Last data update: 2014.03.03

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Results 1 - 10 of 95 found.
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gtrafo (Package: copula) : GOF Testing Transformations for Archimedean Copulas

Compute the following goodness-of-fit (GOF) testing transformations,
● Data Source: CranContrib
● Keywords: distribution, multivariate, transformation
● Alias: gtrafo, htrafo, rtrafo
● 0 images

onacopula (Package: copula) : Constructing (Outer) Nested Archimedean Copulas

Constructing (outer) nested Archimedean copulas (class outer_nacopula) is most conveniently done via onacopula(), using a nested C(...) notation.
● Data Source: CranContrib
● Keywords: multivariate
● Alias: nac2list, nacopula, onacopula, onacopulaL
● 0 images

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).
● Data Source: CranContrib
● Keywords: htest, multivariate
● Alias: exchEVTest
● 0 images

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).
● Data Source: CranContrib
● Keywords:
● Alias: initOpt
● 0 images

Mvdc (Package: copula) : Multivariate Distributions Constructed from Copulas

Density, distribution function, and random generator for a multivariate distribution via copula.
● Data Source: CranContrib
● Keywords: distribution, multivariate
● Alias: Mvdc, dMvdc, pMvdc, rMvdc
● 0 images

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).
● Data Source: CranContrib
● Keywords: goodness-of-fit, htest, models, multivariate
● Alias: gofCopula, gofMB, gofPB
● 0 images

p2P (Package: copula) : Convert (Rho) Matrices to and From Parameter Vectors

p2P() creates a matrix from a given vector of parameters. P2p() creates a numeric vector from a given matrix, currently useful for elliptical copulas.
● Data Source: CranContrib
● Keywords: array, manip
● Alias: getSigma, p2P
● 0 images

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.
● Data Source: CranContrib
● Keywords: htest, multivariate
● Alias: evTestC
● 0 images

ellipCopula (Package: copula) : Construction of Elliptical Copula Class Object

Constructs an elliptical copula class object with its corresponding parameters and dimension.
● Data Source: CranContrib
● Keywords: distribution, multivariate
● Alias: ellipCopula, normalCopula, tCopula
● 0 images

fgmCopula-class (Package: copula) : Class "fgmCopula"

Multivariate Multiparameter Farlie-Gumbel-Morgenstern Copula.
● Data Source: CranContrib
● Keywords: classes
● Alias: fgmCopula-class
● 0 images