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:
VC2copula_0.1.5.tar.gz
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VC2copula_0.1.5.tgz(r-4.4-x86_64)VC2copula_0.1.5.tgz(r-4.4-arm64)VC2copula_0.1.5.tgz(r-4.3-x86_64)VC2copula_0.1.5.tgz(r-4.3-arm64)
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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')) |
Bug tracker:https://github.com/tnagler/vc2copula/issues
Last updated 7 months agofrom:d1715567f0. Checks:OK: 8 WARNING: 1. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Aug 20 2024 |
| R-4.5-win-x86_64 | OK | Aug 20 2024 |
| R-4.5-linux-x86_64 | OK | Aug 20 2024 |
| R-4.4-win-x86_64 | OK | Aug 20 2024 |
| R-4.4-mac-x86_64 | WARNING | Aug 20 2024 |
| R-4.4-mac-aarch64 | OK | Aug 20 2024 |
| R-4.3-win-x86_64 | OK | Aug 20 2024 |
| R-4.3-mac-x86_64 | OK | Aug 20 2024 |
| R-4.3-mac-aarch64 | OK | Aug 20 2024 |
Exports:BB1CopulaBB6CopulaBB7CopulaBB8CopulaBiCop2copulacopulaFromFamilyIndexdduCopuladdvCopulajoeBiCopular270BB1Copular270BB6Copular270BB7Copular270BB8Copular270ClaytonCopular270GumbelCopular270JoeBiCopular270TawnT1Copular270TawnT2Copular90BB1Copular90BB6Copular90BB7Copular90BB8Copular90ClaytonCopular90GumbelCopular90JoeBiCopular90TawnT1Copular90TawnT2CopulasurBB1CopulasurBB6CopulasurBB7CopulasurBB8CopulasurClaytonCopulasurGumbelCopulasurJoeBiCopulasurTawnT1CopulasurTawnT2CopulatawnT1CopulatawnT2CopulavineCopula
Dependencies:ADGofTestcolorspacecopulagsllatticeMASSMatrixmvtnormnumDerivpcaPPpsplinestabledistVineCopula
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Constructors for BB1 copulas | BB1Copula r270BB1Copula r90BB1Copula surBB1Copula |
| BB1 copula models | BB1Copula-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 copulas | BB6Copula r270BB6Copula r90BB6Copula surBB6Copula |
| BB6 copula models | BB6Copula-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 copulas | BB7Copula r270BB7Copula r90BB7Copula surBB7Copula |
| BB7 copula models | BB7Copula-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 copulas | BB8Copula r270BB8Copula r90BB8Copula surBB8Copula |
| BB8 copula models | BB8Copula-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 Index | BiCop2copula copulaFromFamilyIndex |
| Partial Derivatives of Copulas | ddCopula 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 package | BCfitCopula fitCopula |
| Constructors for Joe copulas | joeBiCopula r270JoeBiCopula r90JoeBiCopula surJoeBiCopula |
| Joe copula models | dduCopula,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 Copulas | r270ClaytonCopula r90ClaytonCopula surClaytonCopula |
| Survival and rotated Clayton copula models | dduCopula,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 Copulas | r270GumbelCopula r90GumbelCopula surGumbelCopula |
| Survival and rotated Gumbel copula models | dduCopula,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 |
