Multivariate dependence with copulas

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Documentation for package ‘copula’ version 0.7-6

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A C D E F G H I K L M N P R S T

-- A --

Afun Generator functions for Archimedean and extreme value copulas
Afun,galambosCopula-method Generator functions for Archimedean and extreme value copulas
Afun,gumbelCopula-method Generator functions for Archimedean and extreme value copulas
Afun,huslerReissCopula-method Generator functions for Archimedean and extreme value copulas
Afun-methods Generator functions for Archimedean and extreme value copulas
amhCopula Construction of Archimedean copula class object
amhCopula-class Class "archmCopula"
archmCopula Construction of Archimedean copula class object
archmCopula-class Class "archmCopula"

-- C --

calibKendallsTau Dependence measures for copulas
calibKendallsTau,ANY-method Dependence measures for copulas
calibKendallsTau,claytonCopula-method Dependence measures for copulas
calibKendallsTau,copula-method Dependence measures for copulas
calibKendallsTau,ellipCopula-method Dependence measures for copulas
calibKendallsTau,gumbelCopula-method Dependence measures for copulas
calibKendallsTau,normalCopula-method Dependence measures for copulas
calibKendallsTau,plackettCopula-method Dependence measures for copulas
calibKendallsTau,tCopula-method Dependence measures for copulas
calibKendallsTau-methods Dependence measures for copulas
calibSpearmansRho Dependence measures for copulas
calibSpearmansRho,ANY-method Dependence measures for copulas
calibSpearmansRho,claytonCopula-method Dependence measures for copulas
calibSpearmansRho,copula-method Dependence measures for copulas
calibSpearmansRho,ellipCopula-method Dependence measures for copulas
calibSpearmansRho,gumbelCopula-method Dependence measures for copulas
calibSpearmansRho,normalCopula-method Dependence measures for copulas
calibSpearmansRho,tCopula-method Dependence measures for copulas
calibSpearmansRho-methods Dependence measures for copulas
claytonCopula Construction of Archimedean copula class object
claytonCopula-class Class "archmCopula"
contour,copula-method Methods for function ‘contour’ in package ‘copula’
contour,indepCopula-method Methods for function ‘contour’ in package ‘copula’
contour,mvdc-method Methods for function ‘contour’ in package ‘copula’
contour-methods Methods for function ‘contour’ in package ‘copula’
Copula Copula distribution functions
copula-class Class "copula"

-- D --

dcopula Copula distribution functions
dcopula,amhCopula-method Copula distribution functions
dcopula,claytonCopula-method Copula distribution functions
dcopula,fgmCopula-method Copula distribution functions
dcopula,frankCopula-method Copula distribution functions
dcopula,galambosCopula-method Copula distribution functions
dcopula,gumbelCopula-method Copula distribution functions
dcopula,huslerReissCopula-method Copula distribution functions
dcopula,indepCopula-method Copula distribution functions
dcopula,normalCopula-method Copula distribution functions
dcopula,plackettCopula-method Copula distribution functions
dcopula,tCopula-method Copula distribution functions
dependogram Independence test among continuous random variables based on the empirical copula process
dmvdc Multivariate distributions constructed from copulas

-- E --

ellipCopula Construction of elliptical copula class object
ellipCopula-class Class "ellipCopula"
evCopula Construction of extreme value copula class objects
evCopula-class Class "evCopula"

-- F --

fgmCopula Construction of a fgmCopula class object
fgmCopula-class Class "fgmCopula"
fitCopula Maximum likelihood estimation of copula models
fitCopula-class Class "fitCopula"
fitMvdc Maximum likelihood estimation of copula models
fitMvdc-class Class "fitCopula"
frankCopula Construction of Archimedean copula class object
frankCopula-class Class "archmCopula"

-- G --

galambosCopula Construction of extreme value copula class objects
galambosCopula-class Class "evCopula"
genFun Generator functions for Archimedean and extreme value copulas
genFun,amhCopula-method Generator functions for Archimedean and extreme value copulas
genFun,claytonCopula-method Generator functions for Archimedean and extreme value copulas
genFun,frankCopula-method Generator functions for Archimedean and extreme value copulas
genFun,gumbelCopula-method Generator functions for Archimedean and extreme value copulas
genFun-methods Generator functions for Archimedean and extreme value copulas
genFunDer1 Generator functions for Archimedean and extreme value copulas
genFunDer1,amhCopula-method Generator functions for Archimedean and extreme value copulas
genFunDer1,claytonCopula-method Generator functions for Archimedean and extreme value copulas
genFunDer1,frankCopula-method Generator functions for Archimedean and extreme value copulas
genFunDer1,gumbelCopula-method Generator functions for Archimedean and extreme value copulas
genFunDer1-methods Generator functions for Archimedean and extreme value copulas
genFunDer2 Generator functions for Archimedean and extreme value copulas
genFunDer2,amhCopula-method Generator functions for Archimedean and extreme value copulas
genFunDer2,claytonCopula-method Generator functions for Archimedean and extreme value copulas
genFunDer2,frankCopula-method Generator functions for Archimedean and extreme value copulas
genFunDer2,gumbelCopula-method Generator functions for Archimedean and extreme value copulas
genFunDer2-methods Generator functions for Archimedean and extreme value copulas
genInv Generator functions for Archimedean and extreme value copulas
genInv,amhCopula-method Generator functions for Archimedean and extreme value copulas
genInv,claytonCopula-method Generator functions for Archimedean and extreme value copulas
genInv,frankCopula-method Generator functions for Archimedean and extreme value copulas
genInv,gumbelCopula-method Generator functions for Archimedean and extreme value copulas
genInv-methods Generator functions for Archimedean and extreme value copulas
gofCopula Goodness-of-fit tests for copulas
gumbelCopula Construction of Archimedean copula class object
gumbelCopula-class Class "archmCopula"

-- H --

huslerReissCopula Construction of extreme value copula class objects
huslerReissCopula-class Class "evCopula"

-- I --

indepCopula Construction of independence copula class object
indepCopula-class Class "indepCopula"
indepTest Independence test among continuous random variables based on the empirical copula process
indepTestSim Independence test among continuous random variables based on the empirical copula process

-- K --

kendallsTau Dependence measures for copulas
kendallsTau,amhCopula-method Dependence measures for copulas
kendallsTau,ANY-method Dependence measures for copulas
kendallsTau,archmCopula-method Dependence measures for copulas
kendallsTau,claytonCopula-method Dependence measures for copulas
kendallsTau,copula-method Dependence measures for copulas
kendallsTau,fgmCopula-method Dependence measures for copulas
kendallsTau,frankCopula-method Dependence measures for copulas
kendallsTau,gumbelCopula-method Dependence measures for copulas
kendallsTau,normalCopula-method Dependence measures for copulas
kendallsTau,plackettCopula-method Dependence measures for copulas
kendallsTau,tCopula-method Dependence measures for copulas
kendallsTau-methods Dependence measures for copulas

-- L --

loglikCopula Maximum likelihood estimation of copula models
loglikMvdc Maximum likelihood estimation of copula models

-- M --

multIndepTest Independence test among continuous random vectors based on the empirical copula process
multSerialIndepTest Serial independence test for multivariate continuous time series based on the empirical copula process
Mvdc Multivariate distributions constructed from copulas
mvdc Multivariate distributions constructed from copulas
mvdc-class Class "mvdc"

-- N --

normalCopula Construction of elliptical copula class object
normalCopula-class Class "ellipCopula"

-- P --

pcopula Copula distribution functions
pcopula,amhCopula-method Copula distribution functions
pcopula,claytonCopula-method Copula distribution functions
pcopula,fgmCopula-method Copula distribution functions
pcopula,frankCopula-method Copula distribution functions
pcopula,galambosCopula-method Copula distribution functions
pcopula,gumbelCopula-method Copula distribution functions
pcopula,huslerReissCopula-method Copula distribution functions
pcopula,indepCopula-method Copula distribution functions
pcopula,normalCopula-method Copula distribution functions
pcopula,plackettCopula-method Copula distribution functions
pcopula,tCopula-method Copula distribution functions
persp,copula-method Methods for function ‘persp’ in Package ‘copula’
persp,indepCopula-method Methods for function ‘persp’ in Package ‘copula’
persp,mvdc-method Methods for function ‘persp’ in Package ‘copula’
persp-methods Methods for function ‘persp’ in Package ‘copula’
plackettCopula Construction of a Plackett copula class object
plackettCopula-class Class "copula"
pmvdc Multivariate distributions constructed from copulas

-- R --

rcopula Copula distribution functions
rcopula,amhCopula-method Copula distribution functions
rcopula,claytonCopula-method Copula distribution functions
rcopula,fgmCopula-method Copula distribution functions
rcopula,frankCopula-method Copula distribution functions
rcopula,galambosCopula-method Copula distribution functions
rcopula,gumbelCopula-method Copula distribution functions
rcopula,huslerReissCopula-method Copula distribution functions
rcopula,indepCopula-method Copula distribution functions
rcopula,normalCopula-method Copula distribution functions
rcopula,plackettCopula-method Copula distribution functions
rcopula,tCopula-method Copula distribution functions
rmvdc Multivariate distributions constructed from copulas

-- S --

serialIndepTest Serial independence test for continuous time series based on the empirical copula process
serialIndepTestSim Serial independence test for continuous time series based on the empirical copula process
show,copula-method Methods for function ‘show’ in package ‘copula’
show,fitCopula-method Methods for function ‘show’ in package ‘copula’
show,fitMvdc-method Methods for function ‘show’ in package ‘copula’
show,normalCopula-method Methods for function ‘show’ in package ‘copula’
show,tCopula-method Methods for function ‘show’ in package ‘copula’
show-methods Methods for function ‘show’ in package ‘copula’
spearmansRho Dependence measures for copulas
spearmansRho,ANY-method Dependence measures for copulas
spearmansRho,claytonCopula-method Dependence measures for copulas
spearmansRho,copula-method Dependence measures for copulas
spearmansRho,fgmCopula-method Dependence measures for copulas
spearmansRho,frankCopula-method Dependence measures for copulas
spearmansRho,gumbelCopula-method Dependence measures for copulas
spearmansRho,normalCopula-method Dependence measures for copulas
spearmansRho,plackettCopula-method Dependence measures for copulas
spearmansRho,tCopula-method Dependence measures for copulas
spearmansRho-methods Dependence measures for copulas
summary,fitCopula-method Methods for function ‘summary’ in package ‘copula’
summary,fitMvdc-method Methods for function ‘summary’ in package ‘copula’
summary-methods Methods for function ‘summary’ in package ‘copula’
summaryFitCopula-class Class "fitCopula"
summaryFitMvdc-class Class "fitCopula"

-- T --

tailIndex Dependence measures for copulas
tailIndex,ANY-method Dependence measures for copulas
tailIndex,claytonCopula-method Dependence measures for copulas
tailIndex,copula-method Dependence measures for copulas
tailIndex,evCopula-method Dependence measures for copulas
tailIndex,frankCopula-method Dependence measures for copulas
tailIndex,gumbelCopula-method Dependence measures for copulas
tailIndex,normalCopula-method Dependence measures for copulas
tailIndex,tCopula-method Dependence measures for copulas
tailIndex-methods Dependence measures for copulas
tCopula Construction of elliptical copula class object
tCopula-class Class "ellipCopula"