copBasic-package |
Basic Theoretical Copula, Empirical Copula, and Various Utility Functions |
asCOP |
A Wrapper on a User-Level Formula to Become a Copula Function |
blomCOP |
The Blomqvist's Beta of a Copula |
coCOP |
The Co-Copula Function |
composite1COP |
Composition of a Single Symmetric Copula with Two Compositing Parameters |
composite2COP |
Composition of Two Copulas with Two Compositing Parameters |
composite3COP |
(Extended) Composition of Two Copulas with Four Compositing Parameters |
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 |
densityCOP |
Density of a Copula |
densityCOPplot |
Contour Density Plot of a Copula |
derCOP |
Numerical Derivative of a Copula for V with respect to U |
derCOP2 |
Numerical Derivative of a Copula for U with respect to V |
derCOPinv |
Numerical Derivative Inverse of a Copula for V with respect to U |
derCOPinv2 |
Numerical Derivative Inverse of a Copula for U with respect to V |
diagCOP |
The Diagonals of a Copula |
diagCOPatf |
Numerical Rooting the Diagonal of a Copula |
duCOP |
The Dual of a Copula Function |
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 for V with respect to U |
EMPIRgridder2 |
Derivatives of the Grid of the Bivariate Emprical Copula for U with respect to V |
EMPIRgridderinv |
Derivative Inverses of the Grid of the Bivariate Emprical Copula for V with respect to U |
EMPIRgridderinv2 |
Derivative Inverses of the Grid of the Bivariate Emprical Copula for U with respect to V |
EMPIRmed.regress |
Median Regression of the Grid of the Bivariate Emprical Copula for V with respect to U |
EMPIRmed.regress2 |
Median Regression of the Grid of the Bivariate Emprical Copula for U with respect to V |
EMPIRqua.regress |
Quantile Regression of the Grid of the Bivariate Emprical Copula for V with respect to U |
EMPIRqua.regress2 |
Quantile Regression of the Grid of the Bivariate Emprical Copula for U with respect to V |
EMPIRsim |
Simulate a Bivariate Empirical Copula |
EMPIRsimv |
Simulate a Bivariate Empirical Copula For a Fixed Value of U |
FRECHETcop |
The Fréchet Family Copula |
GHcop |
The Gumbel-Hougaard Copula |
giniCOP |
The Gini's Gamma of a Copula |
gridCOP |
Compute a Copula on a Grid |
hoefCOP |
The Hoeffding's Phi of a Copula or Lp Distances (Independence, Radial Asymmetry, or Reflection Symmetry Forms) |
isCOP.LTD |
Is a Copula Left-Tail Decreasing |
isCOP.permsym |
Is a Copula Permutation Symmetric |
isCOP.PQD |
The Positively Quadrant Dependency State of a Copula |
isCOP.radsym |
Is a Copula Radially Symmetric |
isCOP.RTI |
Is a Copula Right-Tail Increasing |
kullCOP |
Kullback-Leibler Divergence, Jeffrey's Divergence, and Kullback-Leibler Sample Size |
lcomCOPpv |
Simulating the Sample Distribution(s) of L-correlation, L-coskew, and L-cokurtosis for a Copula |
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 |
level.curvesCOP2 |
Compute and Plot Level Curves of a Copula U with respect to V |
level.setCOP |
Compute a Level Set of a Copula V with respect to U |
level.setCOP2 |
Compute a Level Set of a Copula U with respect to V |
LpCOP |
The Hoeffding's Phi of a Copula or Lp Distances (Independence, Radial Asymmetry, or Reflection Symmetry Forms) |
LpCOPpermsym |
The Hoeffding's Phi of a Copula or Lp Distances (Independence, Radial Asymmetry, or Reflection Symmetry Forms) |
LpCOPradsym |
The Hoeffding's Phi of a Copula or Lp Distances (Independence, Radial Asymmetry, or Reflection Symmetry Forms) |
M |
The Fréchet-Hoeffding Upper Bound Copula |
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 Nelsen'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 with Four Compositing Parameters |
PlackettPlackettNP |
Parameters and L-comoments of a Composition of Two Plackett Copulas with Two Compositing Parameters |
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 the Sections of a Copula |
semicorCOP |
The Lower and Upper Semi-Correlations of a Copula |
simcomposite2COP |
Simulation of a Composited Copula |
simcomposite3COP |
Simulation of a Composited Copula |
simcompositeCOP |
Simulation of a Composited Copula |
simCOP |
Simulate a Copula by Numerical Derivative Method |
simCOPmicro |
Simulate V from U through a Copula by Numerical Derivative Method |
surCOP |
The Survival Copula |
surfuncCOP |
The Joint Survival Function |
taildepCOP |
The Lower- and Upper-Tail Dependency Parameters of a Copula |
tailordCOP |
The Lower- and Upper-Tail Orders of a Copula |
tauCOP |
The Kendall's Tau of a Copula |
uvlmoms |
Bivariate Skewness after Joe (2015) or the Univariate L-moments of Combined U and V |
uvskewness |
Bivariate Skewness after Joe (2015) or the Univariate L-moments of Combined U and V |
vuongCOP |
Vuong's Procedure for Parametric Copula Comparison |
W |
The Fréchet-Hoeffding Lower Bound Copula |
wolfCOP |
The Schweizer and Wolff's Sigma of a Copula |