Package: copBasic
Title: General Bivariate Copula Theory and Many Utility Functions
Version: 2.0.7
Date: 2018-03-08
Author: William Asquith
Description: Extensive functions for bivariate copula (bicopula) computations and related
 operations concerning oft cited bicopula theory described by Nelsen (2006), Joe (2014), and
 other selected works. The lower, upper, product, and select other bicopula are implemented.
 Arbitrary bicopula expressions include the diagonal, survival copula, the dual of a copula,
 co-copula, numerical bicopula density, and maximum likelihood estimation. Level
 curves (sets), horizontal and vertical sections also are supported. Numerical derivatives and
 inverses of a bicopula are provided; simulation by the conditional distribution method thus is
 supported. Bicopula composition, convex combination, and products are provided. Support
 extends to Kendall Function as well as the Lmoments thereof, Kendall Tau, Spearman Rho and
 Footrule, Gini Gamma, Blomqvist Beta, Hoeffding Phi, Schweizer-Wolff Sigma, tail dependency
 (including pseudo-polar representation) and tail order, skewness, and bivariate Lmoments.
 Evaluators of positively/negatively quadrant dependency, left increasing and right
 decreasing are available. Kullback-Leibler divergence, Vuong's procedure, Spectral Measure,
 and Lcomoments for copula inference are available. Quantile and median regressions for
 V with respect to U and U with respect to V are available. Empirical copulas (EC) are supported.
Maintainer: William Asquith <william.asquith@ttu.edu>
Repository: CRAN
Depends: R (>= 2.10)
Imports: lmomco, randtoolbox
Suggests: copula
License: GPL-2
NeedsCompilation: no
Packaged: 2018-03-08 17:29:06 UTC; wasquith
Date/Publication: 2018-03-08 18:35:36 UTC
Built: R 3.3.3; ; 2018-04-22 14:42:28 UTC; windows
