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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", "2.2.4")



Attach the package and use:
library("copBasic")
Maintained by
William Asquith
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2011-08-06
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 2.2.4, https://cran.r-project.org/web/packages/copBasic
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)
Other packages that cited copBasic R package
View copBasic citation profile
Other R packages that copBasic depends, imports, suggests or enhances
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
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