A B C D E F G H I J K L M N P Q R S T U V W

copBasic-package | Basic Theoretical Copula, Empirical Copula, and Various Utility Functions |

aicCOP | The Akaike Information Criterion between a Fitted Coupla and an Empirical Copula |

AMHcop | The Ali-Mikhail-Haq Copula |

asCOP | A Wrapper on a User-Level Formula to Become a Copula Function |

bicCOP | The Bayesian Information Criterion between a Fitted Coupla and an Empirical Copula |

bilmoms | Bivariate L-moments and L-comoments of a Copula |

blomCOP | The Blomqvist Beta of a Copula |

CLcop | The Clayton Copula |

coCOP | The Co-Copula Function |

composite1COP | Composition of a Single Symmetric Copula with Two Compositing Parameters |

composite2COP | Composition of Two Copulas with Two Compositing Parameters |

composite3COP | (Extended) Composition of Two Copulas with Four Compositing Parameters |

concordCOP | The Kendall Tau and Concordance Function of a Copula |

convex2COP | Convex Combination of Two Copulas |

convexCOP | Convex Combination of an Arbitrary Number of Copulas |

COP | The Copula |

copBasic.fitpara.beta | A Single or Multi-Parameter Optimization Engine (Beta Version) |

COPinv | The Inverse of a Copula for V with respect to U |

COPinv2 | The Inverse of a Copula for U with respect to V |

densityCOP | Density of a Copula |

densityCOPplot | Contour Density Plot of a Copula |

derCOP | Numerical Derivative of a Copula for V with respect to U |

derCOP2 | Numerical Derivative of a Copula for U with respect to V |

derCOPinv | Numerical Derivative Inverse of a Copula for V with respect to U |

derCOPinv2 | Numerical Derivative Inverse of a Copula for U with respect to V |

diagCOP | The Diagonals of a Copula |

diagCOPatf | Numerical Rooting the Diagonal of a Copula |

diagCOPinv | Numerical Rooting the Diagonal of a Copula |

duCOP | The Dual of a Copula Function |

EMPIRcop | The Bivariate Empirical Copula |

EMPIRcopdf | Data Frame Representation of the Bivariate Empirical Copula |

EMPIRgrid | Grid of the Bivariate Empirical Copula |

EMPIRgridder | Derivatives of the Grid of the Bivariate Empirical Copula for V with respect to U |

EMPIRgridder2 | Derivatives of the Grid of the Bivariate Empirical Copula for U with respect to V |

EMPIRgridderinv | Derivative Inverses of the Grid of the Bivariate Empirical Copula for V with respect to U |

EMPIRgridderinv2 | Derivative Inverses of the Grid of the Bivariate Empirical Copula for U with respect to V |

EMPIRmed.regress | Median Regression of the Grid of the Bivariate Empirical Copula for V with respect to U |

EMPIRmed.regress2 | Median Regression of the Grid of the Bivariate Empirical Copula for U with respect to V |

EMPIRqua.regress | Quantile Regression of the Grid of the Bivariate Empirical Copula for V with respect to U |

EMPIRqua.regress2 | Quantile Regression of the Grid of the Bivariate Empirical Copula for U with respect to V |

EMPIRsim | Simulate a Bivariate Empirical Copula |

EMPIRsimv | Simulate a Bivariate Empirical Copula For a Fixed Value of U |

FGMcop | The Generalized Farlie-Gumbel-Morgenstern Copula |

FGMicop | The Generalized Farlie-Gumbel-Morgenstern Copula |

footCOP | The Spearman Footrule of a Copula |

FRECHETcop | The Fréchet Family Copula |

gEVcop | The Gaussian-based (Extreme Value) Copula |

GHcop | The Gumbel-Hougaard Extreme Value Copula |

giniCOP | The Gini Gamma of a Copula |

GLcop | The Galambos Extreme Value Copula (with Gamma Power Mixture [Joe/BB4] and Lower Extreme Value Limit) |

GLEVcop | The Galambos Extreme Value Copula (with Gamma Power Mixture [Joe/BB4] and Lower Extreme Value Limit) |

GLPMcop | The Galambos Extreme Value Copula (with Gamma Power Mixture [Joe/BB4] and Lower Extreme Value Limit) |

glueCOP | The Gluing Two Copulas |

gridCOP | Compute a Copula on a Grid |

hoefCOP | The Hoeffding Phi of a Copula or Lp Distances (Independence, Radial Asymmetry, or Reflection Symmetry Forms) |

HRcop | The Hüsler-Reiss Extreme Value Copula |

isCOP.LTD | Is a Copula Left-Tail Decreasing |

isCOP.permsym | Is a Copula Permutation Symmetric |

isCOP.PQD | The Positively Quadrant Dependency State of a Copula |

isCOP.radsym | Is a Copula Radially Symmetric |

isCOP.RTI | Is a Copula Right-Tail Increasing |

isfuncCOP | Is a General Bivariate Function a Copula by Gridded Search? |

JOcopB5 | The Joe/B5 Copula (B5) |

JOcopBB4 | The Galambos Extreme Value Copula (with Gamma Power Mixture [Joe/BB4] and Lower Extreme Value Limit) |

joeskewCOP | Joe's Nu-Skew and the copBasic Nu-Star of a Copula |

joint.curvesCOP | Compute Coordinates of the Marginal Probabilities given joint AND or OR Probabilities |

joint.curvesCOP2 | Compute Coordinates of the Marginal Probabilities given joint AND or OR Probability |

jointCOP | Compute Equal Marginal Probabilities Given a Single Joint AND or OR Probability for a Copula |

kfuncCOP | The Kendall (Distribution) Function of a Copula |

kfuncCOPinv | The Inverse Kendall Function of a Copula |

kfuncCOPlmom | The L-moments of the Kendall Function of a Copula |

kfuncCOPlmoms | The L-moments of the Kendall Function of a Copula |

kmeasCOP | The Kendall (Distribution) Function of a Copula |

kullCOP | Kullback-Leibler Divergence, Jeffrey Divergence, and Kullback-Leibler Sample Size |

kullCOPint | Kullback-Leibler Divergence, Jeffrey Divergence, and Kullback-Leibler Sample Size |

lcomCOP | L-comoments and Bivariate L-moments of a Copula |

lcomCOPpv | Simulating the Sample Distribution(s) of L-correlation, L-coskew, and L-cokurtosis for a Copula |

lcomoms2.ABcop2parameter | Convert L-comoments to Parameters of Alpha-Beta Compositions of Two One-Parameter Copulas |

lcomoms2.ABKGcop2parameter | Convert L-comoments to Parameters of Alpha-Beta-Kappa-Gamma Compositions of Two One-Parameter Copulas |

level.curvesCOP | Compute and Plot Level Curves of a Copula V with respect to U |

level.curvesCOP2 | Compute and Plot Level Curves of a Copula U with respect to V |

level.setCOP | Compute a Level Set of a Copula V with respect to U |

level.setCOP2 | Compute a Level Set of a Copula U with respect to V |

LpCOP | The Hoeffding Phi of a Copula or Lp Distances (Independence, Radial Asymmetry, or Reflection Symmetry Forms) |

LpCOPpermsym | The Hoeffding Phi of a Copula or Lp Distances (Independence, Radial Asymmetry, or Reflection Symmetry Forms) |

LpCOPradsym |

M | The Fréchet-Hoeffding Upper Bound Copula |

med.regressCOP | Perform Median Regression using a Copula by Numerical Derivative Method for V with respect to U |

med.regressCOP2 | Perform Median Regression using a Copula by Numerical Derivative Method for U with respect to V |

mleCOP | Maximum Pseudo-Log-Likelihood Estimation for Copula Parameter Estimation |

N4212cop | The Copula of Equation 4.2.12 of Nelsen's Book |

nuskewCOP | Joe's Nu-Skew and the copBasic Nu-Star of a Copula |

nustarCOP | Joe's Nu-Skew and the copBasic Nu-Star of a Copula |

P | The Product (Independence) Copula |

PAcop | The Pareto Copula |

PARETOcop | The Pareto Copula |

PLACKETTcop | The Plackett Copula |

PLACKETTpar | Estimate the Parameter of the Plackett Copula |

PLACKETTsim | Direct Simulation of a Plackett Copula |

PLcop | The Plackett Copula |

PLpar | Estimate the Parameter of the Plackett Copula |

prod2COP | The Product of Two Copulas |

psepolar | Pseudo-Polar Representation of Bivariate Data |

PSP | The Ratio of the Product Copula to Summation minus Product Copula |

qua.regressCOP | Perform Quantile Regression using a Copula by Numerical Derivative Method for V with respect to U |

qua.regressCOP.draw | Draw Quantile Regressions using a Copula by Numerical Derivative Method for V with respect to U or U with respect to V |

qua.regressCOP2 | Perform Quantile Regression using a Copula by Numerical Derivative Method for U with respect to V |

rCOP | Simulate a Copula by Numerical Derivative Method |

ReineckeWell266 | Porosity and Permeability Data for Well-266 of the Reinecke Oil Field, Horseshoe Atoll, Texas |

ReineckeWells | Porosity and Permeability Data for the Reinecke Oil Field, Horseshoe Atoll, Texas |

RFcop | The Raftery Copula |

rhobevCOP | A Dependence Measure for a Bivariate Extreme Value Copula based on the Expectation of the Product of Negated Log-Transformed Random Variables U and V |

rhoCOP | The Spearman Rho of a Copula |

rmseCOP | The Root Mean Square Error between a Fitted Copula and an Empirical Copula |

sectionCOP | The Sections or Derivative of the Sections of a Copula |

semicorCOP | The Lower and Upper Semi-Correlations of a Copula |

simcomposite2COP | Compute the L-comoments of a Two-Value Composited Copula by Simulation |

simcomposite3COP | Compute the L-comoments of a Four-Value Composited Copula by Simulation |

simcompositeCOP | Compute the L-comoments of a Two-Value Composited Copula by Simulation |

simCOP | Simulate a Copula by Numerical Derivative Method |

simCOPmicro | Simulate V from U through a Copula by Numerical Derivative Method |

simCOPv | Simulate V from U through a Copula by Numerical Derivative Method |

spectralmeas | Estimation of the Spectral Measure |

stabtaildepf | Estimation of the Stable Tail Dependence Function |

statTn | The Tn Statistic of a Fitted Copula to an Empirical Copula |

surCOP | The Survival Copula |

surfuncCOP | The Joint Survival Function |

tailconCOP | The Tail Concentration Function of a Copula |

taildepCOP | The Lower- and Upper-Tail Dependency Parameters of a Copula |

tailordCOP | The Lower- and Upper-Tail Orders of a Copula |

tauCOP | The Kendall Tau and Concordance Function of a Copula |

tEVcop | The t-EV (Extreme Value) Copula |

uvlmoms | Bivariate Skewness after Joe (2014) or the Univariate L-moments of Combined U and V |

uvskew | Bivariate Skewness after Joe (2014) or the Univariate L-moments of Combined U and V |

vuongCOP | The Vuong Procedure for Parametric Copula Comparison |

W | The Fréchet-Hoeffding Lower Bound Copula |

wolfCOP | The Schweizer and Wolff Sigma of a Copula |