Reference manual

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install.packages("copula")

1.1-4 by Martin Maechler, 3 months ago


https://copula.r-forge.r-project.org/, https://r-forge.r-project.org/projects/copula/, https://CRAN.r-project.org/package=copula


Report a bug at https://r-forge.r-project.org/tracker/?func=add&group_id=2140&atid=5417


Browse source code at https://github.com/cran/copula


Authors: Marius Hofert [aut] , Ivan Kojadinovic [aut] , Martin Maechler [aut, cre] , Jun Yan [aut] , Johanna G. Nešlehová [ctb] (evTestK() , , Rebecca Morger [ctb] (fitCopula.ml(): code for free mixCopula weight parameters)


Documentation:   PDF Manual  


GPL (>= 3) | file LICENCE license


Imports stats, graphics, methods, stats4, Matrix, lattice, colorspace, gsl, ADGofTest, stabledist, mvtnorm, pcaPP, pspline, numDeriv

Suggests MASS, KernSmooth, sfsmisc, scatterplot3d, Rmpfr, bbmle, knitr, rmarkdown, abind, crop, gridExtra, lcopula, mev, mvnormtest, parallel, partitions, polynom, qrng, randtoolbox, rugarch, Runuran, tseries, VGAM, VineCopula, zoo

Enhances nor1mix, copulaData

System requirements: pdfcrop (part of TexLive) is required to rebuild the vignettes.


Imported by BSL, ClustImpute, CompAREdesign, CopulaCenR, EFDR, ExtremalDep, ExtremeRisks, GJRM, Kcop, LMMstar, MCARtest, MLCOPULA, Omisc, PAsso, PPMiss, PortRisk, RCTrep, SemiPar.depCens, SubTS, TempStable, WINS, bivgeom, boinet, cascsim, cases, cds, copulaedas, cylcop, depcoeff, discnorm, drought, flood, gamCopula, gasmodel, gnn, multinma, mvnormalTest, nvmix, pbox, pgee.mixed, psBayesborrow, qad, qch, sgee, surrosurv, survivalMPLdc, svars, tailDepFun, zipfextR.

Depended on by COST, ClusterStability, CoClust, CoImp, CopCTS, HAC, HMMcopula, MixedIndTests, NCSCopula, RGENERATEPREC, VC2copula, censorcopula, gofCopula, lcopula, vfcp, vines.

Suggested by RDM, SimDesign, Surrogate, copBasic, docopulae, ffp, intcensROC, kyotil, nor1mix, npcp, qrmtools, qrng, rlcv, robustrank, rsurv, simcausal, simsalapar, simsem, univariateML, wdm, zenplots.

Enhanced by copulaData.


See at CRAN