General Bivariate Copula Theory and Many Utility Functions
Is a Copula Left-Tail Decreasing
Is a Copula Permutation Symmetric
The Positively Quadrant Dependency State of a Copula
Is a Copula Radially Symmetric
Is a Copula Right-Tail Increasing
Is a General Bivariate Function a Copula by Gridded Search?
The Joe/B5 Copula (B5)
Joe's Nu-Skew and the copBasic Nu-Star of a Copula
Draw Quantile Regressions using a Copula by Numerical Derivative Metho...
Perform Quantile Regression using a Copula by Numerical Derivative Met...
Perform Quantile Regression using a Copula by Numerical Derivative Met...
The Rayleigh Copula
The Raftery Copula
Akaike Information Criterion between a Fitted Coupla and an Empirical ...
The Ali--Mikhail--Haq Copula
Wrapper on a User-Level Formula to Become a Copula Function
Bayesian Information Criterion between a Fitted Coupla and an Empirica...
Analog to Line of Organic Correlation by Copula Diagonal
Bivariate L-moments and L-comoments of a Copula
A Matrix of Blomqvist-like Betas of a Copula
The Blomqvist Beta of a Copula
Blomqvist (Schmid--Schmidt) Betas of a Copula
Add Asymmetry to a Copula
Copula of Circular Uniform Distribution
The Clayton Copula
The Co-Copula Function
Composition of a Single Symmetric Copula with Two Compositing Paramete...
Composition of Two Copulas with Two Compositing Parameters
(Extended) Composition of Two Copulas with Four Compositing Parameters
Convex Combination of Two Copulas
Convex Combination of an Arbitrary Number of Copulas
The Copula
Basic Theoretical Copula, Empirical Copula, and Various Utility Functi...
A Single or Multi-Parameter Optimization Engine (Beta Version)
The Inverse of a Copula for V with respect to U
The Inverse of a Copula for U with respect to V
Density of a Copula
Contour Density Plot of a Copula
Numerical Derivative of a Copula for V with respect to U
Numerical Derivative of a Copula for U with respect to V
Numerical Derivative Inverse of a Copula for V with respect to U
Numerical Derivative Inverse of a Copula for U with respect to V
The Diagonals of a Copula
Numerical Rooting the Diagonal of a Copula
The Dual of a Copula Function
The Bivariate Empirical Copula
Data Frame Representation of the Bivariate Empirical Copula
Grid of the Bivariate Empirical Copula
Derivatives of the Grid of the Bivariate Empirical Copula for V with r...
Derivatives of the Grid of the Bivariate Empirical Copula for U with r...
Derivative Inverses of the Grid of the Bivariate Empirical Copula for ...
Derivative Inverses of the Grid of the Bivariate Empirical Copula for ...
Median Regression of the Grid of the Bivariate Empirical Copula for V ...
Median Regression of the Grid of the Bivariate Empirical Copula for U ...
Quantile Regression of the Grid of the Bivariate Empirical Copula for ...
Quantile Regression of the Grid of the Bivariate Empirical Copula for ...
Simulate a Bivariate Empirical Copula
Simulate a Bivariate Empirical Copula For a Fixed Value of U
Expected value of U given V
Expected value of V given U
The Generalized Farlie--Gumbel--Morgenstern Copula
The Spearman Footrule of a Copula
The Family Copula
The Gaussian-based (Extreme Value) Copula
The Gumbel--Hougaard Extreme Value Copula
The Gini Gamma of a Copula
The Galambos Extreme Value Copula (with Gamma Power Mixture [Joe/BB4] ...
Gluing Two Copulas
Compute a Copula on a Grid
The Hoeffding Phi of a Copula or Lp Distances (Independence, Radial As...
The --Reiss Extreme Value Copula
Compute Coordinates of the Marginal Probabilities given joint AND or O...
Compute Coordinates of the Marginal Probabilities given joint AND or O...
Compute Equal Marginal Probabilities Given a Single Joint AND or OR Pr...
The Kendall (Distribution) Function of a Copula
The Inverse Kendall Function of a Copula
The L-moments of the Kendall Function of a Copula
Kullback--Leibler Divergence, Jeffrey Divergence, and Kullback--Leible...
L-comoments and Bivariate L-moments of a Copula
Simulating the Sample Distribution(s) of L-correlation, L-coskew, and ...
Convert L-comoments to Parameters of Alpha-Beta Compositions of Two On...
Convert L-comoments to Parameters of Alpha-Beta-Kappa-Gamma Compositio...
Compute and Plot Level Curves of a Copula V with respect to U
Compute and Plot Level Curves of a Copula U with respect to V
Compute a Level Set of a Copula V with respect to U
Compute a Level Set of a Copula U with respect to V
Maximum Asymmetry Measure (or Vector) of a Copula by Exchangability
The --Hoeffding Upper-Bound Copula
Shuffles of Upper-Bound Copula, Example 5.12b of Nelsen's Book
Perform Median Regression using a Copula by Numerical Derivative Metho...
Perform Median Regression using a Copula by Numerical Derivative Metho...
Maximum Pseudo-Log-Likelihood Estimation for Copula Parameter Estimati...
The Copula of Equation 4.2.12 of Nelsen's Book
Ordinal Sums of M-Copula
Ordinal Sums of W-Copula
The Product (Independence) Copula
The Pareto Copula
The Plackett Copula
Estimate the Parameter of the Plackett Copula
Direct Simulation of a Plackett Copula
The Product of Two Copulas
Pseudo-Polar Representation of Bivariate Data
The Ratio of the Product Copula to Summation minus Product Copula
A Dependence Measure for a Bivariate Extreme Value Copula based on the...
The Spearman Rho of a Copula
Root Mean Square Error between a Fitted Copula and an Empirical Copula
The Sections or Derivative of the Sections of a Copula
Lower and Upper Semi-Correlations of a Copula
Compute the L-comoments of a Four-Value Composited Copula by Simulatio...
Compute the L-comoments of a Two-Value Composited Copula by Simulation
Simulate a Copula by Numerical Derivative Method
Simulate V from U through a Copula by Numerical Derivative Method
Estimation of the Spectral Measure
Estimation of the Stable Tail Dependence Function
The Tn Statistic of a Fitted Copula to an Empirical Copula
The Survival Copula
The Joint Survival Function
The Tail Concentration Function of a Copula
The Lower- and Upper-Tail Dependency Parameters of a Copula
The Lower- and Upper-Tail Orders of a Copula
The Kendall Tau and Concordance Function of a Copula
The t-EV (Extreme Value) Copula
Bivariate Skewness after Joe (2014) or the Univariate L-moments of Com...
The Vuong Procedure for Parametric Copula Comparison
The --Hoeffding Lower-Bound Copula
Ordinal Sums of Lower-Bound Copula, Example 5.12a of Nelsen's Book
The Schweizer and Wolff Sigma of a Copula
Extensive functions for bivariate copula (bicopula) computations and related operations for bicopula theory. The lower, upper, product, and select other bicopula are implemented along with operations including the diagonal, survival copula, dual of a copula, co-copula, and numerical bicopula density. Level sets, horizontal and vertical sections are supported. Numerical derivatives and inverses of a bicopula are provided through which simulation is implemented. Bicopula composition, convex combination, asymmetry extension, and products also are provided. Support extends to the Kendall Function as well as the Lmoments thereof. Kendall Tau, Spearman Rho and Footrule, Gini Gamma, Blomqvist Beta, Hoeffding Phi, Schweizer- Wolff Sigma, tail dependency, tail order, skewness, and bivariate Lmoments are implemented, and positive/negative quadrant dependency, left (right) increasing (decreasing) are available. Other features include Kullback-Leibler Divergence, Vuong Procedure, spectral measure, and Lcomoments for inference, maximum likelihood, and AIC, BIC, and RMSE for goodness-of-fit.