as_rvine_matrix |
Coerce various kind of objects to R-vine structures and matrices |
as_rvine_matrix.list |
Coerce various kind of objects to R-vine structures and matrices |
as_rvine_matrix.matrix |
Coerce various kind of objects to R-vine structures and matrices |
as_rvine_matrix.rvine_matrix |
Coerce various kind of objects to R-vine structures and matrices |
as_rvine_matrix.rvine_structure |
Coerce various kind of objects to R-vine structures and matrices |
as_rvine_structure |
Coerce various kind of objects to R-vine structures and matrices |
as_rvine_structure.list |
Coerce various kind of objects to R-vine structures and matrices |
as_rvine_structure.matrix |
Coerce various kind of objects to R-vine structures and matrices |
as_rvine_structure.rvine_matrix |
Coerce various kind of objects to R-vine structures and matrices |
as_rvine_structure.rvine_structure |
Coerce various kind of objects to R-vine structures and matrices |
bicop |
Fit and select bivariate copula models |
bicop_dist |
Bivariate copula models |
bicop_distributions |
Bivariate copula distributions |
bicop_predict_and_fitted |
Predictions and fitted values for a bivariate copula model |
contour.bicop |
Plotting tools for 'bicop_dist' and 'bicop' objects |
contour.bicop_dist |
Plotting tools for 'bicop_dist' and 'bicop' objects |
contour.vinecop |
Plotting 'vinecop_dist' and 'vinecop' objects. |
contour.vinecop_dist |
Plotting 'vinecop_dist' and 'vinecop' objects. |
cvine_structure |
R-vine structure |
dbicop |
Bivariate copula distributions |
dbicop_dist |
Bivariate copula distributions |
dvine |
Vine based distributions |
dvinecop |
Vine copula distributions |
dvinecop_dist |
Vine copula distributions |
dvine_dist |
Vine based distributions |
dvine_structure |
R-vine structure |
emp_cdf |
Corrected Empirical CDF |
fitted.bicop |
Predictions and fitted values for a bivariate copula model |
fitted.vine |
Predictions and fitted values for a vine copula model |
fitted.vinecop |
Predictions and fitted values for a vine copula model |
getters |
Extracts components of 'bicop_dist' and 'vinecop_dist' objects |
get_all_families |
Extracts components of 'bicop_dist' and 'vinecop_dist' objects |
get_all_ktaus |
Extracts components of 'bicop_dist' and 'vinecop_dist' objects |
get_all_pair_copulas |
Extracts components of 'bicop_dist' and 'vinecop_dist' objects |
get_all_parameters |
Extracts components of 'bicop_dist' and 'vinecop_dist' objects |
get_family |
Extracts components of 'bicop_dist' and 'vinecop_dist' objects |
get_ktau |
Extracts components of 'bicop_dist' and 'vinecop_dist' objects |
get_matrix |
Extracts components of 'bicop_dist' and 'vinecop_dist' objects |
get_pair_copula |
Extracts components of 'bicop_dist' and 'vinecop_dist' objects |
get_parameters |
Extracts components of 'bicop_dist' and 'vinecop_dist' objects |
get_structure |
Extracts components of 'bicop_dist' and 'vinecop_dist' objects |
hbicop |
Bivariate copula distributions |
hbicop_dist |
Bivariate copula distributions |
inverse_rosenblatt |
(Inverse) Rosenblatt transform |
is.rvine_matrix |
R-vine structure |
is.rvine_structure |
R-vine structure |
ktau_to_par |
Conversion between Kendall's tau and parameters |
mBICV |
Modified vine copula Bayesian information criterion (mBICv) |
pairs_copula_data |
Exploratory pairs plot for copula data |
par_to_ktau |
Conversion between Kendall's tau and parameters |
pbicop |
Bivariate copula distributions |
pbicop_dist |
Bivariate copula distributions |
plot.bicop |
Plotting tools for 'bicop_dist' and 'bicop' objects |
plot.bicop_dist |
Plotting tools for 'bicop_dist' and 'bicop' objects |
plot.rvine_matrix |
Plotting R-vine structures |
plot.rvine_structure |
Plotting R-vine structures |
plot.vinecop |
Plotting 'vinecop_dist' and 'vinecop' objects. |
plot.vinecop_dist |
Plotting 'vinecop_dist' and 'vinecop' objects. |
predict.bicop |
Predictions and fitted values for a bivariate copula model |
predict.bicop_dist |
Predictions and fitted values for a bivariate copula model |
predict.vine |
Predictions and fitted values for a vine copula model |
predict.vinecop |
Predictions and fitted values for a vine copula model |
pseudo_obs |
Pseudo-Observations |
pvine |
Vine based distributions |
pvinecop |
Vine copula distributions |
pvinecop_dist |
Vine copula distributions |
pvine_dist |
Vine based distributions |
rbicop |
Bivariate copula distributions |
rbicop_dist |
Bivariate copula distributions |
rosenblatt |
(Inverse) Rosenblatt transform |
rvine |
Vine based distributions |
rvinecop |
Vine copula distributions |
rvinecopulib |
High Performance Algorithms for Vine Copula Modeling |
rvinecop_dist |
Vine copula distributions |
rvine_dist |
Vine based distributions |
rvine_matrix |
R-vine structure |
rvine_matrix_sim |
Simulate R-vine structures |
rvine_structure |
R-vine structure |
rvine_structure_sim |
Simulate R-vine structures |
truncate_model |
Truncate a vine copula model |
truncate_model.rvine_matrix |
Truncate a vine copula model |
truncate_model.rvine_structure |
Truncate a vine copula model |
truncate_model.vinecop_dist |
Truncate a vine copula model |
truncate_model.vine_dist |
Truncate a vine copula model |
vine |
Vine copula models |
vinecop |
Fitting vine copula models |
vinecop_dist |
Vine copula models |
vinecop_distributions |
Vine copula distributions |
vinecop_predict_and_fitted |
Predictions and fitted values for a vine copula model |
vine_dist |
Vine copula models |
vine_distributions |
Vine based distributions |
vine_predict_and_fitted |
Predictions and fitted values for a vine copula model |