copula (0.99916)
Multivariate Dependence with Copulas.
http://copula.rforge.rproject.org/
http://cran.rproject.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. Empirical copula and multivariate CDF. Goodnessoffit 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, goodnessoffit tests and related tools and special functions.
Maintainer:
Martin Maechler
Author(s): Marius Hofert <marius.hofert@uwaterloo.ca>, Ivan Kojadinovic <ivan.kojadinovic@univpau.fr>, Martin Maechler <maechler@stat.math.ethz.ch>, and Jun Yan <jun.yan@uconn.edu>
License: GPL (>= 3)  file LICENCE
Uses: ADGofTest, colorspace, gsl, lattice, Matrix, mvtnorm, numDeriv, pcaPP, pspline, stabledist, KernSmooth, Runuran, VGAM, bbmle, mvnormtest, partitions, polynom, scatterplot3d, tseries, zoo, sfsmisc, randtoolbox, Rmpfr, MASS, gridExtra, rugarch, knitr, VineCopula, qrng, lcopula
Enhances: nor1mix
Reverse depends: BayesBridge, BivarP, censorcopula, ClusterStability, CoClust, CoImp, copulaedas, Depela, gofCopula, HAC, HiDimMaxStable, ipptoolbox, lcopula, nacopula, RGENERATEPREC, SemiParSampleSel, simsem, vines
Reverse suggests: aftgee, ARAMIS, copBasic, docopulae, ks, kyotil, mbbefd, npcp, qrmtools, robustrank, simcausal, simsalapar, simsem, zenplots
Released 3 months ago.
33 previous versions
 copula_0.99915. Released 8 months ago.
 copula_0.99914. Released over 1 year ago.
 copula_0.99913. Released about 2 years ago.
 copula_0.99912. Released over 2 years ago.
 copula_0.99911. Released over 2 years ago.
 copula_0.99910. Released almost 3 years ago.
 copula_0.9999. Released almost 3 years ago.
 copula_0.9998. Released about 3 years ago.
 copula_0.9997. Released almost 4 years ago.
 copula_0.9996. Released almost 4 years ago.
 copula_0.9995. Released over 4 years ago.
 copula_0.9994. Released over 4 years ago.
 copula_0.9993. Released over 4 years ago.
 copula_0.9992. Released over 4 years ago.
 copula_0.9991. Released over 4 years ago.
 copula_0.9990. Released over 4 years ago.
 copula_0.994. Released over 4 years ago.
 copula_0.992. Released almost 5 years ago.
 copula_0.991. Released almost 5 years ago.
 copula_0.990. Released almost 5 years ago.
 copula_0.99. Released over 5 years ago.
 copula_0.97. Released almost 7 years ago.
 copula_0.95. Released almost 7 years ago.
 copula_0.94. Released almost 7 years ago.
 copula_0.93. Released about 7 years ago.
 copula_0.92. Released about 7 years ago.
 copula_0.812. Released over 7 years ago.
 copula_0.810. Released over 7 years ago.
 copula_0.89. Released over 7 years ago.
 copula_0.88. Released over 7 years ago.
 copula_0.87. Released almost 8 years ago.
 copula_0.66. Released about 9 years ago.
 copula_0.61. Released over 9 years ago.
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