• copula

  • Referenced in 137 articles [sw14499]
  • measures, perspective and contour plots. Fitting copula models including variance estimates. Independence and serial (univariate...
  • copula

  • Referenced in 121 articles [sw07944]
  • Package copula. Copulas have become a popular tool in multivariate modeling successfully applied in many ... easily extensible platform for multivariate modeling with copulas in R. S4 classes for most frequently ... number generation, and graphical display. Fitting copula-based models with maximum likelihood method is provided ... easily extended by user-defined copulas and margins to solve problems...
  • huge

  • Referenced in 37 articles [sw08466]
  • fitting high dimensional semiparametric Gaussian copula models; (3) more functions like data-dependent model selection...
  • CDVine

  • Referenced in 44 articles [sw08161]
  • bivariate as well as vine copula selection. Models can be estimated either sequentially ... unit hypercube (so-called copula data...
  • gcmr

  • Referenced in 27 articles [sw07433]
  • develops the class of Gaussian copula models for marginal regression analysis of non-normal dependent...
  • bfa

  • Referenced in 22 articles [sw07430]
  • package bfa Bayesian Gaussian copula factor models for mixed data. Gaussian factor models have proven ... Gaussian variables or through generalized latent trait models accommodating measurements in the exponential family. However ... novel class of Bayesian Gaussian copula factor models that decouple the latent factors from...
  • SemiParBIVProbit

  • Referenced in 15 articles [sw08169]
  • Probit Modelling. Routine for fitting bivariate probit models with semiparametric predictors (including linear and nonlinear ... equations, endogeneity or sample selection. Bivariate copula models are also supported...
  • VineCopula

  • Referenced in 32 articles [sw08160]
  • exploratory data analysis, bivariate copula selection and (vine) tree construction. Models can be estimated either ... unit hypercube (so-called copula data). For C- and D-vines links to the package...
  • idr

  • Referenced in 7 articles [sw11205]
  • package for estimating the copula mixture model and plotting correspondence curves in ”Measuring reproducibility ... curve is fitted by a copula mixture model, from which we derive a quantitative reproducibility...
  • joint.Cox

  • Referenced in 6 articles [sw15793]
  • dynamic prediction under the joint frailty-copula model between tumour progression and death for meta...
  • sirt

  • Referenced in 5 articles [sw15945]
  • models and testlet models, NOHARM, Rasch copula model, faceted and hierarchical rater models, ordinal...
  • RMetrics

  • Referenced in 29 articles [sw09991]
  • Hypothesis Testing, GARCH Modelling and Volatility Forecasting, Extreme Value Theory and Copulae, Pricing of Derivatives...
  • rvinecopulib

  • Referenced in 2 articles [sw31346]
  • rvinecopulib: High Performance Algorithms for Vine Copula Modeling. Provides an interface to ’vinecopulib ... library for vine copula modeling. The ’rvinecopulib’ package implements the core features of the popular ... both vine copula and bivariate copula models. Advantages over ’VineCopula’ are a sleeker and more...
  • MTS

  • Referenced in 4 articles [sw15485]
  • volatility models, dynamic conditional correlation (DCC) models, copula-based volatility models, and low-dimensional BEKK...
  • HACopula

  • Referenced in 3 articles [sw32758]
  • Octave. he HACopula toolbox extends the copula modeling provided by MATLAB to modeling with hierarchical...
  • GMCM

  • Referenced in 2 articles [sw24057]
  • Meta-Analysis Using Gaussian Mixture Copula Models. so-called Gaussian mixture copula models (GMCM...
  • heckmancopula

  • Referenced in 2 articles [sw37451]
  • commands heckmancopula, switchcopula: Copula-based maximum-likelihood estimation of sample-selection models. Sample-selection issues ... transform nonnormal disturbances in the models into normal variates that are then assumed ... this is a special case of the copula approach that ... Smith (2003) applies to sample-selection models. The copula approach adds more flexibility to model...
  • cort

  • Referenced in 1 article [sw36262]
  • package cort: Some Empiric and Nonparametric Copula Models. Provides S4 classes and methods ... several copula models: The classic empirical checkerboard copula and the empirical checkerboard copula with known ... /03610926.2019.1586936> are proposed. These two models allow to fit copulas in high dimension with ... dimension. The last model consist of the implementation of the Copula Recursive Tree algorithm proposed...
  • CopulaRegression

  • Referenced in 2 articles [sw14548]
  • CopulaRegression: Bivariate Copula Based Regression Models ... This R-packages presents a bivariate, copula-based model for the joint distribution ... generalized linear models, and their joint distribution (represented by a parametric copula family) is estimated...
  • surrosurv

  • Referenced in 2 articles [sw18170]
  • href=”http://dx.doi.org/10.1111/1467-9876.00244”>doi:10.1111/1467-9876.00244> with a copula model (Clayton, Plackett, Hougaard) at the first step...