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A B C D E F G H I J K L M N P Q R S T U V W
| copBasic-package | Basic Theoretical Copula, Empirical Copula, and Various Utility Functions |
| asCOP | A Wrapper on a User-Level Formula to Become a Copula Function |
| blomCOP | The Blomqvist's Beta of a Copula |
| coCOP | The Co-Copula Function |
| composite1COP | Composition of a Single Symmetric Copula with Two Compositing Parameters |
| composite2COP | Composition of Two Copulas with Two Compositing Parameters |
| composite3COP | (Extended) Composition of Two Copulas with Four Compositing Parameters |
| concordCOP | The Kendall's Tau and Concordance Function of a Copula |
| convex2COP | Convex Combination of Two Copulas |
| COP | The Copula |
| copBasic.fitpara.beta | A Single or Multi-Parameter Optimization Engine (Beta Version) |
| COPinv | The Inverse of a Copula for V with respect to U |
| COPinv2 | The Inverse of a Copula for U with respect to V |
| densityCOP | Density of a Copula |
| densityCOPplot | Contour Density Plot of a Copula |
| derCOP | Numerical Derivative of a Copula for V with respect to U |
| derCOP2 | Numerical Derivative of a Copula for U with respect to V |
| derCOPinv | Numerical Derivative Inverse of a Copula for V with respect to U |
| derCOPinv2 | Numerical Derivative Inverse of a Copula for U with respect to V |
| diagCOP | The Diagonals of a Copula |
| diagCOPatf | Numerical Rooting the Diagonal of a Copula |
| diagCOPinv | Numerical Rooting the Diagonal of a Copula |
| duCOP | The Dual of a Copula Function |
| EMPIRcop | The Bivariate Empirical Copula |
| EMPIRcopdf | Dataframe of the Bivariate Emprical Copula |
| EMPIRgrid | Grid of the Bivariate Emprical Copula |
| EMPIRgridder | Derivatives of the Grid of the Bivariate Emprical Copula for V with respect to U |
| EMPIRgridder2 | Derivatives of the Grid of the Bivariate Emprical Copula for U with respect to V |
| EMPIRgridderinv | Derivative Inverses of the Grid of the Bivariate Emprical Copula for V with respect to U |
| EMPIRgridderinv2 | Derivative Inverses of the Grid of the Bivariate Emprical Copula for U with respect to V |
| EMPIRmed.regress | Median Regression of the Grid of the Bivariate Emprical Copula for V with respect to U |
| EMPIRmed.regress2 | Median Regression of the Grid of the Bivariate Emprical Copula for U with respect to V |
| EMPIRqua.regress | Quantile Regression of the Grid of the Bivariate Emprical Copula for V with respect to U |
| EMPIRqua.regress2 | Quantile Regression of the Grid of the Bivariate Emprical Copula for U with respect to V |
| EMPIRsim | Simulate a Bivariate Empirical Copula |
| EMPIRsimv | Simulate a Bivariate Empirical Copula For a Fixed Value of U |
| footCOP | The Spearman's Footrule of a Copula |
| FRECHETcop | The Fréchet Family Copula |
| GHcop | The Gumbel-Hougaard Extreme Copula |
| giniCOP | The Gini's Gamma of a Copula |
| GLcop | The Galambos Extreme Value Copula |
| gridCOP | Compute a Copula on a Grid |
| hoefCOP | The Hoeffding's Phi of a Copula or Lp Distances (Independence, Radial Asymmetry, or Reflection Symmetry Forms) |
| HRcop | The Hüsler-Reiss Extreme Value Copula |
| isCOP.LTD | Is a Copula Left-Tail Decreasing |
| isCOP.permsym | Is a Copula Permutation Symmetric |
| isCOP.PQD | The Positively Quadrant Dependency State of a Copula |
| isCOP.radsym | Is a Copula Radially Symmetric |
| isCOP.RTI | Is a Copula Right-Tail Increasing |
| isfuncCOP | Is a General Bivariate Function a Copula by Gridded Search? |
| joeskewCOP | The Joe's Nu-Skew or Nu-Skew-Star of a Copula |
| joint.curvesCOP | Compute Coordinates of the Marginal Probabilities given joint AND or OR Probabilities |
| joint.curvesCOP2 | Compute Coordinates of the Marginal Probabilities given joint AND or OR Probability |
| jointCOP | Compute Equal Marginal Probabilities Given a Single Joint AND or OR Probability for a Copula |
| kfuncCOP | The Kendall (Distribution) Function of a Copula |
| kfuncCOPinv | The Inverse Kendall Function of a Copula |
| kfuncCOPlmom | The L-moments of the Kendall Function of a Copula |
| kfuncCOPlmoms | The L-moments of the Kendall Function of a Copula |
| kmeasCOP | The Kendall (Distribution) Function of a Copula |
| kullCOP | Kullback-Leibler Divergence, Jeffrey's Divergence, and Kullback-Leibler Sample Size |
| kullCOPint | Kullback-Leibler Divergence, Jeffrey's Divergence, and Kullback-Leibler Sample Size |
| lcomCOPpv | Simulating the Sample Distribution(s) of L-correlation, L-coskew, and L-cokurtosis for a Copula |
| lcomoms2.ABcop2parameter | Convert L-comoments to Parameters of Alpha-Beta Compositions of Two One-Parameter Copulas |
| lcomoms2.ABKGcop2parameter | Convert L-comoments to Parameters of Alpha-Beta-Kappa-Gamma Compositions of Two One-Parameter Copulas |
| level.curvesCOP | Compute and Plot Level Curves of a Copula V with respect to U |
| level.curvesCOP2 | Compute and Plot Level Curves of a Copula U with respect to V |
| level.setCOP | Compute a Level Set of a Copula V with respect to U |
| level.setCOP2 | Compute a Level Set of a Copula U with respect to V |
| LpCOP | The Hoeffding's Phi of a Copula or Lp Distances (Independence, Radial Asymmetry, or Reflection Symmetry Forms) |
| LpCOPpermsym | The Hoeffding's Phi of a Copula or Lp Distances (Independence, Radial Asymmetry, or Reflection Symmetry Forms) |
| LpCOPradsym | The Hoeffding's Phi of a Copula or Lp Distances (Independence, Radial Asymmetry, or Reflection Symmetry Forms) |
| M | The Fréchet-Hoeffding Upper Bound Copula |
| med.regressCOP | Perform Median Regression using a Copula by Numerical Derivative Method for V with respect to U |
| med.regressCOP2 | Perform Median Regression using a Copula by Numerical Derivative Method for U with respect to V |
| N4212cop | The Copula of Equation 4.2.12 of Nelsen's Book |
| nuskewCOP | The Joe's Nu-Skew or Nu-Skew-Star of a Copula |
| nustarCOP | The Joe's Nu-Skew or Nu-Skew-Star of a Copula |
| P | The Product (Independence) Copula |
| PARETOcop | The Pareto Copula |
| PLACKETTcop | The Plackett Copula |
| PLACKETTpar | Estimate the Parameter of the Plackett Copula |
| PlackettPlackettABKGtest | Parameters and L-comoments of a Composition of Two Plackett Copulas with Four Compositing Parameters |
| PlackettPlackettNP | Parameters and L-comoments of a Composition of Two Plackett Copulas with Two Compositing Parameters |
| PLACKETTsim | Direct Simulation of a Plackett Copula |
| prod2COP | The Product of Two Copulas |
| PSP | The Ratio of the Product Copula to Summation minus Product Copula |
| qua.regressCOP | Perform Quantile Regression using a Copula by Numerical Derivative Method for V with respect to U |
| qua.regressCOP.draw | Draw Quantile Regressions using a Copula by Numerical Derivative Method for V with respect to U or U with respect to V |
| qua.regressCOP2 | Perform Quantile Regression using a Copula by Numerical Derivative Method for U with respect to V |
| ReineckeWell266 | Porosity and Permeability Data for Well-266 of the Reinecke Oil Field, Horseshoe Atoll, Texas |
| ReineckeWells | Porosity and Permeability Data for the Reinecke Oil Field, Horseshoe Atoll, Texas |
| rhobevCOP | A Dependence Measure for a Bivariate Extreme Value Copula based on the Expectation of the Product of Negated Log-Transformed Random Variables U and V |
| rhoCOP | The Spearman's Rho of a Copula |
| sectionCOP | The Sections or Derivative of the Sections of a Copula |
| semicorCOP | The Lower and Upper Semi-Correlations of a Copula |
| simcomposite2COP | Compute the L-comoments of a Two-Value Composited Copula by Numerical Simulation |
| simcomposite3COP | Compute the L-comoments of a Four-Value Composited Copula by Numerical Simulation |
| simcompositeCOP | Compute the L-comoments of a Two-Value Composited Copula by Numerical Simulation |
| simCOP | Simulate a Copula by Numerical Derivative Method |
| simCOPmicro | Simulate V from U through a Copula by Numerical Derivative Method |
| simCOPv | Simulate V from U through a Copula by Numerical Derivative Method |
| statTn | The Tn Statistic of a Fitted Copula to the Empirical Copula |
| surCOP | The Survival Copula |
| surfuncCOP | The Joint Survival Function |
| tailconCOP | The Tail Concentration Function of a Copula |
| taildepCOP | The Lower- and Upper-Tail Dependency Parameters of a Copula |
| tailordCOP | The Lower- and Upper-Tail Orders of a Copula |
| tauCOP | The Kendall's Tau and Concordance Function of a Copula |
| uvlmoms | Bivariate Skewness after Joe (2014) or the Univariate L-moments of Combined U and V |
| uvskew | Bivariate Skewness after Joe (2014) or the Univariate L-moments of Combined U and V |
| vuongCOP | Vuong's Procedure for Parametric Copula Comparison |
| W | The Fréchet-Hoeffding Lower Bound Copula |
| wolfCOP | The Schweizer and Wolff's Sigma of a Copula |