CopulaGAMM0.4.1 package

Copula-Based Mixed Regression Models

berncpdf

Bernoulli with p = 1/(1+exp(-th)) cdf/pdf and derivatives

coplik

Copula cdf/pdf and ders

dbvn

Normal density

dbvn2

Normal density (version 2)

dbvncop

Normal copula density

dbvtcop

Student copula density

dcop

Copula pdf

dfgm

Farlie-Gumbel-Morgenstern copula density, -1<= cpar<=

dfrk

B3 bivariate Frank copula density

dgal

B7 Galambos copula density, cpar>0

dgum

B6 Gumbel copula density, cpar>1

dhr

B8 Huesler-Reiss copula density, cpar>0

djoe

B5 Joe copula density

dmtcj

B4 MTCJ copula density, cpar>0

dpla

B2 Plackett copula density

EstContinuous

Copula-based estimation of mixed regression models for continuous resp...

EstDiscrete

Copula-based estimation of mixed regression models for discrete respon...

expcond

Conditional expectation

expcondinv

Inverse conditional expectation for a vector of probabilities

expcondinv1

Inverse conditional expectation for a single value

expcpdf

Exponential cdf/pdf and ders

ffgmders

Farlie-Gumbel-Morgenstern copula cdf/pdf and ders

ffrkders

Frank copula cdf/pdf and ders

fgumders

Gumbel copula cdf/pdf and ders

fjoeders

Joe copula cdf/pdf and ders

fmtcjders

Clayton copula cdf/pdf and ders

fnorders

Farlie-Gumbel-Morgenstern copula cdf/pdf and ders

fpladers

Plackett copula cdf/pdf and ders

ftders

Student copula cdf/pdf and ders

ftdersP

Student copula cdf/pdf and ders

geomcpdf

Geometric with p = 1/(1+exp(-th)) cdf/pdf and ders

invfunc

Inverse function

lapcpdf

Laplace cdf/pdf and ders

linkCop

Link to copula parameter

MAP.continuous

Estimation of latent variables in the continuous case

MAP.discrete

Estimation of latent variable in the dicrete case

margins

Margins cdf/pdf and their derivatives

mlecop.disc

Estimation of the parameter of a bivariate copula (Clayton, Frank, Gum...

mlecop

Estimation of the parameter of a bivariate copula (Clayton, Frank, Gum...

multinomcpdf

Multinomial with p = 1/(1+exp(-th)) cdf/pdf and ders

nbinom1cpdf

Negative binomial cdf/pdf and ders

nbinomcpdf

Negative binomial cdf/pdf and ders

normcpdf

normal cdf/pdf and ders

pcond

Conditional cdf

pcondcla

Conditional Clayton

pcondfgm

Conditional FGM (B10)

pcondfrk

Conditional Frank (B3)

pcondgal

Conditional Galambos (B7)

pcondgum

Conditional Gumbel (B6)

pcondhr

Conditional Huesler-Reiss (B8)

pcondjoe

Conditional Joe (B5)

pcondnor

Conditional Gaussian

pcondpla

Conditional Plackett (B2)

pcondt

Conditional Student

poiscpdf

Poisson cdf/pdf and ders

predictContinuous

Conditional expectation for a copula-based estimation of mixed regress...

predictDiscrete

Conditional expectation for a copula-based estimation of mixed regress...

pseudosC

Estimation cdf, left-continuous cdf, and pseudo-observations

qcond

Inverse conditional cdf

qcondcla

Inverse clayton

qcondfgm

Inverse FGM (B10)

qcondfra

Inverse Frank

qcondgal

Inverse Galambos

qcondgum

Inverse Gumbel

qcondhr

Inverse Huesler-Reiss

qcondjoe

Inverse Joe

qcondnor

Inverse Gaussian

qcondpla

Inverse Plackett

qcondt

Inverse Student

SimGenCluster

Simulation of clustered data

SimMultinomial

Simulation of multinomial clustered data

tcpdf

Student cdf/pdf and ders

weibcpdf

Weibul cdf/pdf and ders

Estimation of 2-level factor copula-based regression models for clustered data where the response variable can be either discrete or continuous.

  • Maintainer: Bruno N Remillard
  • License: GPL (>= 2)
  • Last published: 2023-11-30