• 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...