copBasic: General Bivariate Copula Theory and Many Utility Functions

Extensive functions for bivariate copula (bicopula) computations and related operations concerning oft cited bicopula theory described by Nelsen (2006), Joe (2014), and other selected works. The lower, upper, product, and select other bicopula are implemented. Arbitrary bicopula expressions include the diagonal, survival copula, the dual of a copula, co-copula, numerical bicopula density, and maximum likelihood estimation. Level curves (sets), horizontal and vertical sections also are supported. Numerical derivatives and inverses of a bicopula are provided; simulation by the conditional distribution method thus is supported. Bicopula composition, convex combination, and products are provided. Support extends to 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 (including pseudo-polar representation) and tail order, skewness, and bivariate Lmoments. Evaluators of positively/negatively quadrant dependency, left increasing and right decreasing are available. Kullback-Leibler divergence, Vuong's procedure, Spectral Measure, and Lcomoments for copula inference are available. Quantile and median regressions for V with respect to U and U with respect to V are available. Empirical copulas (EC) are supported.

Version: 2.0.6
Depends: R (≥ 2.10)
Imports: lmomco, randtoolbox
Suggests: copula
Published: 2017-11-20
Author: William Asquith
Maintainer: William Asquith <william.asquith at ttu.edu>
License: GPL-2
NeedsCompilation: no
Citation: copBasic citation info
Materials: ChangeLog
In views: Distributions
CRAN checks: copBasic results

Downloads:

Reference manual: copBasic.pdf
Package source: copBasic_2.0.6.tar.gz
Windows binaries: r-devel: copBasic_2.0.5.zip, r-release: copBasic_2.0.5.zip, r-oldrel: copBasic_2.0.6.zip
OS X El Capitan binaries: r-release: copBasic_2.0.6.tgz
OS X Mavericks binaries: r-oldrel: copBasic_2.0.6.tgz
Old sources: copBasic archive

Reverse dependencies:

Reverse suggests: lmomco

Linking:

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