Statistical Inference of Vine Copulas
Copula Data Objects
Matrix of Empirical Blomqvist's Beta Values
Constructing BiCop-objects
Transform D-Vine to R-Vine Structure
Corrected Empirical CDF
Pairs Plot of Copula Data
R-Vine Matrix Check
Normalization of R-Vine Matrix
Random sampling of R-Vine matrices
Maximum Likelihood Estimation of an R-Vine Copula Model
Blomqvist's Beta Values of an R-Vine Copula Model
Kendall's Tau Value of a Bivariate Copula
Distribution Function of a Bivariate Copula
Check for family/parameter consistency in bivariate copula models
Chi-plot for Bivariate Copula Data
Shiny app for bivariate copula selection
Conditional simulation from a Bivariate Copula
Derivatives of a Bivariate Copula Density
Second Derivatives of a Bivariate Copula Density
Parameter Estimation for Bivariate Copula Data
List of Maximum Likelihood Estimates for Several Bivariate Copula Fami...
Goodness-of-Fit Test for Bivariate Copulas
Conditional Distribution Function of a Bivariate Copula
Derivatives of the h-Function of a Bivariate Copula
Second Derivatives of the h-Function of a Bivariate Copula
Inverse Conditional Distribution Function of a Bivariate Copula
Independence Test for Bivariate Copula Data
Kernel estimate of a Bivariate Copula Density
Kendall's Plot for Bivariate Copula Data
Lambda-Function (Plot) for Bivariate Copula Data
Contour Plot of Bivariate Meta Distribution
Bivariate Copula Family Names
Blomqvist's Beta Value of a Bivariate Copula
Tail Dependence Coefficients of a Bivariate Copula
Density of a Bivariate Copula
Selection and Maximum Likelihood Estimation of Bivariate Copula Famili...
Simulation from a Bivariate Copula
Parameter of a Bivariate Copula for a given Kendall's Tau Value
Scoring Goodness-of-Fit Test based on Vuong And Clarke Tests for Bivar...
Transform C-Vine to R-Vine Structure
Plotting tools for BiCop objects
Plotting RVineMatrix objects.
Pseudo-Observations
AIC and BIC of an R-Vine Copula Model
CDF of an R-Vine Copula Model
Clarke Test Comparing Two R-Vine Copula Models
Sequential Pair-Copula Selection and Estimation for R-Vine Copula Mode...
(Partial) Correlations for R-Vine Copula Models
Goodness-of-Fit Tests for R-Vine Copula Models
Gradient of the Log-Likelihood of an R-Vine Copula Model
Hessian Matrix of the Log-Likelihood of an R-Vine Copula Model
Log-Likelihood of an R-Vine Copula Model
R-Vine Copula Model in Matrix Notation
Kendall's Tau Values of an R-Vine Copula Model
PDF of an R-Vine Copula Model
Probability Integral Transformation for R-Vine Copula Models
Sequential Estimation of an R-Vine Copula Model
Simulation from an R-Vine Copula Model
Standard Errors of an R-Vine Copula Model
Sequential Specification of R- and C-Vine Copula Models
Visualization of R-Vine Tree Structure
Vuong Test Comparing Two R-Vine Copula Models
Matrix of Empirical Kendall's Tau Values
Deprecated
tools:::Rd_package_title("VineCopula")
Provides tools for the statistical analysis of regular vine copula models, see Aas et al. (2009) <doi:10.1016/j.insmatheco.2007.02.001> and Dissman et al. (2013) <doi:10.1016/j.csda.2012.08.010>. The package includes tools for parameter estimation, model selection, simulation, goodness-of-fit tests, and visualization. Tools for estimation, selection and exploratory data analysis of bivariate copula models are also provided.