lcopula1.0.7 package

Spectral density of scaled Dirichlet and negative Dirichlet extreme va...

Spectral density of Coles and Tawn extreme value distribution

Moment estimate for theta derived from Kendall's $tau$

Computes Kendall's $tau$ for Clayton or Gumbel Liouville copula

Rcpp function to compute sum of rows and couple according to alphavec

Pickands dependence function for the copula domain of attraction of Li...

Pickands dependence function for the copula domain of attraction of Li...

Old code for the copula likelihood function for Liouville copulas

Clayton coefficient for Kendall's tau formula

Gumbel coefficient for Kendall's tau formula

Inverse survival function if Monte-Carlo approximation is set to `TRUE...

Spectral density of the CDA of survival copula and copula of Liouville...

Multiple marginal inverse survival function of Liouville vectors

Kendall plot

tools:::Rd_package_title("lcopula")

Moment estimate for theta derived from Kendall's tau formula

Maximization of Liouville copula likelihood function

Computes Kendall's tau for Clayton or Gumbel Liouville copula

Liouville copulas

Liouville vectors marginal functions

Spectral density of scaled negative Dirichlet extreme value distributi...

Pickands dependence function for the copula domain of attraction of Li...

Plot Pickands dependence function for CDA of Liouville copulas

Internal code for the copula likelihood function of Liouville copulas

Archimedean copula sampler

Joint survival function of Liouville vectors

Multiple marginal survival function for Liouville vectors

Parametric bootstrap confidence interval for the parameter theta for...