
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 (Cvine...

huge
 Referenced in 44 articles
[sw08466]
 fitting high dimensional semiparametric Gaussian copula models; (3) more functions like datadependent 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 GumbelHougaard 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, cocopula, numerical bicopula density, and maximum likelihood estimation ... products are provided. Support extends to Kendall Function and Lmoments thereof, Kendall Tau, Spearman ... procedure, Spectral Measure, and Lcomoments 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 MetaAnalysis 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 closedform for continuous...