Classes (S4) of commonly used copulas including
elliptical, and Archimidean copulas. Implemented copulas
include normal, t, Clayton, Frank, and Gumbel.
Methods for density, distribution, random number generators,
persp, and contour. Functions for fitting copula models.

methods, mvtnorm, scatterplot3d, sn, adapt
Classes (S4) of commonly used copulas including
elliptical, Archimidean, and extreme value copulas.
Methods for density, distribution, random number generators,
bivariate association measures,	persp, and contour.
Functions for fitting copula models.

Jun Yan <jyan@stat.uiowa.edu>. Independence test and the FGM copula family by Ivan Kojadinovic <ivan.kojadinovic@univ-nantes.fr>.
Classes (S4) of commonly used copulas including elliptical, Archimidean, extreme value and Farlie-Gumbel-Morgenstern families. Methods for density, distribution, random number generators, bivariate association measures, persp, and contour. Functions for fitting copula models. Multivariate independence test based on the empirical copula process.

Jun Yan <jyan@stat.uconn.edu>. Independence test and the FGM copula family by Ivan Kojadinovic <ivan.kojadinovic@univ-nantes.fr>.

Jun Yan <jyan@stat.uconn.edu> and Ivan Kojadinovic <ivan@stat.auckland.ac.nz>.
Classes (S4) of commonly used copulas including elliptical, Archimidean, extreme value and Farlie-Gumbel-Morgenstern families. Methods for density, distribution, random number generators, bivariate association measures, persp, and contour. Functions for fitting copula models. Independence tests among random variables and random vectors based on the empirical copula process.

Classes (S4) of commonly used copulas including elliptical, Archimidean, extreme value and Farlie-Gumbel-Morgenstern families. Methods for density, distribution, random number generators, bivariate association measures, persp, and contour. Functions for fitting copula models. Independence tests among random variables and random vectors based on the empirical copula process. Serial independence tests for univariate and multivariate continuous time series based on the empirical copula process.