exchEVTest
(Package: copula) :
Test of Exchangeability for Certain Bivariate Copulas
Test for assessing the exchangeability of the underlying bivariate copula when it is either extreme-value or left-tail decreasing. The test uses the nonparametric estimators of the Pickands dependence function studied by Genest and Segers (2009).
initOpt
(Package: copula) :
Initial Interval or Value for Parameter Estimation of Archimedean
Compute an initial interval or initial value for optimization/estimation routines (only a heuristic; if this fails, choose your own interval or value).
gofCopula
(Package: copula) :
Goodness-of-fit Tests for Copulas
Goodness-of-fit tests for copulas based on the empirical process comparing the empirical copula with a parametric estimate of the copula derived under the null hypothesis. Approximate p-values for the test statistic can be obtained either using the parametric bootstrap (see the two first references) or by means of a fast multiplier approach (see references three and four).
evTestC
(Package: copula) :
Large-sample Test of Multivariate Extreme-Value Dependence
Test of multivariate extreme-value dependence based on the empirical copula and max-stability. The test statistics are defined in the second reference. Approximate p-values for the test statistics are obtained by means of a multiplier technique.