Liouville Copulas

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Documentation for package ‘lcopula’ version 1.0.7

• DESCRIPTION file.
• Package NEWS.

Help Pages

lcopula-package	Liouville Copulas
.ctspecdens	Spectral density of Coles and Tawn extreme value distribution
.liouv.iTau_s	Moment estimate for 'theta' derived from Kendall's tau
.liouv.Tau_s	Computes Kendall's tau for Clayton or Gumbel Liouville copula
.pickands.dir.uni	Pickands dependence function for the copula domain of attraction of Liouville survival copulas
.pickands.fun.uni	Pickands dependence function for the copula domain of attraction of Liouville copulas
.pliouv.opt_old	Old code for the copula likelihood function for Liouville copulas
airquality	Daily air pollutant measures in Leeds
danube	Ranks of preprocessed monthly Danube river flow measurements
dirspecdens	Spectral density of scaled Dirichlet and negative Dirichlet extreme value distributions
dliouv	Liouville copulas
dliouvm	Liouville vectors marginal functions
hmvevdliouv	Spectral density of the CDA of survival copula and copula of Liouville vectors
isliouvm	Liouville vectors marginal functions
isliouv_m	Multiple marginal inverse survival function of Liouville vectors
K.plot	Kendall plot
lcopula	Liouville Copulas
liouv.iTau	Moment estimate for theta derived from Kendall's tau formula
liouv.maxim	Maximization of Liouville copula likelihood function
liouv.maxim.mm	Maximization of Liouville copula likelihood function
liouv.Tau	Computes Kendall's tau for Clayton or Gumbel Liouville copula
Liouville	Liouville copulas
Liouville_marginal	Liouville vectors marginal functions
negdirspecdens	Spectral density of scaled negative Dirichlet extreme value distribution
nutrient	Women daily nutrient intake
pickands.liouv	Pickands dependence function for the copula domain of attraction of Liouville survival copulas
pickands.plot	Plot Pickands dependence function for CDA of Liouville copulas
pliouv	Liouville copulas
pliouv.opt	Internal code for the copula likelihood function of Liouville copulas
pliouvm	Liouville vectors marginal functions
rarchi	Archimedean copula sampler
rliouv	Liouville copulas
sliouv	Joint survival function of Liouville vectors
sliouvm	Liouville vectors marginal functions
sliouv_m	Multiple marginal survival function for Liouville vectors
theta.bci	Parametric bootstrap confidence interval for the parameter 'theta' for Liouville copula