Basic Theoretical Copula, Empirical Copula, and Various Utility Functions


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Documentation for package ‘copBasic’ version 1.5.4

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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
EMPIRcop The Bivariate Empirical Copula
EMPIRcopdf Dataframe of the Bivariate Emprical Copula
EMPIRgrid Grid of the Bivariate Emprical Copula
EMPIRgridder Derivatives of the Grid of the Bivariate Emprical Copula
EMPIRgridder2 Derivatives of the Grid of the Bivariate Emprical Copula
EMPIRgridderinv Derivatives of the Grid of the Bivariate Emprical Copula
EMPIRgridderinv2 Derivatives of the Grid of the Bivariate Emprical Copula
EMPIRmed.regress Derivatives of the Grid of the Bivariate Emprical Copula
EMPIRmed.regress2 Derivatives of the Grid of the Bivariate Emprical Copula
EMPIRqua.regress Derivatives of the Grid of the Bivariate Emprical Copula
EMPIRqua.regress2 Derivatives of the Grid of the Bivariate Emprical Copula
EMPIRsim Simulate an Empirical Copula
EMPIRsimv Simulate an Empirical Copula For a Fixed Value of U
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.ABcop2parameter Convert L-comoments to Parameters of Compositions of Two 2-parameter Copulas
lcomoms2.ABKGcop2parameter 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
N4212cop 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
PlackettPlackettABKGtest Parameters and L-comoments of a Composition of Two Plackett Copulas
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
ReineckeWell266 Porosity and Permeability Data for Well-266 of the Reinecke Oil Field, Horseshoe Atoll, Texas
ReineckeWells Porosity and Permeability Data for the Reinecke Oil Field, Horseshoe Atoll, Texas
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