Statistical Inference of C- And D-Vine Copulas

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Documentation for package ‘CDVine’ version 1.4

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CDVine-package Statistical inference of C- and D-vine copulas
BiCopCDF Distribution function of a bivariate copula
BiCopChiPlot Chi-plot for bivariate copula data
BiCopEst Parameter estimation for bivariate copula data using inversion of Kendall's tau or maximum likelihood estimation
BiCopGofKendall Goodness-of-fit test based on Kendall's process for bivariate copula data
BiCopHfunc Conditional distribution function (h-function) of a bivariate copula
BiCopIndTest Independence test for bivariate copula data
BiCopKPlot Kendall's plot (K-plot) for bivariate copula data
BiCopLambda Lambda-function (plot) for bivariate copula data
BiCopMetaContour Contour plot of bivariate meta distribution with different margins and copula (theoretical and empirical)
BiCopName Bivariate copula family names
BiCopPar2TailDep Tail dependence coefficients of a bivariate copula
BiCopPar2Tau Kendall's tau value of a bivariate copula
BiCopPDF Density of a bivariate copula
BiCopSelect Selection and maximum likelihood estimation of bivariate copula families
BiCopSim Simulation from a bivariate copula
BiCopTau2Par Parameter of a bivariate copula for a given Kendall's tau value
BiCopVuongClarke Scoring goodness-of-fit test based on Vuong and Clarke tests for bivariate copula data
CDVine Statistical inference of C- and D-vine copulas
CDVineAIC AIC and BIC of C- and D-vine copula models
CDVineBIC AIC and BIC of C- and D-vine copula models
CDVineClarkeTest Clarke test comparing two vine copula models
CDVineCopSelect Sequential copula selection and estimation of C- and D-vine copula models
CDVineLogLik Log-likelihood of C- and D-vine copula models
CDVineMLE Maximum likelihood estimation of C- and D-vine copula models
CDVinePar2Tau Kendall's tau values of a vine copula model
CDVineSeqEst Sequential estimation of C- and D-vine copula models
CDVineSim Simulation from C- and D-vine copula models
CDVineTreePlot Plot function for C- or D-vine trees
CDVineVuongTest Vuong test comparing two vine copula models
worldindices Major World Indices