Some Empiric and Nonparametric Copula Models


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Documentation for package ‘cort’ version 0.3.2

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biv_rho Spearman's rho matrix of a copula
biv_rho-method Spearman's rho matrix of a copula
biv_tau Kendall's tau matrix of a copula
biv_tau-method Kendall's tau matrix of a copula
cbCopula Checkerboard copulas
cbCopula-Class Checkerboard copulas
cbkmCopula Checkerboards with known margins
cbkmCopula-Class Checkerboards with known margins
clayton_data Dataset clayton_data
constraint_infl Constraint influence of the model (if it has one)
constraint_infl-method Constraint influence of the model (if it has one)
ConvexCombCopula Convex Combination of copulas.
ConvexCombCopula-Class Convex Combination of copulas.
Cort Cort copulas
Cort-Class Cort copulas
CortForest Bagged Cort copulas
CortForest-Class Bagged Cort copulas
dCopula Copula density
dCopula-method Copula density
funcdep_data Dataset funcdep_data
impossible_data Dataset impossible_data
kendall_func Kendall function of a copula (if it has one)
kendall_func-method Kendall function of a copula (if it has one)
loss Loss of a copula estimation (if the model has one)
loss-method Loss of a copula estimation (if the model has one)
pCopula Copula cdf
pCopula-method Copula cdf
project_on_dims Projection on smaller dimensions of a copula (if implemented)
project_on_dims-method Projection on smaller dimensions of a copula (if implemented)
quad_norm Quadratic norm of the model (if it has one)
quad_norm-method Quadratic norm of the model (if it has one)
quad_prod Quadratic product of two copulas (if they have one)
quad_prod-method Quadratic product of two copulas (if they have one)
quad_prod_with_data Quadratic product with data of the model (if it has one)
quad_prod_with_data-method Quadratic product with data of the model (if it has one)
rCopula Copula random generation
rCopula-method Copula random generation
recoveryourself_data Dataset recoveryourself_data
vCopula Copula volume on hyper-boxes
vCopula,matrix,matrix,Copula Copula volume on hyper-boxes
vCopula-method Copula volume on hyper-boxes