Nested Archimedean Copulas


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Documentation for package ‘nacopula’ version 0.8-0

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%in%-method Class "interval" of simple Intervals
.emle Maximum Likelihood Estimators for (Nested) Archimedean Copulas
A..Z Sinc, Zolotarev's, and Other Mathematical Utility Functions
acopula Class "acopula" of Archimedean Copula Families
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
Bernoulli Compute Bernoulli Numbers
Bernoulli.all Compute Bernoulli Numbers
beta. Blomqvist's Beta for Archimedean Copula, Sample and Population
beta.hat Blomqvist's Beta for Archimedean Copula, Sample and Population
cacopula Conditional Copula Function
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)
dDiag Density of the Diagonal of (Nested) Archimedean Copulas
dim-method Class "nacopula" of Nested Archimedean Copulas
dnacopula Copula Density Evaluation
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
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
format-method Class "interval" of simple Intervals
getAcop Get "acopula" Family Object by Name
gnacopula Goodness-of-Fit Testing for (Nested) Archimedean Copulas
gtrafo Goodness-of-Fit Testing Transformations for (Nested) Archimedean Copulas
gtrafouni Goodness-of-Fit Testing for (Nested) Archimedean Copulas
htrafo Goodness-of-Fit Testing Transformations for (Nested) Archimedean Copulas
initialize-method Class "acopula" of Archimedean Copula Families
initOpt Initial Interval or Value for Archimedean Copula Estimation
interval Construct Simple "interval" Object
interval-class Class "interval" of simple Intervals
K Kendall Distribution Function of an Archimedean Copula
maybeInterval-class Class "interval" of simple Intervals
nacopula Constructing (Outer) Nested Archimedean Copulas
nacopula-class Class "nacopula" of Nested Archimedean Copulas
nesdepth Nesting Depth of a Nested Archimedean Copula ("nacopula")
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
pobs Pseudo-observations
polylog Polylogarithm Li_s(z)
polynEval Evaluate Polynomials
printNacopula Print Compact Overview of a Nested Archimedean Copula ("nacopula")
prob Computing Probabilities of "nacopula" Objects to Fall in Hypercubes
prob-method Computing Probabilities of "nacopula" Objects to Fall in Hypercubes
prob-methods Computing Probabilities of "nacopula" Objects to Fall in Hypercubes
pSibuya Sibuya Distribution - Sampling and Probabilities
psiDabsMC Absolute Value of Generator Derivatives via Monte Carlo
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
rlog Sampling Logarithmic Distributions
rlogR Sampling Logarithmic Distributions
rnacopula Sampling Nested Archimedean Copulas
rnchild Sampling Child 'nacopula's
rSibuya Sibuya Distribution - Sampling and Probabilities
rSibuyaR Sibuya Distribution - Sampling and Probabilities
rstable Random Numbers from (Skew) Stable Distributions
rstable1 Random Numbers from (Skew) Stable Distributions
rtrafo Goodness-of-Fit Testing Transformations for (Nested) Archimedean Copulas
safeUroot One Dimensional Root (Zero) Finding - Extra "Safety" for Convenience
setTheta Specify the Parameter of an Archimedean Copula
show-method Class "acopula" of Archimedean Copula Families
show-method Class "interval" of simple Intervals
show-method Print Compact Overview of a Nested Archimedean Copula ("nacopula")
sinc Sinc, Zolotarev's, and Other Mathematical Utility Functions
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
tauAMH Ali-Mikhail-Haq ("AMH")'s Kendall's Tau
timing Timing for Sampling Nested Archimedean Copulas