Reference manual

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install.packages("copula")

1.0-1 by Martin Maechler, a year ago


http://copula.r-forge.r-project.org/


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. NeŇ°lehov√° [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, PAsso, PortRisk, WINS, bivgeom, cascsim, cds, copulaedas, cylcop, depcoeff, drought, flood, gamCopula, gnn, good, mobirep, multinma, mvnormalTest, nvmix, pgee.mixed, qad, qrng, sgee, surrosurv, survivalMPLdc, svars, tailDepFun, zipfextR.

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

Suggested by LMMstar, SimDesign, copBasic, docopulae, intcensROC, kyotil, npcp, qrmtools, rlcv, robustrank, simsalapar, simsem, univariateML, wdm, zenplots.


See at CRAN