Multivariate Dependence with Copula


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Documentation for package `copula' version 0.5-8

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A C D E F G H K L M N P R S T

-- A --

Afun Generators for Archimedean and EV Copulas
Afun,galambosCopula-method Generators for Archimedean and EV Copulas
Afun,gumbelCopula-method Generators for Archimedean and EV Copulas
Afun,huslerReissCopula-method Generators for Archimedean and EV Copulas
Afun-methods Generators for Archimedean and EV Copulas
amhCopula Construction of Archimedean Copula Class Object
amhCopula-class Class "archmCopula"
archmCopula Construction of Archimedean Copula Class Object
archmCopula-class Class "archmCopula"

-- C --

calibKendallsTau Association Measures in Package `copula'
calibKendallsTau,ANY-method Association Measures in Package `copula'
calibKendallsTau,claytonCopula-method Association Measures in Package `copula'
calibKendallsTau,copula-method Association Measures in Package `copula'
calibKendallsTau,ellipCopula-method Association Measures in Package `copula'
calibKendallsTau,gumbelCopula-method Association Measures in Package `copula'
calibKendallsTau,normalCopula-method Association Measures in Package `copula'
calibKendallsTau,tCopula-method Association Measures in Package `copula'
calibKendallsTau-methods Association Measures in Package `copula'
calibSpearmansRho Association Measures in Package `copula'
calibSpearmansRho,ANY-method Association Measures in Package `copula'
calibSpearmansRho,copula-method Association Measures in Package `copula'
calibSpearmansRho,ellipCopula-method Association Measures in Package `copula'
calibSpearmansRho,normalCopula-method Association Measures in Package `copula'
calibSpearmansRho,tCopula-method Association Measures in Package `copula'
calibSpearmansRho-methods Association Measures in Package `copula'
claytonCopula Construction of Archimedean Copula Class Object
claytonCopula-class Class "archmCopula"
contour,copula-method Methods for Function contour in Package `copula'
contour,mvdc-method Methods for Function contour in Package `copula'
contour-methods Methods for Function contour in Package `copula'
Copula The Copula Distribution
copula-class Class "copula"

-- D --

dcopula The Copula Distribution
dcopula,amhCopula-method The Copula Distribution
dcopula,claytonCopula-method The Copula Distribution
dcopula,fgmCopula-method The Copula Distribution
dcopula,frankCopula-method The Copula Distribution
dcopula,galambosCopula-method The Copula Distribution
dcopula,gumbelCopula-method The Copula Distribution
dcopula,huslerReissCopula-method The Copula Distribution
dcopula,normalCopula-method The Copula Distribution
dcopula,plackettCopula-method The Copula Distribution
dcopula,tCopula-method The Copula Distribution
dependogram Multivariate independence test based on the empirical copula process
dmvdc Multivariate Distribution via Copula

-- E --

ellipCopula Construction of Elliptical Copula Class Object
ellipCopula-class Class "ellipCopula"
empcop.simulate Multivariate independence test based on the empirical copula process
empcop.test Multivariate independence test based on the empirical copula process
evCopula Construction of Extreme Value Copula Class Object
evCopula-class Class "evCopula"

-- F --

fgmCopula Construction of a fgmCopula Class Object
fgmCopula-class Class "fgmCopula"
fitCopula Maximum Likelihood Estimation of Copula Models
fitCopula-class Class "fitCopula"
fitMvdc Maximum Likelihood Estimation of Copula Models
fitMvdc-class Class "fitCopula"
frankCopula Construction of Archimedean Copula Class Object
frankCopula-class Class "archmCopula"

-- G --

galambosCopula Construction of Extreme Value Copula Class Object
galambosCopula-class Class "evCopula"
genFun Generators for Archimedean and EV Copulas
genFun,amhCopula-method Generators for Archimedean and EV Copulas
genFun,claytonCopula-method Generators for Archimedean and EV Copulas
genFun,frankCopula-method Generators for Archimedean and EV Copulas
genFun,gumbelCopula-method Generators for Archimedean and EV Copulas
genFun-methods Generators for Archimedean and EV Copulas
genFunDer1 Generators for Archimedean and EV Copulas
genFunDer1,amhCopula-method Generators for Archimedean and EV Copulas
genFunDer1,claytonCopula-method Generators for Archimedean and EV Copulas
genFunDer1,frankCopula-method Generators for Archimedean and EV Copulas
genFunDer1,gumbelCopula-method Generators for Archimedean and EV Copulas
genFunDer1-methods Generators for Archimedean and EV Copulas
genFunDer2 Generators for Archimedean and EV Copulas
genFunDer2,amhCopula-method Generators for Archimedean and EV Copulas
genFunDer2,claytonCopula-method Generators for Archimedean and EV Copulas
genFunDer2,frankCopula-method Generators for Archimedean and EV Copulas
genFunDer2,gumbelCopula-method Generators for Archimedean and EV Copulas
genFunDer2-methods Generators for Archimedean and EV Copulas
genInv Generators for Archimedean and EV Copulas
genInv,amhCopula-method Generators for Archimedean and EV Copulas
genInv,claytonCopula-method Generators for Archimedean and EV Copulas
genInv,frankCopula-method Generators for Archimedean and EV Copulas
genInv,gumbelCopula-method Generators for Archimedean and EV Copulas
genInv-methods Generators for Archimedean and EV Copulas
gumbelCopula Construction of Archimedean Copula Class Object
gumbelCopula-class Class "archmCopula"

-- H --

huslerReissCopula Construction of Extreme Value Copula Class Object
huslerReissCopula-class Class "evCopula"

-- K --

kendallsTau Association Measures in Package `copula'
kendallsTau,amhCopula-method Association Measures in Package `copula'
kendallsTau,ANY-method Association Measures in Package `copula'
kendallsTau,archmCopula-method Association Measures in Package `copula'
kendallsTau,claytonCopula-method Association Measures in Package `copula'
kendallsTau,copula-method Association Measures in Package `copula'
kendallsTau,fgmCopula-method Association Measures in Package `copula'
kendallsTau,frankCopula-method Association Measures in Package `copula'
kendallsTau,gumbelCopula-method Association Measures in Package `copula'
kendallsTau,normalCopula-method Association Measures in Package `copula'
kendallsTau,tCopula-method Association Measures in Package `copula'
kendallsTau-methods Association Measures in Package `copula'

-- L --

loglikCopula Maximum Likelihood Estimation of Copula Models
loglikMvdc Maximum Likelihood Estimation of Copula Models

-- M --

Mvdc Multivariate Distribution via Copula
mvdc Multivariate Distribution via Copula
mvdc-class Class "mvdc"

-- N --

normalCopula Construction of Elliptical Copula Class Object
normalCopula-class Class "ellipCopula"

-- P --

pcopula The Copula Distribution
pcopula,amhCopula-method The Copula Distribution
pcopula,claytonCopula-method The Copula Distribution
pcopula,fgmCopula-method The Copula Distribution
pcopula,frankCopula-method The Copula Distribution
pcopula,galambosCopula-method The Copula Distribution
pcopula,gumbelCopula-method The Copula Distribution
pcopula,huslerReissCopula-method The Copula Distribution
pcopula,normalCopula-method The Copula Distribution
pcopula,plackettCopula-method The Copula Distribution
pcopula,tCopula-method The Copula Distribution
persp,copula-method Methods for Function persp in Package `copula'
persp,mvdc-method Methods for Function persp in Package `copula'
persp-methods Methods for Function persp in Package `copula'
plackettCopula Construction of Plackett Copula Class Object
plackettCopula-class Class "copula"
pmvdc Multivariate Distribution via Copula

-- R --

rcopula The Copula Distribution
rcopula,amhCopula-method The Copula Distribution
rcopula,claytonCopula-method The Copula Distribution
rcopula,fgmCopula-method The Copula Distribution
rcopula,frankCopula-method The Copula Distribution
rcopula,galambosCopula-method The Copula Distribution
rcopula,gumbelCopula-method The Copula Distribution
rcopula,huslerReissCopula-method The Copula Distribution
rcopula,normalCopula-method The Copula Distribution
rcopula,plackettCopula-method The Copula Distribution
rcopula,tCopula-method The Copula Distribution
rmvdc Multivariate Distribution via Copula

-- S --

show,copula-method Methods for Function show in Package `copula'
show,fitCopula-method Methods for Function show in Package `copula'
show,fitMvdc-method Methods for Function show in Package `copula'
show,normalCopula-method Methods for Function show in Package `copula'
show,tCopula-method Methods for Function show in Package `copula'
show-methods Methods for Function show in Package `copula'
spearmansRho Association Measures in Package `copula'
spearmansRho,ANY-method Association Measures in Package `copula'
spearmansRho,copula-method Association Measures in Package `copula'
spearmansRho,fgmCopula-method Association Measures in Package `copula'
spearmansRho,frankCopula-method Association Measures in Package `copula'
spearmansRho,normalCopula-method Association Measures in Package `copula'
spearmansRho,tCopula-method Association Measures in Package `copula'
spearmansRho-methods Association Measures in Package `copula'
summary,fitCopula-method Methods for Function summary in Package `copula'
summary,fitMvdc-method Methods for Function summary in Package `copula'
summary-methods Methods for Function summary in Package `copula'
summaryFitCopula-class Class "fitCopula"
summaryFitMvdc-class Class "fitCopula"

-- T --

tailIndex Association Measures in Package `copula'
tailIndex,ANY-method Association Measures in Package `copula'
tailIndex,claytonCopula-method Association Measures in Package `copula'
tailIndex,copula-method Association Measures in Package `copula'
tailIndex,evCopula-method Association Measures in Package `copula'
tailIndex,frankCopula-method Association Measures in Package `copula'
tailIndex,gumbelCopula-method Association Measures in Package `copula'
tailIndex,normalCopula-method Association Measures in Package `copula'
tailIndex,tCopula-method Association Measures in Package `copula'
tailIndex-methods Association Measures in Package `copula'
tCopula Construction of Elliptical Copula Class Object
tCopula-class Class "ellipCopula"