Other packages > Find by keyword >

copBasic  

General Bivariate Copula Theory and Many Utility Functions
View on CRAN: Click here


Download and install copBasic package within the R console
Install from CRAN:
install.packages("copBasic")

Install from Github:
library("remotes")
install_github("cran/copBasic")

Install by package version:
library("remotes")
install_version("copBasic", "2.2.7")



Attach the package and use:
library("copBasic")
Maintained by
William Asquith
[Scholar Profile | Author Map]
First Published: 2011-02-19
Latest Update: 2023-06-19
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, 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.
How to cite:
William Asquith (2011). copBasic: General Bivariate Copula Theory and Many Utility Functions. R package version 2.2.7, https://cran.r-project.org/web/packages/copBasic. Accessed 16 Apr. 2025.
Previous versions and publish date:
1.4.2 (2011-08-06 09:44), 1.4 (2011-02-19 10:07), 1.5.0 (2011-09-01 08:25), 1.5.1 (2011-12-06 18:09), 1.5.2 (2012-07-30 21:53), 1.5.4 (2013-05-10 18:40), 1.6.0 (2014-09-26 16:53), 1.7.0 (2015-01-03 06:58), 1.7.1 (2015-01-30 17:49), 2.0.1 (2015-08-31 19:41), 2.0.4 (2016-06-03 18:52), 2.0.5 (2017-02-25 15:57), 2.0.6 (2017-11-20 15:01), 2.0.7 (2018-03-08 19:35), 2.1.0 (2018-05-07 15:10), 2.1.1 (2018-12-03 06:10), 2.1.2 (2019-01-08 19:40), 2.1.4 (2019-07-02 15:20), 2.1.5 (2020-03-23 13:10), 2.1.6 (2021-09-02 23:10), 2.1.7 (2021-11-14 17:20), 2.1.9 (2022-08-30 19:00), 2.2.0 (2023-06-19 18:50), 2.2.2 (2023-10-17 15:00), 2.2.3 (2024-01-09 12:10), 2.2.4 (2024-03-08 02:10), 2.2.6 (2024-10-08 15:20)
Other packages that cited copBasic R package
View copBasic citation profile
Other R packages that copBasic depends, imports, suggests or enhances
Complete documentation for copBasic
Functions, R codes and Examples using the copBasic R package
Some associated functions: AMHcop . CIRCcop . CLcop . COP . COPinv . COPinv2 . EMPIRcop . EMPIRcopdf . EMPIRgrid . EMPIRgridder . EMPIRgridder2 . EMPIRgridderinv . EMPIRgridderinv2 . EMPIRmed.regress . EMPIRmed.regress2 . EMPIRqua.regress . EMPIRqua.regress2 . EMPIRsim . EMPIRsimv . EuvCOP . EvuCOP . FGMcop . FRECHETcop . GHcop . GLcop . HRcop . JOcopB5 . LzCOPpermsym . M . M_N5p12b . N4212cop . ORDSUMcop . ORDSUWcop . P . PARETOcop . PLACKETTcop . PLACKETTpar . PLACKETTsim . PSP . RFcop . ReineckeWell266 . ReineckeWells . W . W_N5p12a . aicCOP . asCOP . bicCOP . bicoploc . bilmoms . blomCOP . blomCOPss . blomatrixCOP . breveCOP . coCOP . composite1COP . composite2COP . composite3COP . convex2COP . convexCOP . copBasic-package . copBasic.fitpara . densityCOP . densityCOPplot . derCOP . derCOP2 . derCOPinv . derCOPinv2 . diagCOP . diagCOPatf . duCOP . footCOP . gEVcop . giniCOP . glueCOP . gridCOP . hoefCOP . isCOP.LTD . isCOP.PQD . isCOP.RTI . isCOP.permsym . isCOP.radsym . isfuncCOP . joeskewCOP . joint.curvesCOP . joint.curvesCOP2 . jointCOP . kfuncCOP . kfuncCOPinv . kfuncCOPlmoms . kullCOP . lcomCOP . lcomCOPpv . lcomoms2.ABKGcop2parameter . lcomoms2.ABcop2parameter . level.curvesCOP . level.curvesCOP2 . level.setCOP . level.setCOP2 . med.regressCOP . med.regressCOP2 . mleCOP . prod2COP . psepolar . qua.regressCOP.draw . qua.regressCOP . qua.regressCOP2 . rhoCOP . rhobevCOP . rmseCOP . sectionCOP . semicorCOP . simCOP . simCOPmicro . simcomposite3COP . simcompositeCOP . spectralmeas . stabtaildepf . statTn . surCOP . surfuncCOP . tEVcop . tailconCOP . taildepCOP . tailordCOP . tauCOP . uvlmoms . vuongCOP . wolfCOP . 
Some associated R codes: AMHcop.R . CIRCcop.R . CLcop.R . COP.R . COPinv.R . COPinv2.R . EMPIRcop.R . EMPIRcopdf.R . EMPIRgrid.R . EMPIRgridder.R . EMPIRgridder2.R . EMPIRgridderinv.R . EMPIRgridderinv2.R . EMPIRmed.regress.R . EMPIRmed.regress2.R . EMPIRqua.regress.R . EMPIRqua.regress2.R . EMPIRsim.R . EMPIRsimv.R . EuvCOP.R . EvuCOP.R . FGMcop.R . FRECHETcop.R . GHcop.R . GLcop.R . HRcop.R . JOcop.R . LzCOPpermsym.R . M.R . M_N5p12b.R . N4212cop.R . ORDSUMcop.R . ORDSUWcop.R . P.R . PARETOcop.R . PLACKETTcop.R . PLACKETTpar.R . PLACKETTsim.R . PSP.R . RFcop.R . W.R . W_N5p12a.R . aicCOP.R . asCOP.R . bicCOP.R . bicoploc.R . bilmoms.R . blomCOP.R . blomCOPss.R . blomatrixCOP.R . breveCOP.R . coCOP.R . composite1COP.R . composite2COP.R . composite3COP.R . convex2COP.R . convexCOP.R . copBasic.fitpara.R . densityCOP.R . densityCOPplot.R . derCOP.R . derCOP2.R . derCOPinv.R . derCOPinv2.R . diagCOP.R . diagCOPatf.R . duCOP.R . footCOP.R . gEVcop.R . giniCOP.R . glueCOP.R . gridCOP.R . hoefCOP.R . isCOP.LTD.R . isCOP.PQD.R . isCOP.RTI.R . isCOP.permsym.R . isCOP.radsym.R . isfuncCOP.R . joeskewCOP.R . joint.curvesCOP.R . joint.curvesCOP2.R . jointCOP.R . kfuncCOP.R . kfuncCOPinv.R . kfuncCOPlmoms.R . kullCOP.R . lcomCOP.R . lcomCOPpv.R . lcomoms2.ABKGcop2parameter.R . lcomoms2.ABcop2parameter.R . level.curvesCOP.R . level.curvesCOP2.R . level.setCOP.R . level.setCOP2.R . med.regressCOP.R . med.regressCOP2.R . mleCOP.R . prod2COP.R . psepolar.R . qua.regressCOP.R . qua.regressCOP.draw.R . qua.regressCOP2.R . rhoCOP.R . rhobevCOP.R . rmseCOP.R . sectionCOP.R . semicorCOP.R . simCOP.R . simCOPmicro.R . simcomposite3COP.R . simcompositeCOP.R . spectralmeas.R . stabtaildepf.R . statTn.R . surCOP.R . surfuncCOP.R . tEVcop.R . tailconCOP.R . taildepCOP.R . tailordCOP.R . tauCOP.R . uvlmoms.R . vuongCOP.R . wolfCOP.R .  Full copBasic package functions and examples
Downloads during the last 30 days
03/1703/1803/1903/2003/2103/2203/2303/2403/2503/2603/2703/2803/2903/3003/3104/0104/0204/0304/0404/0504/0604/0704/0804/0904/1004/1104/1204/1304/14Downloads for copBasic5101520253035404550556065TrendBars

Today's Hot Picks in Authors and Packages

apache.sedona  
R Interface for Apache Sedona
R interface for 'Apache Sedona' based on 'sparklyr' (). ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
hkclustering  
Ensemble Clustering using K Means and Hierarchical Clustering
Implements an ensemble algorithm for clustering combining a k-means and a hierarchical clustering ap ...
Download / Learn more Package Citations See dependency  
MM4LMM  
Inference of Linear Mixed Models Through MM Algorithm
The main function MMEst() performs (Restricted) Maximum Likelihood in a variance component mixed mod ...
Download / Learn more Package Citations See dependency  
datadictionary  
Create a Data Dictionary
Creates a data dictionary from any dataframe or tibble in your R environment. You can opt to add va ...
Download / Learn more Package Citations See dependency  
MultiKink  
Estimation and Inference for Multi-Kink Quantile Regression
Estimation and inference for multiple kink quantile regression for longitudinal data and the i.i.d d ...
Download / Learn more Package Citations See dependency  

24,012

R Packages

207,311

Dependencies

64,993

Author Associations

24,013

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA