Package: VC2copula 0.1.5

VC2copula: Extend the 'copula' Package with Families and Models from 'VineCopula'

Provides new classes for (rotated) BB1, BB6, BB7, BB8, and Tawn copulas, extends the existing Gumbel and Clayton families with rotations, and allows to set up a vine copula model using the 'copula' API. Corresponding objects from the 'VineCopula' API can easily be converted.

Authors:Thomas Nagler [aut, cre], Benedikt Graeler [ctb]

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VC2copula.pdf |VC2copula.html✨
VC2copula/json (API)
NEWS

# Install 'VC2copula' in R:
install.packages('VC2copula', repos = c('https://tnagler.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/tnagler/vc2copula/issues

On CRAN:

4.01 score 4 stars 17 scripts 189 downloads 39 exports 13 dependencies

Last updated 9 months agofrom:d1715567f0. Checks:OK: 7 NOTE: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 31 2024
R-4.5-win-x86_64NOTEOct 31 2024
R-4.5-linux-x86_64NOTEOct 31 2024
R-4.4-win-x86_64OKOct 31 2024
R-4.4-mac-x86_64OKOct 31 2024
R-4.4-mac-aarch64OKOct 31 2024
R-4.3-win-x86_64OKOct 31 2024
R-4.3-mac-x86_64OKOct 31 2024
R-4.3-mac-aarch64OKOct 31 2024

Exports:BB1CopulaBB6CopulaBB7CopulaBB8CopulaBiCop2copulacopulaFromFamilyIndexdduCopuladdvCopulajoeBiCopular270BB1Copular270BB6Copular270BB7Copular270BB8Copular270ClaytonCopular270GumbelCopular270JoeBiCopular270TawnT1Copular270TawnT2Copular90BB1Copular90BB6Copular90BB7Copular90BB8Copular90ClaytonCopular90GumbelCopular90JoeBiCopular90TawnT1Copular90TawnT2CopulasurBB1CopulasurBB6CopulasurBB7CopulasurBB8CopulasurClaytonCopulasurGumbelCopulasurJoeBiCopulasurTawnT1CopulasurTawnT2CopulatawnT1CopulatawnT2CopulavineCopula

Dependencies:ADGofTestcolorspacecopulagsllatticeMASSMatrixmvtnormnumDerivpcaPPpsplinestabledistVineCopula

Readme and manuals

Help Manual

Help pageTopics
Constructors for BB1 copulasBB1Copula r270BB1Copula r90BB1Copula surBB1Copula
BB1 copula modelsBB1Copula-class dduCopula,matrix,BB1Copula-method dduCopula,matrix,r270BB1Copula-method dduCopula,matrix,r90BB1Copula-method dduCopula,matrix,surBB1Copula-method dduCopula,numeric,BB1Copula-method dduCopula,numeric,r270BB1Copula-method dduCopula,numeric,r90BB1Copula-method dduCopula,numeric,surBB1Copula-method ddvCopula,matrix,BB1Copula-method ddvCopula,matrix,r270BB1Copula-method ddvCopula,matrix,r90BB1Copula-method ddvCopula,matrix,surBB1Copula-method ddvCopula,numeric,BB1Copula-method ddvCopula,numeric,r270BB1Copula-method ddvCopula,numeric,r90BB1Copula-method ddvCopula,numeric,surBB1Copula-method getKendallDistr,BB1Copula-method kendallDistribution,BB1Copula-method r270BB1Copula-class r90BB1Copula-class surBB1Copula-class
Constructors for BB6 copulasBB6Copula r270BB6Copula r90BB6Copula surBB6Copula
BB6 copula modelsBB6Copula-class dduCopula,matrix,BB6Copula-method dduCopula,matrix,r270BB6Copula-method dduCopula,matrix,r90BB6Copula-method dduCopula,matrix,surBB6Copula-method dduCopula,numeric,BB6Copula-method dduCopula,numeric,r270BB6Copula-method dduCopula,numeric,r90BB6Copula-method dduCopula,numeric,surBB6Copula-method ddvCopula,matrix,BB6Copula-method ddvCopula,matrix,r270BB6Copula-method ddvCopula,matrix,r90BB6Copula-method ddvCopula,matrix,surBB6Copula-method ddvCopula,numeric,BB6Copula-method ddvCopula,numeric,r270BB6Copula-method ddvCopula,numeric,r90BB6Copula-method ddvCopula,numeric,surBB6Copula-method getKendallDistr,BB6Copula-method kendallDistribution,BB6Copula-method r270BB6Copula-class r90BB6Copula-class surBB6Copula-class
Constructors for BB7 copulasBB7Copula r270BB7Copula r90BB7Copula surBB7Copula
BB7 copula modelsBB7Copula-class dduCopula,matrix,BB7Copula-method dduCopula,matrix,r270BB7Copula-method dduCopula,matrix,r90BB7Copula-method dduCopula,matrix,surBB7Copula-method dduCopula,numeric,BB7Copula-method dduCopula,numeric,r270BB7Copula-method dduCopula,numeric,r90BB7Copula-method dduCopula,numeric,surBB7Copula-method ddvCopula,matrix,BB7Copula-method ddvCopula,matrix,r270BB7Copula-method ddvCopula,matrix,r90BB7Copula-method ddvCopula,matrix,surBB7Copula-method ddvCopula,numeric,BB7Copula-method ddvCopula,numeric,r270BB7Copula-method ddvCopula,numeric,r90BB7Copula-method ddvCopula,numeric,surBB7Copula-method getKendallDistr,BB7Copula-method kendallDistribution,BB7Copula-method r270BB7Copula-class r90BB7Copula-class surBB7Copula-class
Constructors for BB8 copulasBB8Copula r270BB8Copula r90BB8Copula surBB8Copula
BB8 copula modelsBB8Copula-class dduCopula,matrix,BB8Copula-method dduCopula,matrix,r270BB8Copula-method dduCopula,matrix,r90BB8Copula-method dduCopula,matrix,surBB8Copula-method dduCopula,numeric,BB8Copula-method dduCopula,numeric,r270BB8Copula-method dduCopula,numeric,r90BB8Copula-method dduCopula,numeric,surBB8Copula-method ddvCopula,matrix,BB8Copula-method ddvCopula,matrix,r270BB8Copula-method ddvCopula,matrix,r90BB8Copula-method ddvCopula,matrix,surBB8Copula-method ddvCopula,numeric,BB8Copula-method ddvCopula,numeric,r270BB8Copula-method ddvCopula,numeric,r90BB8Copula-method ddvCopula,numeric,surBB8Copula-method getKendallDistr,BB8Copula-method kendallDistribution,BB8Copula-method r270BB8Copula-class r90BB8Copula-class surBB8Copula-class
Construction of a Copula Object from a VineCopula Family IndexBiCop2copula copulaFromFamilyIndex
Partial Derivatives of CopulasddCopula dduCopula dduCopula,matrix,claytonCopula-method dduCopula,matrix,frankCopula-method dduCopula,matrix,gumbelCopula-method dduCopula,matrix,indepCopula-method dduCopula,matrix,normalCopula-method dduCopula,matrix,tCopula-method dduCopula,numeric,claytonCopula-method dduCopula,numeric,frankCopula-method dduCopula,numeric,gumbelCopula-method dduCopula,numeric,indepCopula-method dduCopula,numeric,normalCopula-method dduCopula,numeric,tCopula-method ddvCopula ddvCopula,matrix,claytonCopula-method ddvCopula,matrix,frankCopula-method ddvCopula,matrix,gumbelCopula-method ddvCopula,matrix,indepCopula-method ddvCopula,matrix,normalCopula-method ddvCopula,matrix,tCopula-method ddvCopula,numeric,claytonCopula-method ddvCopula,numeric,frankCopula-method ddvCopula,numeric,gumbelCopula-method ddvCopula,numeric,indepCopula-method ddvCopula,numeric,normalCopula-method ddvCopula,numeric,tCopula-method
A dedicated method to use the estimation routines from the VineCopula packageBCfitCopula fitCopula
Constructors for Joe copulasjoeBiCopula r270JoeBiCopula r90JoeBiCopula surJoeBiCopula
Joe copula modelsdduCopula,matrix,joeBiCopula-method dduCopula,matrix,r270JoeBiCopula-method dduCopula,matrix,r90JoeBiCopula-method dduCopula,matrix,surJoeBiCopula-method dduCopula,numeric,joeBiCopula-method dduCopula,numeric,r270JoeBiCopula-method dduCopula,numeric,r90JoeBiCopula-method dduCopula,numeric,surJoeBiCopula-method ddvCopula,matrix,joeBiCopula-method ddvCopula,matrix,r270JoeBiCopula-method ddvCopula,matrix,r90JoeBiCopula-method ddvCopula,matrix,surJoeBiCopula-method ddvCopula,numeric,joeBiCopula-method ddvCopula,numeric,r270JoeBiCopula-method ddvCopula,numeric,r90JoeBiCopula-method ddvCopula,numeric,surJoeBiCopula-method getKendallDistr,joeBiCopula-method joeBiCopula-class kendallDistribution,joeBiCopula-method r270JoeBiCopula-class r90JoeBiCopula-class surJoeBiCopula-class
Constructors for survival and rotated Clayton Copulasr270ClaytonCopula r90ClaytonCopula surClaytonCopula
Survival and rotated Clayton copula modelsdduCopula,matrix,r270ClaytonCopula-method dduCopula,matrix,r90ClaytonCopula-method dduCopula,matrix,surClaytonCopula-method dduCopula,numeric,r270ClaytonCopula-method dduCopula,numeric,r90ClaytonCopula-method dduCopula,numeric,surClaytonCopula-method ddvCopula,matrix,r270ClaytonCopula-method ddvCopula,matrix,r90ClaytonCopula-method ddvCopula,matrix,surClaytonCopula-method ddvCopula,numeric,r270ClaytonCopula-method ddvCopula,numeric,r90ClaytonCopula-method ddvCopula,numeric,surClaytonCopula-method r270ClaytonCopula-class r90ClaytonCopula-class surClaytonCopula-class
Constructors for survival and rotated Gumbel Copulasr270GumbelCopula r90GumbelCopula surGumbelCopula
Survival and rotated Gumbel copula modelsdduCopula,matrix,r270GumbelCopula-method dduCopula,matrix,r90GumbelCopula-method dduCopula,matrix,surGumbelCopula-method dduCopula,numeric,r270GumbelCopula-method dduCopula,numeric,r90GumbelCopula-method dduCopula,numeric,surGumbelCopula-method ddvCopula,matrix,r270GumbelCopula-method ddvCopula,matrix,r90GumbelCopula-method ddvCopula,matrix,surGumbelCopula-method ddvCopula,numeric,r270GumbelCopula-method ddvCopula,numeric,r90GumbelCopula-method ddvCopula,numeric,surGumbelCopula-method r270GumbelCopula-class r90GumbelCopula-class surGumbelCopula-class
Constructor for Tawn copulas (type 1)r270TawnT1Copula r90TawnT1Copula surTawnT1Copula tawnT1Copula
Tawn copula models (type 1)dduCopula,matrix,r270TawnT1Copula-method dduCopula,matrix,r90TawnT1Copula-method dduCopula,matrix,surTawnT1Copula-method dduCopula,matrix,tawnT1Copula-method dduCopula,numeric,r270TawnT1Copula-method dduCopula,numeric,r90TawnT1Copula-method dduCopula,numeric,surTawnT1Copula-method dduCopula,numeric,tawnT1Copula-method ddvCopula,matrix,r270TawnT1Copula-method ddvCopula,matrix,r90TawnT1Copula-method ddvCopula,matrix,surTawnT1Copula-method ddvCopula,matrix,tawnT1Copula-method ddvCopula,numeric,r270TawnT1Copula-method ddvCopula,numeric,r90TawnT1Copula-method ddvCopula,numeric,surTawnT1Copula-method ddvCopula,numeric,tawnT1Copula-method r270TawnT1Copula-class r90TawnT1Copula-class surTawnT1Copula-class tawnT1Copula-class
Constructor for Tawn copulas (type 2)r270TawnT2Copula r90TawnT2Copula surTawnT2Copula tawnT2Copula
Tawn copula models (type 2)dduCopula,matrix,r270TawnT2Copula-method dduCopula,matrix,r90TawnT2Copula-method dduCopula,matrix,surTawnT2Copula-method dduCopula,matrix,tawnT2Copula-method dduCopula,numeric,r270TawnT2Copula-method dduCopula,numeric,r90TawnT2Copula-method dduCopula,numeric,surTawnT2Copula-method dduCopula,numeric,tawnT2Copula-method ddvCopula,matrix,r270TawnT2Copula-method ddvCopula,matrix,r90TawnT2Copula-method ddvCopula,matrix,surTawnT2Copula-method ddvCopula,matrix,tawnT2Copula-method ddvCopula,numeric,r270TawnT2Copula-method ddvCopula,numeric,r90TawnT2Copula-method ddvCopula,numeric,surTawnT2Copula-method ddvCopula,numeric,tawnT2Copula-method r270TawnT2Copula-class r90TawnT2Copula-class surTawnT2Copula-class tawnT2Copula-class
Constructor of the Class 'vineCopula'.vineCopula
Class '"vineCopula"'fitCopula,vineCopula-method vineCopula-class