Nested Archimedean Copulas


[Package List] [Top]

Documentation for package ‘nacopula’ version 0.4-3

User Guides and Package Vignettes

Read overview or browse directory.

Help Pages

%in%,numeric,interval-method Class "interval" of simple Intervals
A..Z Sinc, Zolotarev's, and Other Mathematical Utility Functions
acopula-class Class "acopula" of Archimedean Copula Families
acopula-families Specific Archimedean Copula Families ("acopula" Objects)
allComp All Components of a (Inner or Outer) Nested Archimedean 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)
dim,nacopula-method Class "nacopula" of Nested Archimedean Copulas
format,interval-method Class "interval" of simple Intervals
getAcop Get "acopula" Family Object by Name
initialize,acopula-method Class "acopula" of Archimedean Copula Families
interval Construct Simple "interval" Object
interval-class Class "interval" of simple Intervals
maybeInterval-class Class "interval" of simple Intervals
nacopula-class Class "nacopula" of Nested Archimedean Copulas
onacopula Constructing (Outer) Nested Archimedean Copulas
onacopulaL Constructing (Outer) Nested Archimedean Copulas
opower Outer Power Transformation of Archimedean Copulas
outer_nacopula-class Class "nacopula" of Nested Archimedean Copulas
pnacopula Evaluation of Nested Archimedean Copulas
printNacopula Print Compact Overview of Nested Archimedean Copula ("nacopula")
prob Computing Probabilities of "nacopula" Objects to Fall in Hypercubes
prob,outer_nacopula-method Computing Probabilities of "nacopula" Objects to Fall in Hypercubes
prob-methods Computing Probabilities of "nacopula" Objects to Fall in Hypercubes
retstable Sampling Exponentially Tilted Stable Random Variates
retstableR Sampling Exponentially Tilted Stable Random Variates
rFFrank Sample from Univariate Distributions involved in nested Frank and Joe Copulas
rFFrankR Sample from Univariate Distributions involved in nested Frank and Joe Copulas
rFJoe Sample from Univariate Distributions involved in nested Frank and Joe Copulas
rFJoeR Sample from Univariate Distributions involved in nested Frank and Joe Copulas
rlog Sample from Univariate Distributions involved in nested Frank and Joe Copulas
rlogR Sample from Univariate Distributions involved in nested Frank and Joe Copulas
rnacopula Sampling Nested Archimedean Copulas
rnchild Sampling child 'nacopula's
rnchild,nacopula-method Sampling child 'nacopula's
rnchild-methods Sampling child 'nacopula's
rstable Random Numbers from (Skew) Stable Distributions
rstable1 Random Numbers from (Skew) Stable Distributions
safeUroot One Dimensional Root (Zero) Finding - Extra "Safety" for Convenience
setTheta Specify the Parameter of an Archimedean Copula
show,acopula-method Class "acopula" of Archimedean Copula Families
show,interval-method Class "interval" of simple Intervals
show,nacopula-method Print Compact Overview of Nested Archimedean Copula ("nacopula")
sinc Sinc, Zolotarev's, and Other Mathematical Utility Functions
splom2 Scatterplot Matrix [SPLOM] With Nice Variable Names
Summary,interval-method Class "interval" of simple Intervals
tauAMH Ali-Mikhail-Haq ("AMH")'s Kendall's Tau