copula

Nonparametric Rank-based Estimators of the Pickands Dependence Function

Compute Bernoulli Numbers

Density, Evaluation, and Random Number Generation for Copula Functions

Kendall Distribution Function for Archimedean Copulas

Multivariate Distributions Constructed from Copulas

Pseudo-Observations of Radial and Uniform Part of Elliptical and Archimedean Copulas

SMI Data – 141 Days in Winter 2011/2012

Sibuya Distribution - Sampling and Probabilities

Eulerian and Stirling Numbers of First and Second Kind

Absolute Value of Generator Derivatives via Monte Carlo

Distribution of the Radial Part of an Archimedean Copula

Class "acopula" of Archimedean Copula Families

All Components of a (Inner or Outer) Nested Archimedean Copula

Construction of Archimedean Copula Class Object

Class "archmCopula"

Dependence Measures for Bivariate Copulas

Construction of copulas using Khoudraji's device

Class "khoudrajiCopula" and its Subclasses

Sample and Population Version of Blomqvist's Beta for Archimedean Copulas

Conditional Distributions and Their Inverses from Copulas

Cloud Plot Methods ('cloud2') in Package 'copula'

Coefficients of Polynomial used for Gumbel Copula

Methods for Contour Plots in Package 'copula'

Contour Plot Methods 'contourplot2' in Package 'copula'

Specific Archimedean Copula Families ("acopula" Objects)

Mother Classes "Copula", etc of all Copulas in the Package

Internal Copula Functions

Multivariate Dependence Modeling with Copulas

(Fast) Computation of Pairwise Kendall's Taus

Density of the Diagonal of (Nested) Archimedean Copulas

Copula (Short) Description as String

Density Evaluation for (Nested) Archimedean Copulas

Construction of Elliptical Copula Class Objects

Class "ellipCopula" of Elliptical Copulas

Minimum Distance Estimators for (Nested) Archimedean Copulas

Maximum Likelihood Estimators for (Nested) Archimedean Copulas

The Empirical Copula

Class "empCopula" of Empirical Copulas

Estimation Procedures for (Nested) Archimedean Copulas

Various Estimators for (Nested) Archimedean Copulas

Construction of Extreme-Value Copula Objects

Classes Representing Extreme-Value Copulas

Bivariate Test of Extreme-Value Dependence Based on Pickands' Dependence Function

Large-sample Test of Multivariate Extreme-Value Dependence

Bivariate Test of Extreme-Value Dependence Based on Kendall's Distribution

Test of Exchangeability for Certain Bivariate Copulas

Test of Exchangeability for a Bivariate Copula

Construction of a fgmCopula Class Object

Class "fgmCopula" - Multivariate Multiparameter Farlie-Gumbel-Morgenstern Copulas

Construction of Fréchet-Hoeffding Bound Copula Objects

Class "fhCopula" of Fréchet-Hoeffding Bound Copulas

Fitting Copulas to Data – Copula Parameter Estimation

Classes of Fitted Multivariate Models: Copula, Mvdc

Non-parametric Estimators of the Matrix of Tail-Dependence Coefficients

Estimation of Multivariate Models Defined via Copulas

Fix a Subset of a Copula Parameter Vector

Daily Crude Oil and Natural Gas Prices from 2003 to 2006

Generator Functions for Archimedean and Extreme-Value Copulas

Get "acopula" Family Object by Name

Get Initial Parameter Estimate for Copula

Get the Parameter(s) of a Copula

Computations for Graphical GOF Test via Pairwise Rosenblatt Transforms

Goodness-of-fit Testing for (Nested) Archimedean Copulas

Goodness-of-fit Tests for Copulas

Goodness-of-fit Tests for Bivariate Extreme-Value Copulas

Various Goodness-of-fit Test Statistics

Goodness-of-fit Test Statistics

GOF Testing Transformation of Hering and Hofert

Construction of Independence Copula Objects

Class "indepCopula"

Test Independence of Continuous Random Variables via Empirical Copula

Initial Interval or Value for Parameter Estimation of Archimedean Copulas

Construct Simple "interval" Object

Class "interval" of Simple Intervals

Compute f(a) = log(1 +/- exp(-a)) Numerically Optimally

LOSS and ALAE Insurance Data

Marginal copula of a Copula With Specified Margins

Sinc, Zolotarev's, and Other Mathematical Utility Functions

Tools to Work with Matrices

Create Mixture of Copulas

Class "mixCopula" of Copula Mixtures

The Marshall-Olkin Copula

Class "moCopula" of Marshall-Olkin Copulas

Independence Test Among Continuous Random Vectors Based on the Empirical Copula Process

Serial Independence Test for Multivariate Time Series via Empirical Copula

Class "mvdc": Multivariate Distributions from Copulas

Pairwise Thetas of Nested Archimedean Copulas

Timing for Sampling Frailties of Nested Archimedean Copulas

Class "nacopula" of Nested Archimedean Copulas

Nesting Depth of a Nested Archimedean Copula ("nacopula")

Constructing (Outer) Nested Archimedean Copulas

Outer Power Transformation of Archimedean Copulas

Scatter-Plot Matrix ('pairs') for Copula Distributions with Nice Defaults

Pairs Plot of a cu.u Object (Internal Use)

Plots for Graphical GOF Test via Pairwise Rosenblatt Transforms

Methods for Function ‘persp’ in Package ‘copula’

Construction of a Plackett Copula

Class "plackettCopula" of Plackett Copulas

Methods for 'plot' in Package 'copula'

Evaluation of (Nested) Archimedean Copulas

Pseudo-Observations

Polylogarithm Li_s(z) and Debye Functions

Evaluate Polynomials

Print Compact Overview of a Nested Archimedean Copula ("nacopula")

Computing Probabilities of Hypercubes

Q-Q Plot with Rugs and Pointwise Asymptotic Confidence Intervals

Sample Univariate Distributions Involved in Nested Frank and Joe Copulas

Sampling Distribution F for Frank and Joe

Test of Exchangeability for a Bivariate Copula

Daily Returns of Three Stocks in the Dow Jones

Sampling Exponentially Tilted Stable Distributions

Sampling Logarithmic Distributions

Random nacopula Model

Sampling Nested Archimedean Copulas

Sampling Child 'nacopula's

Construction and Class of Rotated aka Reflected Copulas

Random numbers from (Skew) Stable Distributions

One-dimensional Root (Zero) Finding - Extra "Safety" for Convenience

Serial Independence Test for Continuous Time Series Via Empirical Copula

Specify the Parameter(s) of a Copula

Methods for 'show()' in Package 'copula'

Methods for Scatter Plot Matrix 'splom2' in Package 'copula'

Ali-Mikhail-Haq ("AMH")'s and Joe's Kendall's Tau

Uranium Exploration Dataset of Cook & Johnson (1986)

Variance-Reduction Methods

Perspective Plots - 'wireframe2' in Package 'copula'

Model (copula) selection based on k-fold cross-validation