General Copula Theory and Many Utility Functions

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Documentation for package ‘copBasic’ version 1.7.1

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copBasic-package Basic Theoretical Copula, Empirical Copula, and Various Utility Functions
asCOP A Wrapper on a User-Level Formula to Become a Copula Function
blomCOP The Blomqvist's Beta of a Copula
coCOP The Co-Copula Function
composite1COP Composition of a Single Symmetric Copula with Two Compositing Parameters
composite2COP Composition of Two Copulas with Two Compositing Parameters
composite3COP (Extended) Composition of Two Copulas with Four Compositing Parameters
COP The Copula
COPinv The Inverse of a Copula for V with respect to U
COPinv2 The Inverse of a Copula for U with respect to V
densityCOP Density of a Copula
densityCOPplot Contour Density Plot of a Copula
derCOP Numerical Derivative of a Copula for V with respect to U
derCOP2 Numerical Derivative of a Copula for U with respect to V
derCOPinv Numerical Derivative Inverse of a Copula for V with respect to U
derCOPinv2 Numerical Derivative Inverse of a Copula for U with respect to V
diagCOP The Diagonals of a Copula
diagCOPatf Numerical Rooting the Diagonal of a Copula
duCOP The Dual of a Copula Function
EMPIRcop The Bivariate Empirical Copula
EMPIRcopdf Dataframe of the Bivariate Emprical Copula
EMPIRgrid Grid of the Bivariate Emprical Copula
EMPIRgridder Derivatives of the Grid of the Bivariate Emprical Copula for V with respect to U
EMPIRgridder2 Derivatives of the Grid of the Bivariate Emprical Copula for U with respect to V
EMPIRgridderinv Derivative Inverses of the Grid of the Bivariate Emprical Copula for V with respect to U
EMPIRgridderinv2 Derivative Inverses of the Grid of the Bivariate Emprical Copula for U with respect to V
EMPIRmed.regress Median Regression of the Grid of the Bivariate Emprical Copula for V with respect to U
EMPIRmed.regress2 Median Regression of the Grid of the Bivariate Emprical Copula for U with respect to V
EMPIRqua.regress Quantile Regression of the Grid of the Bivariate Emprical Copula for V with respect to U
EMPIRqua.regress2 Quantile Regression of the Grid of the Bivariate Emprical Copula for U with respect to V
EMPIRsim Simulate a Bivariate Empirical Copula
EMPIRsimv Simulate a Bivariate Empirical Copula For a Fixed Value of U
FRECHETcop The Fréchet Family Copula
GHcop The Gumbel-Hougaard Copula
giniCOP The Gini's Gamma of a Copula
gridCOP Compute a Copula on a Grid
hoefCOP The Hoeffding's Phi of a Copula or Lp Distances (Independence, Radial Asymmetry, or Reflection Symmetry Forms)
isCOP.LTD Is a Copula Left-Tail Decreasing
isCOP.permsym Is a Copula Permutation Symmetric
isCOP.PQD The Positively Quadrant Dependency State of a Copula
isCOP.radsym Is a Copula Radially Symmetric
isCOP.RTI Is a Copula Right-Tail Increasing
kullCOP Kullback-Leibler Divergence, Jeffrey's Divergence, and Kullback-Leibler Sample Size
lcomCOPpv Simulating the Sample Distribution(s) of L-correlation, L-coskew, and L-cokurtosis for a Copula
lcomoms2.ABcop2parameter Convert L-comoments to Parameters of Compositions of Two 2-parameter Copulas
lcomoms2.ABKGcop2parameter Convert L-comoments to Parameters of Compositions of Two 2-parameter Copulas
level.curvesCOP Compute and Plot Level Curves of a Copula V with respect to U
level.curvesCOP2 Compute and Plot Level Curves of a Copula U with respect to V
level.setCOP Compute a Level Set of a Copula V with respect to U
level.setCOP2 Compute a Level Set of a Copula U with respect to V
LpCOP The Hoeffding's Phi of a Copula or Lp Distances (Independence, Radial Asymmetry, or Reflection Symmetry Forms)
LpCOPpermsym The Hoeffding's Phi of a Copula or Lp Distances (Independence, Radial Asymmetry, or Reflection Symmetry Forms)
LpCOPradsym The Hoeffding's Phi of a Copula or Lp Distances (Independence, Radial Asymmetry, or Reflection Symmetry Forms)
M The Fréchet-Hoeffding Upper Bound Copula
med.regressCOP Perform Median Regression using a Copula by Numerical Derivative Method for V with respect to U
med.regressCOP2 Perform Median Regression using a Copula by Numerical Derivative Method for U with respect to V
N4212cop The Copula of Equation 4.2.12 of Nelsen's Book
P The Product (Independence) Copula
PLACKETTcop The Plackett Copula
PLACKETTpar Estimate the Parameter of the Plackett Copula
PlackettPlackettABKGtest Parameters and L-comoments of a Composition of Two Plackett Copulas with Four Compositing Parameters
PlackettPlackettNP Parameters and L-comoments of a Composition of Two Plackett Copulas with Two Compositing Parameters
PLACKETTsim Direct Simulation of a Plackett Copula
PSP The ratio of the Product Copula to Summation minus Product Copula
qua.regressCOP Perform Quantile Regression using a Copula by Numerical Derivative Method for V with respect to U
qua.regressCOP.draw Draw Quantile Regressions using a Copula by Numerical Derivative Method for V with respect to U or U with respect to V
qua.regressCOP2 Perform Quantile Regression using a Copula by Numerical Derivative Method for U with respect to V
ReineckeWell266 Porosity and Permeability Data for Well-266 of the Reinecke Oil Field, Horseshoe Atoll, Texas
ReineckeWells Porosity and Permeability Data for the Reinecke Oil Field, Horseshoe Atoll, Texas
rhoCOP The Spearman's Rho of a Copula
sectionCOP The Sections or Derivative of the Sections of a Copula
semicorCOP The Lower and Upper Semi-Correlations of a Copula
simcomposite2COP Simulation of a Composited Copula
simcomposite3COP Simulation of a Composited Copula
simcompositeCOP Simulation of a Composited Copula
simCOP Simulate a Copula by Numerical Derivative Method
simCOPmicro Simulate V from U through a Copula by Numerical Derivative Method
surCOP The Survival Copula
surfuncCOP The Joint Survival Function
taildepCOP The Lower- and Upper-Tail Dependency Parameters of a Copula
tailordCOP The Lower- and Upper-Tail Orders of a Copula
tauCOP The Kendall's Tau of a Copula
uvlmoms Bivariate Skewness after Joe (2015) or the Univariate L-moments of Combined U and V
uvskewness Bivariate Skewness after Joe (2015) or the Univariate L-moments of Combined U and V
vuongCOP Vuong's Procedure for Parametric Copula Comparison
W The Fréchet-Hoeffding Lower Bound Copula
wolfCOP The Schweizer and Wolff's Sigma of a Copula