BiCopConfIntMMD |
Confidence intervals for the estimated parameter of a bivariate parametric copula using MMD estimation |
BiCopEst.MO |
Estimation of Marshall-Olkin copulas |
BiCopEstMMD |
Estimation of parametric bivariate copulas using stochastic gradient descent on the MMD criteria |
BiCopGradMMD |
Computation of the gradient of the MMD criterion for parametric bivariate copulas models |
BiCopPar2Tau.MO |
Convert between parameter and Kendall's tau for Marshall-Olkin copulas |
BiCopParamDistLp |
Compute the distance between 2 parametric copulas |
BiCopSim.MO |
Simulation of Marshall-Olkin copula |
BiCopTau2Par.MO |
Convert between parameter and Kendall's tau for Marshall-Olkin copulas |