Estimation and Goodness-of-Fit of Copula-Based Models with Arbitrary Distributions

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Documentation for package ‘CopulaInference’ version 0.5.0

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AuxFun Auxiliary functions
AuxFunC Auxiliary functions using C
BiEmpCdf Empirical bivariate cdf
CdfInv Quantile function
dncs Density of non-central squared copula
dplac Density of Plackett copula
EmpCdf Empirical univariate cdf
EstBiCop Parameter estimation for bivariate copula-based models with arbitrary distributions
EstDep Kendall's tau and Spearman's rho
est_options Options for the estimation of the parameters of bivariate copula-based models
Finv Quantile function of margins
fnumber Family number corresponding to VineCopula package
GofBiCop Goodness-of-fit for bivariate copula-based models with arbitrary distributions
hncs Conditional distribution of non-central squared copula
hplac Conditional distribution of Plackett copula
identifiability Identifiability of two-parameter copula families
pncs Cdf for non-central squared copula
pplac Cdf for Plackett copula
preparedata Computes unique values, cdf and pdf
rhoplackett Spearman's rho for Plackett copula
rncs Simulation of non-central squared copula
rplac Generates observations from the Plackett copula
simgumbel Simulated data
statcvm Goodness-of-fit statistics
taucop Kendall's tau for a copula family
tauplackett Kendall's tau for Plackettfamily