Package: copula
Version: 1.0-0
VersionNote: Last CRAN: 0.999-20 on 2020-02-04
Date: 2020-05-19
Title: Multivariate Dependence with Copulas
Authors@R: c(person("Marius", "Hofert", role = "aut", email = "marius.hofert@uwaterloo.ca",       comment = c(ORCID = "0000-0001-8009-4665"))
, person("Ivan", "Kojadinovic", role = "aut", email = "ivan.kojadinovic@univ-pau.fr",  comment = c(ORCID = "0000-0002-2903-1543"))
, person("Martin","Maechler", role=c("aut","cre"), email="maechler@stat.math.ethz.ch", comment = c(ORCID = "0000-0002-8685-9910"))
, person("Jun", "Yan", rol = "aut", email = "jun.yan@uconn.edu",                       comment = c(ORCID = "0000-0003-4401-7296"))
, person(c("Johanna", "G."), "Nešlehová", role = "ctb", comment = c("evTestK()", ORCID = "0000-0001-9634-4796"))
, person("Rebecca", "Morger", role = "ctb", comment = "fitCopula.ml(): code for free mixCopula weight parameters")
)
Depends: R (>= 3.5.0)
Imports: stats, graphics, methods, stats4, Matrix, lattice, colorspace,
gsl, ADGofTest, stabledist (>= 0.6-4), mvtnorm, pcaPP, pspline,
numDeriv
Suggests: MASS, KernSmooth, sfsmisc, scatterplot3d, Rmpfr, bbmle,
knitr, abind, crop, gridExtra, lcopula, mev, mvnormtest,
parallel, partitions, polynom, qrng, randtoolbox, rugarch,
Runuran, tseries, VGAM, VineCopula, zoo
SuggestsNote: packages {abind, ..., zoo} (last lines above) are only
used in vignettes, demos and a few tests.
VignetteBuilder: knitr
Enhances: nor1mix, copulaData
Description: Classes (S4) of commonly used elliptical, Archimedean,
extreme-value and other copula families, as well as their rotations,
mixtures and asymmetrizations. Nested Archimedean copulas, related
tools and special functions. Methods for density, distribution, random
number generation, bivariate dependence measures, Rosenblatt transform,
Kendall distribution function, perspective and contour plots. Fitting of
copula models with potentially partly fixed parameters, including
standard errors. Serial independence tests, copula specification tests
(independence, exchangeability, radial symmetry, extreme-value
dependence, goodness-of-fit) and model selection based on
cross-validation. Empirical copula, smoothed versions, and
non-parametric estimators of the Pickands dependence function.
License: GPL (>= 3) | file LICENCE
ByteCompile: yes
Collate: AllClass.R Classes.R AllGeneric.R Auxiliaries.R aux-acopula.R
asymCopula.R mixCopula.R rotCopula.R Copula.R special-func.R
amhCopula.R claytonCopula.R frankCopula.R cop_objects.R
nacopula.R dC-dc.R amhExpr.R An.R archmCopula.R cCopula.R
claytonExpr.R ellipCopula.R empCopula.R empPsi.R acR.R
estimation.R evCopula.R evTests.R exchTests.R fgmCopula.R
fitCopula.R fitLambda.R fitMvdc.R fixedPar.R frankExpr.R
galambosCopula.R galambosExpr-math.R galambosExpr.R
ggraph-tools.R pairsRosenblatt.R prob.R gofTrafos.R
gofEVTests.R gofCopula.R graphics.R gumbelCopula.R gumbelExpr.R
huslerReissCopula.R huslerReissExpr.R indepCopula.R fhCopula.R
lowfhCopula.R upfhCopula.R indepTests.R joeCopula.R K.R
logseries.R mvdc.R margCopula.R matrix_tools.R normalCopula.R
opower.R plackettCopula.R plackettExpr.R moCopula.R rstable1.R
safeUroot.R schlatherCopula.R stable.R timing.R tCopula.R
tawnCopula.R tawnExpr.R tevCopula.R varianceReduction.R
wrapper.R xvCopula.R zzz.R
Encoding: UTF-8
URL: http://copula.r-forge.r-project.org/
Author: Marius Hofert [aut] (<https://orcid.org/0000-0001-8009-4665>),
Ivan Kojadinovic [aut] (<https://orcid.org/0000-0002-2903-1543>),
Martin Maechler [aut, cre] (<https://orcid.org/0000-0002-8685-9910>),
Jun Yan [aut] (<https://orcid.org/0000-0003-4401-7296>),
Johanna G. Nešlehová [ctb] (evTestK(),
<https://orcid.org/0000-0001-9634-4796>),
Rebecca Morger [ctb] (fitCopula.ml(): code for free mixCopula weight
parameters)
Maintainer: Martin Maechler <maechler@stat.math.ethz.ch>
Repository: CRAN
Repository/R-Forge/Project: copula
Repository/R-Forge/Revision: 1840
Repository/R-Forge/DateTimeStamp: 2020-05-19 20:57:29
Date/Publication: 2020-05-29 12:40:07 UTC
NeedsCompilation: yes
Packaged: 2020-05-28 08:59:39 UTC; rforge