kdecopula
(Package: kdecopula) :
Kernel Smoothing for Bivariate Copula Densities
This package provides fast implementations of kernel estimators for the copula density. Due to its several plotting options it is particularly useful for the exploratory analysis of dependece structures. It can be further used for flexible nonparametric estimation of copula densities and resampling.
hkdecop
(Package: kdecopula) :
H-function and inverse of kdecopula object
Evaluates the h-function (or its inverse) corresponding to a kdecopula object. H-functions are conditional distribution functions obtained by integrating the copula density w.r.t. to one of its arguments (see also BiCopHfunc).
kdecop
(Package: kdecopula) :
Bivariate kernel copula density estimation
Based on samples from a bivariate copula, the copula density is estimated. The user can choose between different methods. If no bandwidth is provided by the user, it will be set by a method-specific automatic selection procedure. The related (d/p/r)kdecop functions evaluate the density and cdf or simulate synthetic data, respectively.
The function kdecop stores it's result in ojbect of class kdecopula. The density estimate can be evaluated on arbitrary points with dkdecop; the cdf with pkdecop. Furthermore, synthetic data can be simulated with rkdecop.
providing 
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