Bivariate Copula Based Regression Models

Documentation for package ‘CopulaRegression’ version 0.1-5

CopulaRegression-package	Bivariate copula-based regression models
copreg	Joint, copula-based regression model
CopulaRegression	Bivariate copula-based regression models
density_conditional	Conditional density of Y given X
density_joint	Joint density of X and Y
dgam	Density of a Gamma variable
dpolicy_loss	Density of the policy loss
dztp	Density of a zero truncated Poisson variable
D_u	H-function of the copula
epolicy_loss	Expectation of the policy loss
loglik_joint	Loglikelihood of the joint regression model
mle_joint	ML-Estimates of the joint model.
mle_marginal	ML-estimates of the marginal models
pgam	Distribution of a Gamma variable
ppolicy_loss	Cumaltive distribution function of the policy loss
predict	Prediction of the copula regression model
predict.copreg	Prediction of the copula regression model
pztp	Cumulative distribution function of a zero truncated Poisson variable
qpolicy_loss	Quantile of the policy loss
rgam	Samples from a Gamma variable
simulate_joint	Simulation from the joint model
simulate_regression_data	Simulate regression data
theta2z	Transformation of the copula parameter
vuongtest	Model comparison using a Vuong test
z2theta	Inverse of the parameter transformation
ztp.glm	GLM for a zero truncated Poisson variable