Multivariate Dependence with Copulas
Goodness-of-fit Tests for Copulas
Goodness-of-fit Tests for Bivariate Extreme-Value Copulas
Kendall Distribution Function for Archimedean Copulas
Estimation of Multivariate Models Defined via Copulas
Create Mixture of Copulas
Class "moCopula" of Marshall-Olkin Copulas
The Marshall-Olkin Copula
Independence Test Among Continuous Random Vectors Based on the Empiric...
Serial Independence Test for Multivariate Time Series via Empirical Co...
Class "mvdc": Multivariate Distributions from Copulas
Multivariate Distributions Constructed from Copulas
Class "nacopula" of Nested Archimedean Copulas
Plots for Graphical GOF Test via Pairwise Rosenblatt Transforms
Random numbers from (Skew) Stable Distributions
One-dimensional Root (Zero) Finding - Extra "Safety" for Convenience
Serial Independence Test for Continuous Time Series Via Empirical Copu...
Specify the Parameter(s) of a Copula
Methods for 'show()' in Package 'copula'
Sibuya Distribution - Sampling and Probabilities
Class "empCopula" of Empirical Copulas
The Empirical Copula
Estimation Procedures for (Nested) Archimedean Copulas
Various Estimators for (Nested) Archimedean Copulas
Construction of copulas using Khoudraji's device
Specific Archimedean Copula Families ("acopula" Objects)
Mother Classes "Copula", etc of all Copulas in the Package
Internal Copula Functions
Multivariate Dependence Modeling with Copulas
Absolute Value of Generator Derivatives via Monte Carlo
Class "acopula" of Archimedean Copula Families
Distribution of the Radial Part of an Archimedean Copula
Density, Evaluation, and Random Number Generation for Copula Functions
Test of Exchangeability for Certain Bivariate Copulas
All Components of a (Inner or Outer) Nested Archimedean Copula
Nonparametric Rank-based Estimators of the Pickands Dependence Functio...
Class "archmCopula"
Construction of Archimedean Copula Class Object
Dependence Measures for Bivariate Copulas
Class "khoudrajiCopula" and its Subclasses
Compute Bernoulli Numbers
Sample and Population Version of Blomqvist's Beta for Archimedean Copu...
Conditional Distributions and Their Inverses from Copulas
Cloud Plot Methods ('cloud2') in Package 'copula'
Coefficients of Polynomial used for Gumbel Copula
Methods for Contour Plots in Package 'copula'
Contour Plot Methods 'contourplot2' in Package 'copula'
(Fast) Computation of Pairwise Kendall's Taus
Density of the Diagonal of (Nested) Archimedean Copulas
Copula (Short) Description as String
Density Evaluation for (Nested) Archimedean Copulas
Class "ellipCopula" of Elliptical Copulas
Construction of Elliptical Copula Class Objects
Minimum Distance Estimators for (Nested) Archimedean Copulas
Maximum Likelihood Estimators for (Nested) Archimedean Copulas
Classes Representing Extreme-Value Copulas
Construction of Extreme-Value Copula Objects
Bivariate Test of Extreme-Value Dependence Based on Pickands' Dependen...
Large-sample Test of Multivariate Extreme-Value Dependence
Bivariate Test of Extreme-Value Dependence Based on Kendall's Distribu...
Test of Exchangeability for a Bivariate Copula
Class "fgmCopula" - Multivariate Multiparameter Farlie-Gumbel-Morgenst...
Construction of a fgmCopula Class Object
Class "fhCopula" of Fr chet-Hoeffding Bound Copulas
Construction of Fr chet-Hoeffding Bound Copula Objects
Classes of Fitted Multivariate Models: Copula, Mvdc
Fitting Copulas to Data -- Copula Parameter Estimation
Non-parametric Estimators of the Matrix of Tail-Dependence Coefficient...
Fix a Subset of a Copula Parameter Vector
Generator Functions for Archimedean and Extreme-Value Copulas
Get "acopula" Family Object by Name
Get Initial Parameter Estimate for Copula
Get the Parameter(s) of a Copula
Computations for Graphical GOF Test via Pairwise Rosenblatt Transforms
Goodness-of-fit Testing for (Nested) Archimedean Copulas
Various Goodness-of-fit Test Statistics
Goodness-of-fit Test Statistics
GOF Testing Transformation of Hering and Hofert
Class "indepCopula"
Construction of Independence Copula Objects
Test Independence of Continuous Random Variables via Empirical Copula
Initial Interval or Value for Parameter Estimation of Archimedean Copu...
Class "interval" of Simple Intervals
Construct Simple "interval" Object
Compute f(a) = (1 +/- (-a)) Numerically Optimally
LOSS and ALAE Insurance Data
Marginal copula of a Copula With Specified Margins
Sinc, Zolotarev's, and Other Mathematical Utility Functions
Tools to Work with Matrices
Class "mixCopula" of Copula Mixtures
Pairwise Thetas of Nested Archimedean Copulas
Timing for Sampling Frailties of Nested Archimedean Copulas
Nesting Depth of a Nested Archimedean Copula ("nacopula")
Constructing (Outer) Nested Archimedean Copulas
Outer Power Transformation of Archimedean Copulas
Scatter-Plot Matrix ('pairs') for Copula Distributions with Nice Defau...
Pairs Plot of a cu.u Object (Internal Use)
Methods for Function persp' in Package copula'
Class "plackettCopula" of Plackett Copulas
Construction of a Plackett Copula
Methods for 'plot' in Package 'copula'
Evaluation of (Nested) Archimedean Copulas
Pseudo-Observations
Polylogarithm and Debye Functions
Evaluate Polynomials
Print Compact Overview of a Nested Archimedean Copula ("nacopula")
Computing Probabilities of Hypercubes
Q-Q Plot with Rugs and Pointwise Asymptotic Confidence Intervals
Test of Exchangeability for a Bivariate Copula
Sampling Exponentially Tilted Stable Distributions
Sample Univariate Distributions Involved in Nested Frank and Joe Copul...
Sampling Distribution F for Frank and Joe
Sampling Logarithmic Distributions
Random nacopula Model
Sampling Nested Archimedean Copulas
Sampling Child 'nacopula's
Construction and Class of Rotated aka Reflected Copulas
Pseudo-Observations of Radial and Uniform Part of Elliptical and Archi...
Methods for Scatter Plot Matrix 'splom2' in Package 'copula'
Eulerian and Stirling Numbers of First and Second Kind
Ali-Mikhail-Haq ("AMH")'s and Joe's Kendall's Tau
Uranium Exploration Dataset of Cook & Johnson (1986)
Variance-Reduction Methods
Perspective Plots via 'wireframe2'
Model (copula) selection based on k-fold cross-validation
Classes (S4) of commonly used elliptical, Archimedean, extreme-value and other copula families, as well as their rotations, mixtures and asymmetrizations. Nested Archimedean copulas, related tools and special functions. Methods for density, distribution, random number generation, bivariate dependence measures, Rosenblatt transform, Kendall distribution function, perspective and contour plots. Fitting of copula models with potentially partly fixed parameters, including standard errors. Serial independence tests, copula specification tests (independence, exchangeability, radial symmetry, extreme-value dependence, goodness-of-fit) and model selection based on cross-validation. Empirical copula, smoothed versions, and non-parametric estimators of the Pickands dependence function.
Useful links