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copula
- Referenced in 167 articles
[sw14499]
- random number generation, bivariate dependence measures, perspective and contour plots. Fitting copula models including variance...
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VineCopula
- Referenced in 39 articles
[sw08160]
- tools for bivariate exploratory data analysis, bivariate copula selection and (vine) tree construction. Models...
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CDVine
- Referenced in 52 articles
[sw08161]
- vine) and D-vine copulas. It contains tools for bivariate exploratory data analysis ... bivariate as well as vine copula selection. Models can be estimated either sequentially...
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SemiParBIVProbit
- Referenced in 15 articles
[sw08169]
- error equations, endogeneity or sample selection. Bivariate copula models are also supported...
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kdecopula
- Referenced in 8 articles
[sw20374]
- package kdecopula: Kernel Smoothing for Bivariate Copula Densities. Provides fast implementations of kernel smoothing techniques ... bivariate copula densities, in particular density estimation and resampling...
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rvinecopulib
- Referenced in 5 articles
[sw31346]
- algorithms for both vine copula and bivariate copula models. Advantages over ’VineCopula’ are a sleeker...
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fCopulae
- Referenced in 5 articles
[sw22144]
- package fCopulae: Rmetrics - Bivariate Dependence Structures with Copulae. Provides a collection of functions to manage ... investigate and to analyze bivariate financial returns by Copulae. Included are the families of Archemedean...
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CopulaRegression
- Referenced in 2 articles
[sw14548]
- CopulaRegression: Bivariate Copula Based Regression Models. This R-packages presents a bivariate, copula-based model...
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vines
- Referenced in 2 articles
[sw16156]
- probability distributions as a factorization of bivariate copulas and marginal density functions. This package provides...
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copBasic
- Referenced in 1 article
[sw15588]
- package copBasic: General Bivariate Copula Theory and Many Utility Functions. Extensive functions for bivariate copula ... copula, the dual of a copula, co-copula, numerical bicopula density, and maximum likelihood estimation ... polar representation) and tail order, skewness, and bivariate L-moments. Evaluators of positively/negatively quadrant dependency ... procedure, Spectral Measure, and L-comoments for copula inference are available. Quantile and median regressions...
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pyvinecopulib
- Referenced in 1 article
[sw31343]
- algorithms for both vine copula and bivariate copula models. Advantages over VineCopula are a stand...
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pyvine
- Referenced in 1 article
[sw38439]
- copula modeling, sampling and testing. Regular vine copula provides rich models for dependence structure modeling ... combines vine structures and families of bivariate copulas to construct a number of multivariate distributions ... value. The computing of related functions of copulas such as cumulative distribution functions often meets ... families of bivariate opulas: Normal, Student t, Clayton, Gumbel, Frank and Joe copulas. Approximations...
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PBC
- Referenced in 1 article
[sw14398]
- multivariate copulas based on products of bivariate copulas (G. Mazo G, S. Girard...
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CopulaDTA
- Referenced in 1 article
[sw15589]
- package CopulaDTA: Copula Based Bivariate Beta-Binomial Model for Diagnostic Test Accuracy Studies. Modelling ... specificity on their natural scale using copula based bivariate beta-binomial distribution to yield marginal ... sensitivity and specificity is modelled using a copula function. A forest plot can be obtained...
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mlCopulaSelection
- Referenced in 1 article
[sw25838]
- Package: mlCopulaSelection: Copula selection and fitting using maximum likelihood. Use numerical maximum ... likelihood to choose and fit a bivariate copula model (from a library of 40 models...
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CopulaREMADA
- Referenced in 2 articles
[sw21017]
- package CopulaREMADA: Copula Mixed Effect Models for Bivariate and Trivariate Meta-Analysis of Diagnostic Test ... functions to implement the copula mixed models for bivariate and trivariate meta-analysis of diagnostic...
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HMMcopula
- Referenced in 1 article
[sw32774]
- package HMMcopula: Markov Regime Switching Copula Models Estimation and Goodness of Fit. R functions ... several Markov regime switching and mixture bivariate copula models. The goodness of fit test...
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bvcopula
- Referenced in 1 article
[sw38440]
- Inverse H-functions for six bivariate copulas families (will includes...
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penDvine
- Referenced in 2 articles
[sw16858]
- vines using bivariate penalized splines. Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized...
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Copula.surv
- Referenced in 1 article
[sw41044]
- Copula.surv: Association Analysis of Bivariate Survival Data Based on Copulas. Perform association analysis of bivariate ... more general reference for the copula-based analysis of bivariate survival data is Emura, Matsui...