Package: copula Version: 1.1-3 VersionNote: Last CRAN: 1.1-2 on 2023-01-20 Date: 2023-12-07 Title: Multivariate Dependence with Copulas Authors@R: c(person("Marius", "Hofert", role = "aut", email = "marius.hofert@uwaterloo.ca", comment = c(ORCID = "0000-0001-8009-4665")) , person("Ivan", "Kojadinovic", role = "aut", email = "ivan.kojadinovic@univ-pau.fr", comment = c(ORCID = "0000-0002-2903-1543")) , person("Martin","Maechler", role=c("aut","cre"), email="maechler@stat.math.ethz.ch", comment = c(ORCID = "0000-0002-8685-9910")) , person("Jun", "Yan", role = "aut", email = "jun.yan@uconn.edu", comment = c(ORCID = "0000-0003-4401-7296")) , person(c("Johanna", "G."), "Nešlehová", role = "ctb", comment = c("evTestK()", ORCID = "0000-0001-9634-4796")) , person("Rebecca", "Morger", role = "ctb", comment = "fitCopula.ml(): code for free mixCopula weight parameters") ) Depends: R (>= 3.5.0) Imports: stats, graphics, methods, stats4, Matrix (>= 1.5-0), lattice, colorspace, gsl, ADGofTest, stabledist (>= 0.6-4), mvtnorm, pcaPP, pspline, numDeriv Suggests: MASS, KernSmooth, sfsmisc, scatterplot3d, Rmpfr, bbmle, knitr, rmarkdown, abind, crop, gridExtra, lcopula, mev, mvnormtest, parallel, partitions, polynom, qrng, randtoolbox, rugarch, Runuran, tseries, VGAM, VineCopula, zoo SuggestsNote: packages {abind, ..., zoo} (last lines above) are only used in vignettes, demos and a few tests. VignetteBuilder: knitr Enhances: nor1mix, copulaData SystemRequirements: pdfcrop (part of TexLive) is required to rebuild the vignettes. Description: Classes (S4) of commonly used elliptical, Archimedean, extreme-value and other copula families, as well as their rotations, mixtures and asymmetrizations. Nested Archimedean copulas, related tools and special functions. Methods for density, distribution, random number generation, bivariate dependence measures, Rosenblatt transform, Kendall distribution function, perspective and contour plots. Fitting of copula models with potentially partly fixed parameters, including standard errors. Serial independence tests, copula specification tests (independence, exchangeability, radial symmetry, extreme-value dependence, goodness-of-fit) and model selection based on cross-validation. Empirical copula, smoothed versions, and non-parametric estimators of the Pickands dependence function. License: GPL (>= 3) | file LICENCE Collate: AllClass.R Classes.R AllGeneric.R Auxiliaries.R aux-acopula.R asymCopula.R mixCopula.R rotCopula.R Copula.R special-func.R amhCopula.R claytonCopula.R frankCopula.R cop_objects.R nacopula.R dC-dc.R amhExpr.R An.R archmCopula.R cCopula.R claytonExpr.R ellipCopula.R empCopula.R empPsi.R acR.R estimation.R evCopula.R evTests.R exchTests.R fgmCopula.R fitCopula.R fitLambda.R fitMvdc.R fixedPar.R frankExpr.R galambosCopula.R galambosExpr-math.R galambosExpr.R ggraph-tools.R pairsRosenblatt.R prob.R gofTrafos.R gofEVTests.R gofCopula.R graphics.R gumbelCopula.R gumbelExpr.R huslerReissCopula.R huslerReissExpr.R indepCopula.R fhCopula.R lowfhCopula.R upfhCopula.R indepTests.R joeCopula.R K.R logseries.R mvdc.R margCopula.R matrix_tools.R normalCopula.R obs.R opower.R plackettCopula.R plackettExpr.R moCopula.R rstable1.R safeUroot.R schlatherCopula.R stable.R timing.R tCopula.R tawnCopula.R tawnExpr.R tevCopula.R varianceReduction.R wrapper.R xvCopula.R zzz.R Encoding: UTF-8 URL: https://copula.r-forge.r-project.org/, https://r-forge.r-project.org/projects/copula/, https://CRAN.r-project.org/package=copula BugReports: https://r-forge.r-project.org/tracker/?func=add&group_id=2140&atid=5417 NeedsCompilation: yes Packaged: 2023-12-07 15:36:21 UTC; maechler Author: Marius Hofert [aut] (), Ivan Kojadinovic [aut] (), Martin Maechler [aut, cre] (), Jun Yan [aut] (), Johanna G. Nešlehová [ctb] (evTestK(), ), Rebecca Morger [ctb] (fitCopula.ml(): code for free mixCopula weight parameters) Maintainer: Martin Maechler Repository: CRAN Date/Publication: 2023-12-07 17:10:02 UTC