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", "2.2.11")



Attach the package and use:
library("copBasic")
Maintained by
William Asquith
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2011-02-19
Latest Update: 2025-06-27
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 2.2.11, https://cran.r-project.org/web/packages/copBasic. Accessed 14 Mar. 2026.
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), 2.2.7 (2025-01-25 16:20), 2.2.8 (2025-06-28 00:00), 2.2.9 (2025-09-29 10:50)
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

Today's Hot Picks in Authors and Packages

BeviMed  
Bayesian Evaluation of Variant Involvement in Mendelian Disease
A fast integrative genetic association test for rare diseases based on a model for disease status gi ...
Download / Learn more Package Citations See dependency  
modelROC  
Model Based ROC Analysis
The ROC curve method is one of the most important and commonly usedmethods for model accuracy assess ...
Download / Learn more Package Citations See dependency  
IMmailgun  
Send Emails using 'Mailgun'
Send emails using the 'mailgun' api. To use this package you will need an account from ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
POV  
Partition of Variation Variance Component Analysis Method
An implementation of the Partition Of variation (POV) method as developed by Dr. Thomas A Little ...
Download / Learn more Package Citations See dependency  

26,293

R Packages

225,784

Dependencies

70,526

Author Associations

26,294

Publication Badges

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