https://github.com/cran/copBasic
Raw File
Tip revision: 68e4f13847ef9b0d985ee81da6cbb1f3225258f8 authored by William Asquith on 14 November 2021, 15:20:02 UTC
version 2.1.7
Tip revision: 68e4f13
DESCRIPTION
Package: copBasic
Title: General Bivariate Copula Theory and Many Utility Functions
Version: 2.1.7
Date: 2021-11-14
Author: William Asquith
Description: 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, 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. 
Maintainer: William Asquith <william.asquith@ttu.edu>
Repository: CRAN
Depends: R (>= 3.5.0)
Imports: lmomco, randtoolbox
Suggests: copula
License: GPL-2
NeedsCompilation: no
Packaged: 2021-11-14 15:52:35 UTC; wasquith
Date/Publication: 2021-11-14 16:20:02 UTC
back to top