copula (0.999-6)
Multivariate Dependence with Copulas.
http://cran.r-project.org/web/packages/copula
Classes (S4) of commonly used elliptical, Archimedean, extreme value and some more copula families. Methods for density, distribution, random number generation, bivariate dependence measures, perspective and contour plots. Fitting copula models including variance estimates. Independence and serial (univariate and multivariate) independence tests, and other copula related tests. Goodness-of-fit tests for copulas based on multipliers, the parametric bootstrap with several transformation options. Merged former package 'nacopula' for nested Archimedean copulas: Efficient sampling algorithms, various estimators, goodness-of-fit tests and related tools and special functions.
Maintainer:
Martin Maechler
Author(s): Marius Hofert <marius.hofert@math.ethz.ch>, Ivan Kojadinovic <ivan.kojadinovic@univ-pau.fr>, Martin Maechler <maechler@stat.math.ethz.ch>, and Jun Yan <jun.yan@uconn.edu>
License: GPL (>= 3) | file LICENCE
Uses: ADGofTest, gsl, Matrix, mvtnorm, pspline, stabledist, KernSmooth, bbmle, colorspace, lattice, mvnormtest, scatterplot3d, tseries, zoo, sfsmisc, Rmpfr, MASS
Enhances: nor1mix
Reverse depends: BayesBridge, CoClust, copulaedas, Depela, HAC, ipptoolbox, nacopula, SemiParSampleSel, simsem, vines
Reverse suggests: ARAMIS, simsem
Released 6 days ago.
23 previous versions
- copula_0.999-5. Released 6 months ago.
- copula_0.999-4. Released 6 months ago.
- copula_0.999-3. Released 7 months ago.
- copula_0.999-2. Released 7 months ago.
- copula_0.999-1. Released 9 months ago.
- copula_0.999-0. Released 10 months ago.
- copula_0.99-4. Released 11 months ago.
- copula_0.99-2. Released 12 months ago.
- copula_0.99-1. Released about 1 year ago.
- copula_0.99-0. Released about 1 year ago.
- copula_0.9-9. Released over 1 year ago.
- copula_0.9-7. Released almost 3 years ago.
- copula_0.9-5. Released about 3 years ago.
- copula_0.9-4. Released about 3 years ago.
- copula_0.9-3. Released about 3 years ago.
- copula_0.9-2. Released over 3 years ago.
- copula_0.8-12. Released over 3 years ago.
- copula_0.8-10. Released almost 4 years ago.
- copula_0.8-9. Released almost 4 years ago.
- copula_0.8-8. Released almost 4 years ago.
- copula_0.8-7. Released almost 4 years ago.
- copula_0.6-6. Released over 5 years ago.
- copula_0.6-1. Released over 5 years ago.
Ratings
Overall: |
|
Documentation: |
|
Log in to vote.
Reviews
No one has written a review of copula yet. Want to be the first? Write one now.
Related packages: fgac, mvtnorm, actuar, bayesm, evd, fBasics, fCopulae, ghyp, MCMCpack, mnormt, POT, sn, VGAM, car, evdbayes, evir, fExtremes, MSBVAR, tsfa, MASS … (20 best matches, based on common tags.)
Search for copula on google, google scholar, r-help, r-devel.
Visit copula on R Graphical Manual.
