Inference of Elliptical Distributions and Copulas


[Up] [Top]

Documentation for package ‘ElliptCopulas’ version 0.1.3

Help Pages

Convert_g1_To_f1 Conversion Functions for Elliptical Distributions
Convert_g1_To_Fg1 Conversion Functions for Elliptical Distributions
Convert_g1_To_Qg1 Conversion Functions for Elliptical Distributions
Convert_gd_To_fR2 Conversion Functions for Elliptical Distributions
Convert_gd_To_g1 Conversion Functions for Elliptical Distributions
conv_funct Conversion Functions for Elliptical Distributions
DensityGenerator.check Normalization of an elliptical copula generator
DensityGenerator.normalize Normalization of an elliptical copula generator
EllCopEst Estimate the density generator of a (meta-)elliptical copula
EllCopLikelihood Computation of the likelihood of an elliptical copula
EllCopSim Simulation from an elliptical copula model
EllDistrEst Nonparametric estimation of the density generator of an elliptical distribution
EllDistrSim Simulation of elliptically symmetric random vectors
EllDistrSimCond Simulation of elliptically symmetric random vectors conditionally to some observed part.
KTMatrixEst Fast estimation of Kendall's tau matrix
TEllDistrEst Estimation of trans-elliptical distributions