• copula

• Referenced in 148 articles [sw14499]
• random number generation, bivariate dependence measures, perspective and contour plots. Fitting copula models including variance...

• VineCopula

• Referenced in 37 articles [sw08160]
• tools for bivariate exploratory data analysis, bivariate copula selection and (vine) tree construction. Models...

• CDVine

• Referenced in 48 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...

• SemiParBIVProbit

• Referenced in 15 articles [sw08169]
• error equations, endogeneity or sample selection. Bivariate copula models are also supported...

• kdecopula

• Referenced in 7 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...

• 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...

• CopulaRegression

• Referenced in 2 articles [sw14548]
• CopulaRegression: Bivariate Copula Based Regression Models. This R-packages presents a bivariate, copula-based model...

• rvinecopulib

• Referenced in 2 articles [sw31346]
• algorithms for both vine copula and bivariate copula models. Advantages over ’VineCopula’ are a sleeker...

• vines

• Referenced in 2 articles [sw16156]
• probability distributions as a factorization of bivariate copulas and marginal density functions. This package provides...

• pyvinecopulib

• Referenced in 1 article [sw31343]
• algorithms for both vine copula and bivariate copula models. Advantages over VineCopula are a stand...

• 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...

• PBC

• Referenced in 1 article [sw14398]
• multivariate copulas based on products of bivariate copulas (G. Mazo G, S. Girard...

• 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...

• 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...

• 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...

• 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...

• bvcopula

• Referenced in 1 article [sw38440]
• Inverse H-functions for six bivariate copulas families (will includes...

• penDvine

• Referenced in 2 articles [sw16858]
• vines using bivariate penalized splines. Flexible Pair-Copula Estimation in D-vines using Bivariate Penalized...

• gamCopula

• Referenced in 2 articles [sw25449]
• Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas. Implementation of various inference ... additive models to bivariate dependence structures and non-simplified vine copulas...

• copBasic

• Referenced in 0 articles [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...