Other packages > Find by keyword >

copula  

Multivariate Dependence with Copulas
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("copula", "1.1-4")



Attach the package and use:
library("copula")
Maintained by
Martin Maechler
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2005-07-26
Latest Update: 2023-12-07
Description:
Classes (S4) of commonly used elliptical, Archimedean, extreme-value and other copula families, as well as their rotations, mixtures and asymmetrizations. Nested Archimedean copulas, related tools and special functions. Methods for density, distribution, random number generation, bivariate dependence measures, Rosenblatt transform, Kendall distribution function, perspective and contour plots. Fitting of copula models with potentially partly fixed parameters, including standard errors. Serial independence tests, copula specification tests (independence, exchangeability, radial symmetry, extreme-value dependence, goodness-of-fit) and model selection based on cross-validation. Empirical copula, smoothed versions, and non-parametric estimators of the Pickands dependence function.
How to cite:
Martin Maechler (2005). copula: Multivariate Dependence with Copulas. R package version 1.1-4, https://cran.r-project.org/web/packages/copula. Accessed 22 Dec. 2024.
Previous versions and publish date:
0.2-1 (2005-07-26 10:33), 0.2-3 (2005-09-19 09:54), 0.3-1 (2006-02-20 11:20), 0.3-4 (2006-03-10 09:51), 0.3-5 (2006-03-13 10:15), 0.3-6 (2006-04-06 17:27), 0.3-7 (2006-04-26 09:56), 0.3-8 (2006-05-16 09:33), 0.3-9 (2006-10-10 11:10), 0.3-10 (2007-02-11 13:41), 0.4-1 (2007-05-20 22:47), 0.5-3 (2007-06-07 11:21), 0.5-7 (2007-09-03 09:55), 0.5-8 (2007-10-16 20:38), 0.6-1 (2007-12-12 12:43), 0.6-6 (2008-01-22 14:17), 0.7-5 (2008-08-31 13:01), 0.7-6 (2008-09-21 21:48), 0.8-0 (2008-11-18 18:56), 0.8-3 (2009-01-23 09:18), 0.8-7 (2009-06-10 10:29), 0.8-8 (2009-07-18 17:40), 0.8-9 (2009-07-24 08:06), 0.8-10 (2009-07-30 14:52), 0.8-12 (2009-10-08 14:41), 0.9-2 (2010-02-12 09:00), 0.9-3 (2010-03-16 18:06), 0.9-4 (2010-04-27 21:09), 0.9-5 (2010-04-29 08:51), 0.9-6 (2010-05-10 16:37), 0.9-7 (2010-05-28 08:56), 0.9-9 (2011-12-02 17:22), 0.99-0 (2012-03-30 17:10), 0.99-1 (2012-04-11 10:16), 0.99-2 (2012-05-30 08:11), 0.99-4 (2012-07-03 20:00), 0.999-0 (2012-07-30 19:25), 0.999-1 (2012-08-13 16:31), 0.999-2 (2012-10-25 12:28), 0.999-3 (2012-10-27 08:55), 0.999-4 (2012-11-16 08:57), 0.999-5 (2012-12-03 15:37), 0.999-6 (2013-05-14 10:07), 0.999-7 (2013-05-21 14:59), 0.999-8 (2014-02-04 16:12), 0.999-9 (2014-05-05 17:37), 0.999-10 (2014-06-19 09:30), 0.999-11 (2014-09-05 17:54), 0.999-12 (2014-10-02 16:00), 0.999-13 (2015-03-05 22:13), 0.999-14 (2015-10-26 17:07), 0.999-15 (2016-09-24 18:49), 0.999-16 (2017-01-09 15:17), 0.999-17 (2017-06-18 15:21), 0.999-18 (2017-09-01 13:33), 0.999-19.1 (2019-04-22 08:56), 0.999-19 (2018-12-21 15:50), 0.999-20 (2020-02-06 07:20), 1.0-0 (2020-05-29 14:40), 1.0-1 (2020-12-12 16:30), 1.1-0 (2022-06-15 11:20), 1.1-1 (2022-11-17 20:10), 1.1-2 (2023-01-25 10:50), 1.1-3 (2023-12-07 18:10)
Other packages that cited copula R package
View copula citation profile
Other R packages that copula depends, imports, suggests or enhances
Complete documentation for copula
Functions, R codes and Examples using the copula R package
Some associated functions: An . Bernoulli . Copula . K . Mvdc . RSpobs . SMI.12 . Sibuya . Stirling . absdpsiMC . acR . acopula-class . allComp . archmCopula-class . archmCopula . assocMeasures . asymCopula-class . asymCopula . beta.Blomqvist . cCopula . cloud2-methods . coeffG . contour-methods . contourplot2-methods . copFamilies . copula-class . copula-internal . copula-package . corKendall . dDiag . describeCop . dnacopula . ellipCopula-class . ellipCopula . emde . emle . empCopula-class . empCopula . enacopula . estim-misc . evCopula-class . evCopula . evTestA . evTestC . evTestK . exchEVTest . exchTest . fgmCopula-class . fgmCopula . fhCopula-class . fhCopula . fitCopula-class . fitCopula . fitLambda . fitMvdc . fixedPar . gasoil . generator-methods . getAcop . getIniParam . getTheta . ggraph-tools . gnacopula . gofCopula . gofEVCopula . gofOtherTstat . gofTstat . htrafo . indepCopula-class . indepCopula . indepTest . initOpt . interval-class . interval . log1mexp . loss . margCopula . math-fun . matrix_tools . mixCopula-class . mixCopula . moCopula-class . moCopula . multIndepTest . multSerialIndepTest . mvdc-class . nacPairthetas . nacTiming . nacopula-class . nesdepth . onacopula . opower . pairs2 . pairsCond . pairsRosenblatt . persp-methods . plackettCopula-class . plackettCopula . plot-methods . pnacopula . pobs . polylog . polynEval . printNacopula . prob . qqplot2 . rF01FrankJoe . rFFrankJoe . radSymTest . rdj . retstable . rlog . rnacModel . rnacopula . rnchild . rotCopula . rstable1 . safeUroot . serialIndepTest . setTheta . show-methods . splom2-methods . tauAMH . uranium . varianceReduction . wireframe2-methods . xvCopula . 
Some associated R codes: AllClass.R . AllGeneric.R . An.R . Auxiliaries.R . Classes.R . Copula.R . K.R . acR.R . amhCopula.R . amhExpr.R . archmCopula.R . asymCopula.R . aux-acopula.R . cCopula.R . claytonCopula.R . claytonExpr.R . cop_objects.R . dC-dc.R . ellipCopula.R . empCopula.R . empPsi.R . estimation.R . evCopula.R . evTests.R . exchTests.R . fgmCopula.R . fhCopula.R . fitCopula.R . fitLambda.R . fitMvdc.R . fixedPar.R . frankCopula.R . frankExpr.R . galambosCopula.R . galambosExpr-math.R . galambosExpr.R . ggraph-tools.R . gofCopula.R . gofEVTests.R . gofTrafos.R . graphics.R . gumbelCopula.R . gumbelExpr.R . huslerReissCopula.R . huslerReissExpr.R . indepCopula.R . indepTests.R . joeCopula.R . logseries.R . lowfhCopula.R . margCopula.R . matrix_tools.R . mixCopula.R . moCopula.R . mvdc.R . nacopula.R . normalCopula.R . obs.R . opower.R . pairsRosenblatt.R . plackettCopula.R . plackettExpr.R . prob.R . rotCopula.R . rstable1.R . safeUroot.R . schlatherCopula.R . special-func.R . stable.R . tCopula.R . tawnCopula.R . tawnExpr.R . tevCopula.R . timing.R . upfhCopula.R . varianceReduction.R . wrapper.R . xvCopula.R . zzz.R .  Full copula package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

elect  
Estimation of Life Expectancies Using Multi-State Models
Functions to compute state-specific and marginal life expectancies. The computation is based on a fi ...
Download / Learn more Package Citations See dependency  
wordspace  
Distributional Semantic Models in R
An interactive laboratory for research on distributional semantic models ('DSM', see < ...
Download / Learn more Package Citations See dependency  
tropAlgebra  
Tropical Algebraic Functions
It includes functions like tropical addition, tropical multiplication for vectors and matrices. In t ...
Download / Learn more Package Citations See dependency  
composits  
Compositional, Multivariate and Univariate Time Series Outlier Ensemble
A compositional multivariate and univariate time series outlier ensemble.It uses the four R packages ...
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  
dmlalg  
Double Machine Learning Algorithms
Implementation of double machine learning (DML) algorithms in R, based on Emmenegger and Buehlmann ...
Download / Learn more Package Citations See dependency  

23,394

R Packages

201,798

Dependencies

63,416

Author Associations

23,395

Publication Badges

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