Basic Copula Functions


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Documentation for package ‘copBasic’ version 1.5.0

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blomCOP The Blomqvist's Beta of a Copula
coCOP The Co-Copula
composite1COP Composition of a Single Symmetric Copula
composite2COP Composition of Two Copulas
composite3COP Extended Composition of Two Copulas
COP The Copula
COPinv The Inverse of a Copula for V with respect to U
COPinv2 The Inverse of a Copula for U with respect to V
derCOP The Numeric Derivative of a Copula
derCOP2 The Numeric Derivative of a Copula
derCOPinv The Inverse of a Numeric Derivative for V with respect to U of a Copula
derCOPinv2 The Inverse of a Numeric Derivative for U with respect to V of a Copula
diagCOP The Diagonals of a Copula
duCOP The Dual of a Copula
giniCOP The Gini's Gamma of a Copula
isCOP.LTD Is a Copula Left-Tail Decreasing
isCOP.RTI Is a Copula Right-Tail Increasing
lcomoms2.cop2parameter Convert L-comoments to Parameters of Compositions of Two 2-parameter Copulas
level.curvesCOP Compute and Plot Level Curves of a Copula V with respect to U
M The Frechet-Hoeffding Upper Bound
med.regressCOP Perform Median Regression using a Copula by Numerical Derivative Method for V with respect to U
med.regressCOP2 Perform Median Regression using a Copula by Numerical Derivative Method for U with respect to V
N4.2.12cop The Copula of Equation 4.2.12 of Nelson's Book
P The Product (Independence) Copula
PLACKETTcop The Plackett Copula
PLACKETTpar Estimate the Parameter of the Plackett Copula
PlackettPlackettNP Parameters and L-comoments of a Composition of Two Plackett Copulas
PLACKETTsim Direct Simulation of a Plackett Copula
PSP The ratio of the Product Copula to Summation minus Product Copula
qua.regressCOP Perform Quantile Regression using a Copula by Numerical Derivative Method for V with respect to U
qua.regressCOP.draw Draw Quantile Regressions using a Copula by Numerical Derivative Method for V with respect to U or U with respect to V
qua.regressCOP2 Perform Quantile Regression using a Copula by Numerical Derivative Method for U with respect to V
rhoCOP The Spearman's Rho of a Copula
sectionCOP The Sections or Derivative of Sections of a Copula
simcomposite3COP Simulation of a Composited Copula
simcompositeCOP Simulation of a Composited Copula
simCOP Simulate a Copula by Numerical Derivative Method
simCOPmicro Simulate a V from an U through a Copula by Numerical Derivative Method
surCOP The Survival Copula
taildepCOP The Upper and Lower Tail Dependency Parameters of a Copula
tauCOP The Kendall's Tau of a Copula
W The Frechet-Hoeffding Lower Bound
wolfCOP The Schweizer and Wolff's Sigma of a Copula