Estimation and Goodness-of-Fit of Copula-Based Models with Arbitrary Distributions

Documentation for package ‘CopulaInference’ version 0.5.0

AuxFun	Auxiliary functions
AuxFunC	Auxiliary functions using C
BiEmpCdf	Empirical bivariate cdf
CdfInv	Quantile function
dncs	Density of non-central squared copula
dplac	Density of Plackett copula
EmpCdf	Empirical univariate cdf
EstBiCop	Parameter estimation for bivariate copula-based models with arbitrary distributions
EstDep	Kendall's tau and Spearman's rho
est_options	Options for the estimation of the parameters of bivariate copula-based models
Finv	Quantile function of margins
fnumber	Family number corresponding to VineCopula package
GofBiCop	Goodness-of-fit for bivariate copula-based models with arbitrary distributions
hncs	Conditional distribution of non-central squared copula
hplac	Conditional distribution of Plackett copula
identifiability	Identifiability of two-parameter copula families
pncs	Cdf for non-central squared copula
pplac	Cdf for Plackett copula
preparedata	Computes unique values, cdf and pdf
rhoplackett	Spearman's rho for Plackett copula
rncs	Simulation of non-central squared copula
rplac	Generates observations from the Plackett copula
simgumbel	Simulated data
statcvm	Goodness-of-fit statistics
taucop	Kendall's tau for a copula family
tauplackett	Kendall's tau for Plackettfamily