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 with variance estimate. 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: Thu Jan 22 14:12:04 2009; jyan

Collate: Classes.R Copula.R E.R amhCopula.R amhExpr.R archmCopula.R
asymCopula.R claytonCopula.R claytonExpr.R debye.R derCdfPdf.R
ellipCopula.R evCopula.R evTests.R exchTests.R fgmCopula.R

Package: copula
Version: 0.8-9
Date: 2009-07-23
Title: Multivariate dependence with copulas
Author: Jun Yan <jyan@stat.uconn.edu> and Ivan Kojadinovic
<ivan@stat.auckland.ac.nz>.
Maintainer: Jun Yan <jyan@stat.uconn.edu>
Depends: methods, mvtnorm, scatterplot3d, sn, adapt, pspline
Enhances: nor1mix
Description: Classes (S4) of commonly used copulas including elliptical
(normal and t), Archimedean (Clayton, Gumbel, Frank, and
Ali-Mikhail-Haq), extreme value (Gumbel, Husler-Reiss,
Galambos, and t-EV), 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 with variance estimate. 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.
License: GPL (>= 3)
Collate: Classes.R Copula.R derCdfPdf.R E.R amhCopula.R amhExpr.R
archmCopula.R asymCopula.R claytonCopula.R claytonExpr.R
debye.R ellipCopula.R evCopula.R evTests.R exchTests.R
fgmCopula.R fitCopula.R fitMvdc.R frankCopula.R frankExpr.R
galambosCopula.R galambosExpr-math.R galambosExpr.R
gofEVTests.R gofTests.R graphics.R gumbelCopula.R gumbelExpr.R
huslerReissCopula.R huslerReissExpr.R indepCopula.R
indepTests.R logseries.R mvdc.R normalCopula.R plackettCopula.R
plackettExpr.R schlatherCopula.R skewNormalCopula.R stable.R
tCopula.R tawnCopula.R tawnExpr.R tevCopula.R zzz.R
Packaged: 2009-07-23 14:35:09 UTC; jyan
Repository: CRAN
Date/Publication: 2009-07-24 06:06:13