• copula

  • Referenced in 167 articles [sw14499]
  • Merged former package ’nacopula’ for nested Archimedean copulas: Efficient sampling algorithms, various estimators, goodness ... tests and related tools and special functions...
  • CDVine

  • Referenced in 52 articles [sw08161]
  • vine copulas. This package provides functions for statistical inference of canonical vine (C-vine...
  • huge

  • Referenced in 44 articles [sw08466]
  • fitting high dimensional semiparametric Gaussian copula models; (3) more functions like data-dependent model selection...
  • VineCopula

  • Referenced in 39 articles [sw08160]
  • VineCopula: Statistical inference of vine copulas. This package provides functions for statistical inference of vine...
  • Linkages

  • Referenced in 18 articles [sw01332]
  • with given univariate marginals is the copula function. Using it, any multivariate distribution function...
  • nacopula

  • Referenced in 49 articles [sw06778]
  • working with nested Archimedean copulas. Specifically, providing procedures for computing function values and cube volumes...
  • CoClust

  • Referenced in 3 articles [sw19990]
  • clustering dependent data by means of copula functions. Copulas are popular multivariate tools whose importance...
  • pacotest

  • Referenced in 3 articles [sw18927]
  • conditional copula coincides with its partial copula. Functions to test whether a regular vine copula...
  • Gumbel

  • Referenced in 2 articles [sw22142]
  • package gumbel: The Gumbel-Hougaard Copula. Provides probability functions ... cumulative distribution and density functions), simulation function (Gumbel copula multivariate simulation) and estimation functions (Maximum...
  • MATVines

  • Referenced in 1 article [sw38544]
  • package is presented, which implements vine copula functionalities for MATLAB. In particular, simulation and estimation ... side effect, it extends the basic copula functionality of MATLAB. The MATVines package is illustrated...
  • RMetrics

  • Referenced in 32 articles [sw09991]
  • Rmetrics Open Source Project: With hundreds of functions built on modern methods, the Rmetrics open ... Volatility Forecasting, Extreme Value Theory and Copulae, Pricing of Derivatives, Portfolio Analysis, Design and Optimization...
  • fCopulae

  • Referenced in 5 articles [sw22144]
  • Bivariate Dependence Structures with Copulae. Provides a collection of functions to manage, to investigate...
  • pyvine

  • Referenced in 1 article [sw38439]
  • Darling statistic, where C* is the independence copula. Bootstrap method will generate the empirical distribution ... value. The computing of related functions of copulas such as cumulative distribution functions often meets ... copulas. Approximations of the above related functions of copulas are given when the overflow occurs...
  • mdgc

  • Referenced in 2 articles [sw41458]
  • mdgc: Missing Data Imputation Using Gaussian Copulas. Provides functions to impute missing values using Gaussian...
  • CopulaDTA

  • Referenced in 1 article [sw15589]
  • specificity is modelled using a copula function. A forest plot can be obtained for categorical...
  • lcopula

  • Referenced in 2 articles [sw29273]
  • package lcopula: Liouville Copulas. Collections of functions allowing random number generations and estimation of ’Liouville...
  • GJRM

  • Referenced in 9 articles [sw23082]
  • copulae, and for the association and mean parameters to depend on flexible functions of covariates...
  • copBasic

  • Referenced in 1 article [sw15588]
  • Many Utility Functions. Extensive functions for bivariate copula (bicopula) computations and related operations concerning ... copula, the dual of a copula, co-copula, numerical bicopula density, and maximum likelihood estimation ... products are provided. Support extends to Kendall Function and L-moments thereof, Kendall Tau, Spearman ... procedure, Spectral Measure, and L-comoments for copula inference are available. Quantile and median regressions...
  • CopulaREMADA

  • Referenced in 2 articles [sw21017]
  • package CopulaREMADA: Copula Mixed Effect Models for Bivariate and Trivariate Meta-Analysis of Diagnostic ... Test Accuracy Studies. It has functions to implement the copula mixed models for bivariate...
  • gcmr

  • Referenced in 27 articles [sw07433]
  • identifies and develops the class of Gaussian copula models for marginal regression analysis ... through a likelihood approach. While the likelihood function is available in closed-form for continuous...