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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", "1.1-5")



Attach the package and use:
library("copula")
Maintained by
Martin Maechler
[Scholar Profile | Author Map]
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 1.1-5, https://cran.r-project.org/web/packages/copula. Accessed 13 Apr. 2025.
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), 1.1-4 (2024-08-17 06:40), 1.1-5 (2025-02-09 23:40)
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
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