Modelling Dependence with Multivariate Archimax (or any User-Defined Continuous) Copulas


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Documentation for package ‘acopula’ version 0.9.3

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acopula-package Modelling dependence with multivariate Archimax (or any user-defined continuous) copulas.
acopula Modelling dependence with multivariate Archimax (or any user-defined continuous) copulas.
cCopula Archimax and generic copula distribution functions
copFGM Generic copulae definitions
copGumbel Generic copulae definitions
copNormal Generic copulae definitions
copPlackett Generic copulae definitions
copProduct Generic copulae definitions
copula Generic copulae definitions
dCopula Archimax and generic copula distribution functions
dep1 Dependence function of Extreme-Value copula
depCC Dependence function of Extreme-Value copula
depfun Dependence function of Extreme-Value copula
depGalambos Dependence function of Extreme-Value copula
depGCC Dependence function of Extreme-Value copula
depGumbel Dependence function of Extreme-Value copula
depHuslerReiss Dependence function of Extreme-Value copula
depMax Dependence function of Extreme-Value copula
depTawn Dependence function of Extreme-Value copula
eCopula Archimax and generic copula distribution functions
eCopulaArchimax Archimax and generic copula distribution functions
eCopulaGeneric Archimax and generic copula distribution functions
gCopula Archimax and generic copula distribution functions
gCopulaEmpirical Archimax and generic copula distribution functions
genAMH Generator of Archimedean copula
genClayton Generator of Archimedean copula
generator Generator of Archimedean copula
genFrank Generator of Archimedean copula
genGumbel Generator of Archimedean copula
genJoe Generator of Archimedean copula
genLog Generator of Archimedean copula
isCopula Archimax and generic copula distribution functions
ldepPartition3D Dependence function of Extreme-Value copula
nderive Numerical derivative
nintegrate Numerical integration
pCopula Archimax and generic copula distribution functions
pCopulaEmpirical Archimax and generic copula distribution functions
pPareto 4-parametric univariate Pareto distribution
print.eCopulaArchimax Archimax and generic copula distribution functions
print.eCopulaGeneric Archimax and generic copula distribution functions
print.gCopula Archimax and generic copula distribution functions
print.isCopula Archimax and generic copula distribution functions
qCopula Archimax and generic copula distribution functions
qPareto 4-parametric univariate Pareto distribution
rCopula Archimax and generic copula distribution functions
rCopulaArchimax2D Archimax and generic copula distribution functions
vpartition Vector partitioning