| A |
Generator Functions for Archimedean and Extreme-Value Copulas |
| A-method |
Generator Functions for Archimedean and Extreme-Value Copulas |
| A-methods |
Generator Functions for Archimedean and Extreme-Value Copulas |
| A..Z |
Sinc, Zolotarev's, and Other Mathematical Utility Functions |
| absdPsiMC |
Absolute Value of Generator Derivatives via Monte Carlo |
| acopula |
Class "acopula" of Archimedean Copula Families |
| acopula-class |
Class "acopula" of Archimedean Copula Families |
| acopula-families |
Specific Archimedean Copula Families ("acopula" Objects) |
| Afun |
Generator Functions for Archimedean and Extreme-Value Copulas |
| AfunDer |
Generator Functions for Archimedean and Extreme-Value Copulas |
| allComp |
All Components of a (Inner or Outer) Nested Archimedean Copula |
| amhCopula |
Construction of Archimedean Copula Class Object |
| amhCopula-class |
Class "archmCopula" |
| An |
Nonparametric Rank-based Estimators of the Pickands Dependence Function |
| An.biv |
Nonparametric Rank-based Estimators of the Pickands Dependence Function |
| Anfun |
Nonparametric Rank-based Estimators of the Pickands Dependence Function |
| archmCopula |
Construction of Archimedean Copula Class Object |
| archmCopula-class |
Class "archmCopula" |
| C.n |
The Empirical Copula |
| cacopula |
Conditional Copula Function |
| calibKendallsTau |
Dependence Measures for Bivariate Copulas |
| calibSpearmansRho |
Dependence Measures for Bivariate Copulas |
| cCopula |
Conditional Copula Function |
| claytonCopula |
Construction of Archimedean Copula Class Object |
| claytonCopula-class |
Class "archmCopula" |
| Cn |
The Empirical Copula |
| coef.fittedMV |
Estimation of Multivariate Models Defined via Copulas |
| contour-method |
Methods for Function 'contour' in Package 'copula' |
| contour-methods |
Methods for Function 'contour' in Package 'copula' |
| 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) |
| Copula |
Density, Evaluation, and Random Number Generation for Copula Functions |
| Copula-class |
Mother Classes "Copula" and "copula" of All Copulas in the Package |
| copula-class |
Mother Classes "Copula" and "copula" of All Copulas in the Package |
| dAdu |
Generator Functions for Archimedean and Extreme-Value Copulas |
| dAdu-method |
Generator Functions for Archimedean and Extreme-Value Copulas |
| dAdu-methods |
Generator Functions for Archimedean and Extreme-Value Copulas |
| dCn |
The Empirical Copula |
| dCopula |
Density, Evaluation, and Random Number Generation for Copula Functions |
| dcopula |
Density, Evaluation, and Random Number Generation for Copula Functions |
| dCopula-method |
Density, Evaluation, and Random Number Generation for Copula Functions |
| dCopula-method |
Density Evaluation for (Nested) Archimedean Copulas |
| dDiag |
Density of the Diagonal of (Nested) Archimedean Copulas |
| dependogram |
Test Independence of Continuous Random Variables via Empirical Copula |
| dev.off.pdf |
Cropping and Font Embedding PDF Device |
| dim-method |
Mother Classes "Copula" and "copula" of All Copulas in the Package |
| dim-method |
Class "mvdc" |
| dim-method |
Class "nacopula" of Nested Archimedean Copulas |
| diPsi |
Generator Functions for Archimedean and Extreme-Value Copulas |
| diPsi-method |
Generator Functions for Archimedean and Extreme-Value Copulas |
| diPsi-methods |
Generator Functions for Archimedean and Extreme-Value Copulas |
| dK |
Kendall Distribution Function for Archimedean Copulas |
| dMvdc |
Multivariate Distributions Constructed from Copulas |
| dmvdc |
Multivariate Distributions Constructed from Copulas |
| dnacopula |
Density Evaluation for (Nested) Archimedean Copulas |
| 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 |
| ellipCopula |
Construction of Elliptical Copula Class Object |
| ellipCopula-class |
Class "ellipCopula" |
| 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 |
| evCopula |
Construction of Extreme-Value Copula Class Objects |
| evCopula-class |
Classes Representing Extreme-Value Copulas |
| evTestA |
Bivariate Test of Extreme-Value Dependence Based on Pickands' Dependence Function |
| evTestC |
Large-sample Test of Multivariate Extreme-Value Dependence |
| evTestK |
Bivariate Test of Extreme-Value Dependence Based on Kendall's Process |
| exchEVTest |
Test of Exchangeability for Certain Bivariate Copulas |
| exchTest |
Test of Exchangeability for a Bivariate Copula |
| galambosCopula |
Construction of Extreme-Value Copula Class Objects |
| galambosCopula-class |
Classes Representing Extreme-Value Copulas |
| genFun |
Generator Functions for Archimedean and Extreme-Value Copulas |
| genFunDer1 |
Generator Functions for Archimedean and Extreme-Value Copulas |
| genFunDer2 |
Generator Functions for Archimedean and Extreme-Value Copulas |
| genInv |
Generator Functions for Archimedean and Extreme-Value Copulas |
| getAcop |
Get "acopula" Family Object by Name |
| getSigma |
Convert (Rho) Matrices to and From Parameter Vectors |
| gnacopula |
Goodness-of-fit Testing for (Nested) Archimedean Copulas |
| gofBTstat |
Various Goodness-of-fit Test Statistics |
| gofCopula |
Goodness-of-fit Tests for Copulas |
| gofEVCopula |
Goodness-of-fit Tests for Bivariate Extreme-Value Copulas |
| gofMB |
Goodness-of-fit Tests for Copulas |
| gofPB |
Goodness-of-fit Tests for Copulas |
| gofTstat |
Goodness-of-fit Test Statistics |
| gpviTest |
Computations for Graphical GOF Test via Pairwise Rosenblatt Transforms |
| gtrafo |
Goodness-of-fit Testing Transformations for (Nested) Archimedean Copulas |
| gumbelCopula |
Construction of Archimedean Copula Class Object |
| gumbelCopula-class |
Class "archmCopula" |
| indepCopula |
Construction of Independence Copula Class Objects |
| indepCopula-class |
Class "indepCopula" |
| indepTest |
Test Independence of Continuous Random Variables via Empirical Copula |
| indepTestSim |
Test Independence of Continuous Random Variables via Empirical Copula |
| initialize-method |
Class "acopula" of Archimedean Copula Families |
| initOpt |
Initial Interval or Value for Parameter Estimation of Archimedean Copulas |
| interval |
Construct Simple "interval" Object |
| interval-class |
Class "interval" of Simple Intervals |
| iPsi |
Generator Functions for Archimedean and Extreme-Value Copulas |
| iPsi-method |
Generator Functions for Archimedean and Extreme-Value Copulas |
| iPsi-methods |
Generator Functions for Archimedean and Extreme-Value Copulas |
| iRho |
Dependence Measures for Bivariate Copulas |
| iRho-method |
Dependence Measures for Bivariate Copulas |
| iRho-methods |
Dependence Measures for Bivariate Copulas |
| iTau |
Dependence Measures for Bivariate Copulas |
| iTau-method |
Dependence Measures for Bivariate Copulas |
| iTau-methods |
Dependence Measures for Bivariate Copulas |
| P2p |
Convert (Rho) Matrices to and From Parameter Vectors |
| p2P |
Convert (Rho) Matrices to and From Parameter Vectors |
| pacR |
Distribution of the Radial Part of an Archimedean Copula |
| pairsColList |
Plots for Graphical GOF Test via Pairwise Rosenblatt Transforms |
| pairsRosenblatt |
Plots for Graphical GOF Test via Pairwise Rosenblatt Transforms |
| pairwiseCcop |
Computations for Graphical GOF Test via Pairwise Rosenblatt Transforms |
| pairwiseIndepTest |
Computations for Graphical GOF Test via Pairwise Rosenblatt Transforms |
| pCopula |
Density, Evaluation, and Random Number Generation for Copula Functions |
| pcopula |
Density, Evaluation, and Random Number Generation for Copula Functions |
| pCopula-method |
Density, Evaluation, and Random Number Generation for Copula Functions |
| pCopula-method |
Evaluation of (Nested) Archimedean Copulas |
| persp-method |
Methods for Function 'persp' in Package 'copula' |
| persp-methods |
Methods for Function 'persp' in Package 'copula' |
| pK |
Kendall Distribution Function for Archimedean Copulas |
| plackettCopula |
Construction of a Plackett Copula Class Object |
| plackettCopula-class |
Mother Classes "Copula" and "copula" of All Copulas in the Package |
| pMvdc |
Multivariate Distributions Constructed from Copulas |
| pmvdc |
Multivariate Distributions Constructed from 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 Hypercubes |
| prob-method |
Computing Probabilities of Hypercubes |
| prob-methods |
Computing Probabilities of Hypercubes |
| psi |
Generator Functions for Archimedean and Extreme-Value Copulas |
| psi-method |
Generator Functions for Archimedean and Extreme-Value Copulas |
| psi-methods |
Generator Functions for Archimedean and Extreme-Value Copulas |
| pSibuya |
Sibuya Distribution - Sampling and Probabilities |
| psiDabsMC |
Absolute Value of Generator Derivatives via Monte Carlo |
| pviTest |
Computations for Graphical GOF Test via Pairwise Rosenblatt Transforms |
| rCopula |
Density, Evaluation, and Random Number Generation for Copula Functions |
| rcopula |
Density, Evaluation, and Random Number Generation for Copula Functions |
| rCopula-method |
Density, Evaluation, and Random Number Generation for Copula Functions |
| rdj |
Daily Returns of Three Stocks in the Dow Jones |
| 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 |
| rho |
Dependence Measures for Bivariate Copulas |
| rho-method |
Dependence Measures for Bivariate Copulas |
| rho-methods |
Dependence Measures for Bivariate Copulas |
| rK |
Kendall Distribution Function for Archimedean Copulas |
| rlog |
Sampling Logarithmic Distributions |
| rlogR |
Sampling Logarithmic Distributions |
| rMvdc |
Multivariate Distributions Constructed from Copulas |
| rmvdc |
Multivariate Distributions Constructed from Copulas |
| rnacModel |
Random nacopula Model |
| rnacopula |
Sampling Nested Archimedean Copulas |
| rnchild |
Sampling Child 'nacopula's |
| rSibuya |
Sibuya Distribution - Sampling and Probabilities |
| rSibuyaR |
Sibuya Distribution - Sampling and Probabilities |
| RSpobs |
Pseudo-Observations of Radial and Uniform Part of Elliptical and Archimedean Copulas |
| 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 |
| serialIndepTest |
Serial Independence Test for Continuous Time Series Based on the Empirical Copula Process |
| serialIndepTestSim |
Serial Independence Test for Continuous Time Series Based on the Empirical Copula Process |
| setTheta |
Specify the Parameter(s) of a Copula |
| setTheta-method |
Specify the Parameter(s) of a Copula |
| show-method |
Class "acopula" of Archimedean Copula Families |
| show-method |
Class "interval" of Simple Intervals |
| show-method |
Class "mvdc" |
| show-method |
Print Compact Overview of a Nested Archimedean Copula ("nacopula") |
| show-method |
Methods for 'show' in Package 'copula' |
| show-methods |
Methods for 'show' in Package 'copula' |
| Sibuya |
Sibuya Distribution - Sampling and Probabilities |
| sinc |
Sinc, Zolotarev's, and Other Mathematical Utility Functions |
| SMI.12 |
SMI Data - 141 Days in Winter 2011/2012 |
| spearmansRho |
Dependence Measures for Bivariate Copulas |
| 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 |
| summary-method |
Classes of Fitted Multivariate Models: Copula, Mvdc |
| summaryFitCopula-class |
Classes of Fitted Multivariate Models: Copula, Mvdc |
| summaryFitMvdc-class |
Classes of Fitted Multivariate Models: Copula, Mvdc |
| tailIndex |
Dependence Measures for Bivariate Copulas |
| tailIndex-method |
Dependence Measures for Bivariate Copulas |
| tailIndex-methods |
Dependence Measures for Bivariate Copulas |
| tau |
Dependence Measures for Bivariate Copulas |
| tau-method |
Dependence Measures for Bivariate Copulas |
| tau-methods |
Dependence Measures for Bivariate Copulas |
| tauAMH |
Ali-Mikhail-Haq ("AMH")'s and Joe's Kendall's Tau |
| tauJoe |
Ali-Mikhail-Haq ("AMH")'s and Joe's Kendall's Tau |
| tawnCopula |
Construction of Extreme-Value Copula Class Objects |
| tawnCopula-class |
Classes Representing Extreme-Value Copulas |
| tCopula |
Construction of Elliptical Copula Class Object |
| tCopula-class |
Class "ellipCopula" |
| tevCopula |
Construction of Extreme-Value Copula Class Objects |
| tevCopula-class |
Classes Representing Extreme-Value Copulas |