Statistical Inference of Vine Copulas
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Documentation for package ‘VineCopula’ version 2.5.0
Help Pages
| VineCopula-package | Statistical Inference of Vine Copulas |
-- A --
| as.copuladata | Copula Data Objects |
| as.copuladata.data.frame | Copula Data Objects |
| as.copuladata.list | Copula Data Objects |
| as.copuladata.matrix | Copula Data Objects |
-- B --
| B8Copula-class | Deprecated |
| BB1Copula | Deprecated |
| BB1Copula-class | Deprecated |
| BB6Copula | Deprecated |
| BB6Copula-class | Deprecated |
| BB7Copula | Deprecated |
| BB7Copula-class | Deprecated |
| BB8Copula | Deprecated |
| BB8Copula-class | Deprecated |
| BBB8Copula | Deprecated |
| BetaMatrix | Matrix of Empirical Blomqvist's Beta Values |
| BiCop | Constructing BiCop-objects |
| BiCopCDF | Distribution Function of a Bivariate Copula |
| BiCopCheck | Check for family/parameter consistency in bivariate copula models |
| BiCopChiPlot | Chi-plot for Bivariate Copula Data |
| BiCopCompare | Shiny app for bivariate copula selection |
| BiCopCondSim | Conditional simulation from a Bivariate Copula |
| BiCopDeriv | Derivatives of a Bivariate Copula Density |
| BiCopDeriv2 | Second Derivatives of a Bivariate Copula Density |
| BiCopEst | Parameter Estimation for Bivariate Copula Data |
| BiCopEstList | List of Maximum Likelihood Estimates for Several Bivariate Copula Families |
| BiCopGofTest | Goodness-of-Fit Test for Bivariate Copulas |
| BiCopHfunc | Conditional Distribution Function of a Bivariate Copula |
| BiCopHfunc1 | Conditional Distribution Function of a Bivariate Copula |
| BiCopHfunc2 | Conditional Distribution Function of a Bivariate Copula |
| BiCopHfuncDeriv | Derivatives of the h-Function of a Bivariate Copula |
| BiCopHfuncDeriv2 | Second Derivatives of the h-Function of a Bivariate Copula |
| BiCopHinv | Inverse Conditional Distribution Function of a Bivariate Copula |
| BiCopHinv1 | Inverse Conditional Distribution Function of a Bivariate Copula |
| BiCopHinv2 | Inverse Conditional Distribution Function of a Bivariate Copula |
| BiCopIndTest | Independence Test for Bivariate Copula Data |
| BiCopKDE | Kernel estimate of a Bivariate Copula Density |
| BiCopKPlot | Kendall's Plot for Bivariate Copula Data |
| BiCopLambda | Lambda-Function (Plot) for Bivariate Copula Data |
| BiCopMetaContour | Contour Plot of Bivariate Meta Distribution |
| BiCopName | Bivariate Copula Family Names |
| BiCopPar2Beta | Blomqvist's Beta Value of a Bivariate Copula |
| BiCopPar2TailDep | Tail Dependence Coefficients of a Bivariate Copula |
| BiCopPar2Tau | Kendall's Tau Value of a Bivariate Copula |
| BiCopPDF | Density of a Bivariate Copula |
| BiCopSelect | Selection and Maximum Likelihood Estimation of Bivariate Copula Families |
| BiCopSim | Simulation from a Bivariate Copula |
| BiCopTau2Par | Parameter of a Bivariate Copula for a given Kendall's Tau Value |
| BiCopVuongClarke | Scoring Goodness-of-Fit Test based on Vuong And Clarke Tests for Bivariate Copula Data |
-- C --
| C2RVine | Transform C-Vine to R-Vine Structure |
| contour.BiCop | Plotting tools for BiCop objects |
| contour.RVineMatrix | Plotting 'RVineMatrix' objects. |
| copulaFromFamilyIndex | Deprecated |
-- D --
| D2RVine | Transform D-Vine to R-Vine Structure |
| daxreturns | Major German Stocks |
| dduCopula-method | Deprecated |
| ddvCopula-method | Deprecated |
-- E --
| EmpCDF | Corrected Empirical CDF |
-- F --
| fitCopula | Deprecated |
-- G --
| getKendallDistr-method | Deprecated |
-- J --
| joeBiCopula | Deprecated |
| joeBiCopula-class | Deprecated |
-- K --
| kendallDistribution-method | Deprecated |
-- P --
| pairs.copuladata | Pairs Plot of Copula Data |
| plot.BiCop | Plotting tools for BiCop objects |
| plot.RVineMatrix | Plotting 'RVineMatrix' objects. |
| pobs | Pseudo-Observations |
-- R --
| r270BB1Copula | Deprecated |
| r270BB1Copula-class | Deprecated |
| r270BB6Copula | Deprecated |
| r270BB6Copula-class | Deprecated |
| r270BB7Copula | Deprecated |
| r270BB7Copula-class | Deprecated |
| r270BB8Copula | Deprecated |
| r270BB8Copula-class | Deprecated |
| r270ClaytonCopula | Deprecated |
| r270ClaytonCopula-class | Deprecated |
| r270GumbelCopula | Deprecated |
| r270GumbelCopula-class | Deprecated |
| r270JoeBiCopula | Deprecated |
| r270JoeBiCopula-class | Deprecated |
| r270TawnT1Copula | Deprecated |
| r270TawnT1Copula-class | Deprecated |
| r270TawnT2Copula | Deprecated |
| r270TawnT2Copula-class | Deprecated |
| r90BB1Copula | Deprecated |
| r90BB1Copula-class | Deprecated |
| r90BB6Copula | Deprecated |
| r90BB6Copula-class | Deprecated |
| r90BB7Copula | Deprecated |
| r90BB7Copula-class | Deprecated |
| r90BB8Copula | Deprecated |
| r90BB8Copula-class | Deprecated |
| r90ClaytonCopula | Deprecated |
| r90ClaytonCopula-class | Deprecated |
| r90GumbelCopula | Deprecated |
| r90GumbelCopula-class | Deprecated |
| r90JoeBiCopula | Deprecated |
| r90JoeBiCopula-class | Deprecated |
| r90TawnT1Copula | Deprecated |
| r90TawnT1Copula-class | Deprecated |
| r90TawnT2Copula | Deprecated |
| r90TawnT2Copula-class | Deprecated |
| RVineAIC | AIC and BIC of an R-Vine Copula Model |
| RVineBIC | AIC and BIC of an R-Vine Copula Model |
| RVineClarkeTest | Clarke Test Comparing Two R-Vine Copula Models |
| RVineCopSelect | Sequential Pair-Copula Selection and Estimation for R-Vine Copula Models |
| RVineCor2pcor | (Partial) Correlations for R-Vine Copula Models |
| RVineGofTest | Goodness-of-Fit Tests for R-Vine Copula Models |
| RVineGrad | Gradient of the Log-Likelihood of an R-Vine Copula Model |
| RVineHessian | Hessian Matrix of the Log-Likelihood of an R-Vine Copula Model |
| RVineLogLik | Log-Likelihood of an R-Vine Copula Model |
| RVineMatrix | R-Vine Copula Model in Matrix Notation |
| RVineMatrixCheck | R-Vine Matrix Check |
| RVineMatrixNormalize | Normalization of R-Vine Matrix |
| RVineMatrixSample | Random sampling of R-Vine matrices |
| RVineMLE | Maximum Likelihood Estimation of an R-Vine Copula Model |
| RVinePar2Beta | Blomqvist's Beta Values of an R-Vine Copula Model |
| RVinePar2Tau | Kendall's Tau Values of an R-Vine Copula Model |
| RVinePcor2cor | (Partial) Correlations for R-Vine Copula Models |
| RVinePDF | PDF of an R-Vine Copula Model |
| RVinePIT | Probability Integral Transformation for R-Vine Copula Models |
| RVineSeqEst | Sequential Estimation of an R-Vine Copula Model |
| RVineSim | Simulation from an R-Vine Copula Model |
| RVineStdError | Standard Errors of an R-Vine Copula Model |
| RVineStructureSelect | Sequential Specification of R- and C-Vine Copula Models |
| RVineTreePlot | Visualization of R-Vine Tree Structure |
| RVineVuongTest | Vuong Test Comparing Two R-Vine Copula Models |
-- S --
| surBB1Copula | Deprecated |
| surBB1Copula-class | Deprecated |
| surBB6Copula | Deprecated |
| surBB6Copula-class | Deprecated |
| surBB7Copula | Deprecated |
| surBB7Copula-class | Deprecated |
| surBB8Copula | Deprecated |
| surBB8Copula-class | Deprecated |
| surClaytonCopula | Deprecated |
| surClaytonCopula-class | Deprecated |
| surGumbelCopula | Deprecated |
| surGumbelCopula-class | Deprecated |
| surJoeBiCopula | Deprecated |
| surJoeBiCopula-class | Deprecated |
| surTawnT1Copula | Deprecated |
| surTawnT1Copula-class | Deprecated |
| surTawnT2Copula | Deprecated |
| surTawnT2Copula-class | Deprecated |
-- T --
| TauMatrix | Matrix of Empirical Kendall's Tau Values |
| tawnT1Copula | Deprecated |
| tawnT1Copula-class | Deprecated |
| tawnT2Copula | Deprecated |
| tawnT2Copula-class | Deprecated |
-- V --
| VC2copula-deprecated | Deprecated |
| VineCopula | Statistical Inference of Vine Copulas |
| vineCopula | Deprecated |
| vineCopula-class | Deprecated |
| vineCopula-method | Deprecated |