Author: Jun Yan <jyan@stat.uconn.edu>. Independence test and the FGM copula family by Ivan Kojadinovic <ivan.kojadinovic@univ-nantes.fr>.
Packaged: Sun Sep  2 21:36:36 2007; jyan

Packaged: Tue Oct 16 11:02:30 2007; jyan

Author: Jun Yan <jyan@stat.uconn.edu> and Ivan Kojadinovic <ivan@stat.auckland.ac.nz>.
Description: 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.
Packaged: Tue Dec 11 21:45:28 2007; jyan

Description: 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.
Packaged: Mon Jan 21 23:14:00 2008; jyan

Title: Multivariate dependence with copulas
Description: Classes (S4) of commonly used copulas including elliptical (normal and t), Archimedean (Clayton, Gumbel, Frank, and Ali-Mikhail-Haq), extreme value (Husler-Reiss and Galambos), and other families (Plackett and Farlie-Gumbel-Morgenstern). Methods for density, distribution, random number generation, bivariate dependence measures, perspective and contour plots. Functions for fitting copula models. Independence tests among random variables and random vectors. Serial independence tests for univariate and multivariate continuous time series. Goodness-of-fit tests for copulas based on multipliers and on the parametric bootstrap.
Packaged: Fri Aug 29 11:16:33 2008; ivan