Extreme-Value Copulas |
A-method |
Generator Functions for Archimedean and Extreme-Value Copulas |
A-methods |
Generator Functions for Archimedean and Extreme-Value Copulas |
A..Z |
Sinc, Zolotarev's, and Other Mathematical Utility Functions |
absdPsiMC |
Absolute Value of Generator Derivatives via Monte Carlo |
acopula |
Class "acopula" of Archimedean Copula Families |
acopula-class |
Class "acopula" of Archimedean Copula Families |
acopula-families |
Specific Archimedean Copula Families ("acopula" Objects) |
Afun |
Generator Functions for Archimedean and Extreme-Value Copulas |
AfunDer |
Generator Functions for Archimedean and Extreme-Value Copulas |
allComp |
All Components of a (Inner or Outer) Nested Archimedean Copula |
amhCopula |
Construction of Archimedean Copula Class Object |
amhCopula-class |
Class "archmCopula" |
An |
Nonparametric Rank-based Estimators of the Pickands Dependence Function |
An.biv |
Nonparametric Rank-based Estimators of the Pickands Dependence Function |
Anfun |
Nonparametric Rank-based Estimators of the Pickands Dependence Function |
archmCopula |
Construction of Archimedean Copula Class Object |
archmCopula-class |
Class "archmCopula" |
C.n |
The Empirical Copula |
cacopula |
Conditional Copula Function |
calibKendallsTau |
Dependence Measures for Bivariate Copulas |
calibSpearmansRho |
Dependence Measures for Bivariate Copulas |
cCopula |
Conditional Copula Function |
claytonCopula |
Construction of Archimedean Copula Class Object |
claytonCopula-class |
Class "archmCopula" |
Cn |
The Empirical Copula |
coef.fittedMV |
Estimation of Multivariate Models Defined via Copulas |
contour-method |
Methods for Function 'contour' in Package 'copula' |
contour-methods |
Methods for Function 'contour' in Package 'copula' |
copAMH |
Specific Archimedean Copula Families ("acopula" Objects) |
copClayton |
Specific Archimedean Copula Families ("acopula" Objects) |
copFrank |
Specific Archimedean Copula Families ("acopula" Objects) |
copGumbel |
Specific Archimedean Copula Families ("acopula" Objects) |
copJoe |
Specific Archimedean Copula Families ("acopula" Objects) |
Copula |
Density, Evaluation, and Random Number Generation for Copula Functions |
Copula-class |
Mother Classes "Copula" and "copula" of All Copulas in the Package |
copula-class |
Mother Classes "Copula" and "copula" of All Copulas in the Package |
dAdu |
Generator Functions for Archimedean and Extreme-Value Copulas |
dAdu-method |
Generator Functions for Archimedean and Extreme-Value Copulas |
dAdu-methods |
Generator Functions for Archimedean and Extreme-Value Copulas |
dCn |
The Empirical Copula |
dCopula |
Density, Evaluation, and Random Number Generation for Copula Functions |
dcopula |
Density, Evaluation, and Random Number Generation for Copula Functions |
dCopula-method |
Density, Evaluation, and Random Number Generation for Copula Functions |
dCopula-method |
Density Evaluation for (Nested) Archimedean Copulas |
dDiag |
Density of the Diagonal of (Nested) Archimedean Copulas |
debye1 |
Polylogarithm Li_s(z) and Debye Functions |
debye2 |
Polylogarithm Li_s(z) and Debye Functions |
dependogram |
Test Independence of Continuous Random Variables via Empirical Copula |
dev.off.pdf |
Cropping and Font Embedding PDF Device |
dim-method |
Mother Classes "Copula" and "copula" of All Copulas in the Package |
dim-method |
Class "mvdc" |
dim-method |
Class "nacopula" of Nested Archimedean Copulas |
diPsi |
Generator Functions for Archimedean and Extreme-Value Copulas |
diPsi-method |
Generator Functions for Archimedean and Extreme-Value Copulas |
diPsi-methods |
Generator Functions for Archimedean and Extreme-Value Copulas |
dK |
Kendall Distribution Function for Archimedean Copulas |
dMvdc |
Multivariate Distributions Constructed from Copulas |
dmvdc |
Multivariate Distributions Constructed from Copulas |
dnacopula |
Density Evaluation for (Nested) Archimedean Copulas |
dSibuya |
Sibuya Distribution - Sampling and Probabilities |
dsumSibuya |
Sibuya Distribution - Sampling and Probabilities |
ebeta |
Various Estimators for (Nested) Archimedean Copulas |
edmle |
Various Estimators for (Nested) Archimedean Copulas |
ellipCopula |
Construction of Elliptical Copula Class Object |
ellipCopula-class |
Class "ellipCopula" |
emde |
Minimum Distance Estimators for (Nested) Archimedean Copulas |
emle |
Maximum Likelihood Estimators for (Nested) Archimedean Copulas |
enacopula |
Estimation Procedures for (Nested) Archimedean Copulas |
etau |
Various Estimators for (Nested) Archimedean Copulas |
Eulerian |
Eulerian and Stirling Numbers of First and Second Kind |
Eulerian.all |
Eulerian and Stirling Numbers of First and Second Kind |
evCopula |
Construction of Extreme-Value Copula Class Objects |
evCopula-class |
Classes Representing Extreme-Value Copulas |
evTestA |
Bivariate Test of Extreme-Value Dependence Based on Pickands' Dependence Function |
evTestC |
Large-sample Test of Multivariate Extreme-Value Dependence |
evTestK |
Bivariate Test of Extreme-Value Dependence Based on Kendall's Process |
exchEVTest |
Test of Exchangeability for Certain Bivariate Copulas |
exchTest |
Test of Exchangeability for a Bivariate Copula |
galambosCopula |
Construction of Extreme-Value Copula Class Objects |
galambosCopula-class |
Classes Representing Extreme-Value Copulas |
genFun |
Generator Functions for Archimedean and Extreme-Value Copulas |
genFunDer1 |
Generator Functions for Archimedean and Extreme-Value Copulas |
genFunDer2 |
Generator Functions for Archimedean and Extreme-Value Copulas |
genInv |
Generator Functions for Archimedean and Extreme-Value Copulas |
getAcop |
Get "acopula" Family Object by Name |
getSigma |
Convert (Rho) Matrices to and From Parameter Vectors |
gnacopula |
Goodness-of-fit Testing for (Nested) Archimedean Copulas |
gofBTstat |
Various Goodness-of-fit Test Statistics |
gofCopula |
Goodness-of-fit Tests for Copulas |
gofEVCopula |
Goodness-of-fit Tests for Bivariate Extreme-Value Copulas |
gofMB |
Goodness-of-fit Tests for Copulas |
gofPB |
Goodness-of-fit Tests for Copulas |
gofTstat |
Goodness-of-fit Test Statistics |
gpviTest |
Computations for Graphical GOF Test via Pairwise Rosenblatt Transforms |
gtrafo |
GOF Testing Transformations for Archimedean Copulas |
gumbelCopula |
Construction of Archimedean Copula Class Object |
gumbelCopula-class |
Class "archmCopula" |
indepCopula |
Construction of Independence Copula Class Objects |
indepCopula-class |
Class "indepCopula" |
indepTest |
Test Independence of Continuous Random Variables via Empirical Copula |
indepTestSim |
Test Independence of Continuous Random Variables via Empirical Copula |
initialize-method |
Class "acopula" of Archimedean Copula Families |
initOpt |
Initial Interval or Value for Parameter Estimation of Archimedean Copulas |
interval |
Construct Simple "interval" Object |
interval-class |
Class "interval" of Simple Intervals |
iPsi |
Generator Functions for Archimedean and Extreme-Value Copulas |
iPsi-method |
Generator Functions for Archimedean and Extreme-Value Copulas |
iPsi-methods |
Generator Functions for Archimedean and Extreme-Value Copulas |
iRho |
Dependence Measures for Bivariate Copulas |
iRho-method |
Dependence Measures for Bivariate Copulas |
iRho-methods |
Dependence Measures for Bivariate Copulas |
iTau |
Dependence Measures for Bivariate Copulas |
iTau-method |
Dependence Measures for Bivariate Copulas |
iTau-methods |
Dependence Measures for Bivariate Copulas |
P2p |
Convert (Rho) Matrices to and From Parameter Vectors |
p2P |
Convert (Rho) Matrices to and From Parameter Vectors |
pacR |
Distribution of the Radial Part of an Archimedean Copula |
pairsColList |
Plots for Graphical GOF Test via Pairwise Rosenblatt Transforms |
pairsRosenblatt |
Plots for Graphical GOF Test via Pairwise Rosenblatt Transforms |
pairwiseCcop |
Computations for Graphical GOF Test via Pairwise Rosenblatt Transforms |
pairwiseIndepTest |
Computations for Graphical GOF Test via Pairwise Rosenblatt Transforms |
pCopula |
Density, Evaluation, and Random Number Generation for Copula Functions |
pcopula |
Density, Evaluation, and Random Number Generation for Copula Functions |
pCopula-method |
Density, Evaluation, and Random Number Generation for Copula Functions |
pCopula-method |
Evaluation of (Nested) Archimedean Copulas |
persp-method |
Methods for Function 'persp' in Package 'copula' |
persp-methods |
Methods for Function 'persp' in Package 'copula' |
pK |
Kendall Distribution Function for Archimedean Copulas |
plackettCopula |
Construction of a Plackett Copula Class Object |
plackettCopula-class |
Mother Classes "Copula" and "copula" of All Copulas in the Package |
pMvdc |
Multivariate Distributions Constructed from Copulas |
pmvdc |
Multivariate Distributions Constructed from Copulas |
pnacopula |
Evaluation of (Nested) Archimedean Copulas |
pobs |
Pseudo-Observations |
polylog |
Polylogarithm Li_s(z) and Debye Functions |
polynEval |
Evaluate Polynomials |
printNacopula |
Print Compact Overview of a Nested Archimedean Copula ("nacopula") |
prob |
Computing Probabilities of Hypercubes |
prob-method |
Computing Probabilities of Hypercubes |
prob-methods |
Computing Probabilities of Hypercubes |
psi |
Generator Functions for Archimedean and Extreme-Value Copulas |
psi-method |
Generator Functions for Archimedean and Extreme-Value Copulas |
psi-methods |
Generator Functions for Archimedean and Extreme-Value Copulas |
pSibuya |
Sibuya Distribution - Sampling and Probabilities |
psiDabsMC |
Absolute Value of Generator Derivatives via Monte Carlo |
pviTest |
Computations for Graphical GOF Test via Pairwise Rosenblatt Transforms |
rCopula |
Density, Evaluation, and Random Number Generation for Copula Functions |
rcopula |
Density, Evaluation, and Random Number Generation for Copula Functions |
rCopula-method |
Density, Evaluation, and Random Number Generation for Copula Functions |
rdj |
Daily Returns of Three Stocks in the Dow Jones |
retstable |
Sampling Exponentially Tilted Stable Distributions |
retstableR |
Sampling Exponentially Tilted Stable Distributions |
rF01Frank |
Sample Univariate Distributions Involved in Nested Frank and Joe Copulas |
rF01Joe |
Sample Univariate Distributions Involved in Nested Frank and Joe Copulas |
rFFrank |
Sampling Distribution F for Frank and Joe |
rFJoe |
Sampling Distribution F for Frank and Joe |
rho |
Dependence Measures for Bivariate Copulas |
rho-method |
Dependence Measures for Bivariate Copulas |
rho-methods |
Dependence Measures for Bivariate Copulas |
rK |
Kendall Distribution Function for Archimedean Copulas |
rlog |
Sampling Logarithmic Distributions |
rlogR |
Sampling Logarithmic Distributions |
rMvdc |
Multivariate Distributions Constructed from Copulas |
rmvdc |
Multivariate Distributions Constructed from Copulas |
rnacModel |
Random nacopula Model |
rnacopula |
Sampling Nested Archimedean Copulas |
rnchild |
Sampling Child 'nacopula's |
rSibuya |
Sibuya Distribution - Sampling and Probabilities |
rSibuyaR |
Sibuya Distribution - Sampling and Probabilities |
RSpobs |
Pseudo-Observations of Radial and Uniform Part of Elliptical and Archimedean Copulas |
rstable |
Random numbers from (Skew) Stable Distributions |
rstable1 |
Random numbers from (Skew) Stable Distributions |
rtrafo |
GOF Testing Transformations for Archimedean Copulas |
safeUroot |
One-dimensional Root (Zero) Finding - Extra "Safety" for Convenience |
serialIndepTest |
Serial Independence Test for Continuous Time Series Based on the Empirical Copula Process |
serialIndepTestSim |
Serial Independence Test for Continuous Time Series Based on the Empirical Copula Process |
setTheta |
Specify the Parameter(s) of a Copula |
setTheta-method |
Specify the Parameter(s) of a Copula |
show-method |
Class "acopula" of Archimedean Copula Families |
show-method |
Class "interval" of Simple Intervals |
show-method |
Class "mvdc" |
show-method |
Print Compact Overview of a Nested Archimedean Copula ("nacopula") |
show-method |
Methods for 'show' in Package 'copula' |
show-methods |
Methods for 'show' in Package 'copula' |
Sibuya |
Sibuya Distribution - Sampling and Probabilities |
sinc |
Sinc, Zolotarev's, and Other Mathematical Utility Functions |
SMI.12 |
SMI Data - 141 Days in Winter 2011/2012 |
spearmansRho |
Dependence Measures for Bivariate Copulas |
splom2 |
Scatterplot Matrix (splom) with Nice Variable Names |
Stirling1 |
Eulerian and Stirling Numbers of First and Second Kind |
Stirling1.all |
Eulerian and Stirling Numbers of First and Second Kind |
Stirling2 |
Eulerian and Stirling Numbers of First and Second Kind |
Stirling2.all |
Eulerian and Stirling Numbers of First and Second Kind |
Summary-method |
Class "interval" of Simple Intervals |
summary-method |
Classes of Fitted Multivariate Models: Copula, Mvdc |
summaryFitCopula-class |
Classes of Fitted Multivariate Models: Copula, Mvdc |
summaryFitMvdc-class |
Classes of Fitted Multivariate Models: Copula, Mvdc |
tailIndex |
Dependence Measures for Bivariate Copulas |
tailIndex-method |
Dependence Measures for Bivariate Copulas |
tailIndex-methods |
Dependence Measures for Bivariate Copulas |
tau |
Dependence Measures for Bivariate Copulas |
tau-method |
Dependence Measures for Bivariate Copulas |
tau-methods |
Dependence Measures for Bivariate Copulas |
tauAMH |
Ali-Mikhail-Haq ("AMH")'s and Joe's Kendall's Tau |
tauJoe |
Ali-Mikhail-Haq ("AMH")'s and Joe's Kendall's Tau |
tawnCopula |
Construction of Extreme-Value Copula Class Objects |
tawnCopula-class |
Classes Representing Extreme-Value Copulas |
tCopula |
Construction of Elliptical Copula Class Object |
tCopula-class |
Class "ellipCopula" |
tevCopula |
Construction of Extreme-Value Copula Class Objects |
tevCopula-class |
Classes Representing Extreme-Value Copulas |