Non-Central Squared Copula Models Estimation


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Documentation for package ‘NCSCopula’ version 1.0.1

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copulaEmp Empirical copula
EstNCSCop Estimation of a non-central squared copula model
initialValues Initial values for estimation
KendallTau Kendall's tau of a copula
LoglikNCSCop Log-likelihood of a non-central squared copula
NCSCopCdf Distribution function of a non-central squared copula
ParamCop Gives the parameters of the copula family
ParamTau Unconstrained parameters
SimNCSCop Simulation of a bivariate non-central squared copula