R Development Page
Contributed R Packages
Below is a list of all packages provided by project Copulas modeling Multivariate-Dependence.
Important note for package binaries: R-Forge provides these binaries only for the most recent version of R, but not for older versions. In order to successfully install the packages provided on R-Forge, you have to switch to the most recent version of R or, alternatively, install from the package sources (.tar.gz).
Multivariate Dependence with Copulas
|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.|
|Version: 0.999-18 | Last change: 2017-06-26 09:48:15+02 | Rev.: 1664|
|Download: (.tar.gz) | (.zip) | Build status: Current | Stable Release: Get copula 0.999-17 from CRAN|
R install command:
Nested Archimedean Copulas
|An R package for working with nested Archimedean copulas. Specifically, providing procedures for computing function values and cube volumes, characteristics such as Kendalls tau and tail dependence coefficients, efficient sampling algorithms, various estimators, and goodness-of-fit tests. The package also contains related univariate distributions and special functions such as the Sibuya distribution, the polylogarithm, Stirling and Eulerian numbers.|
|Version: 0.8-1 | Last change: 2015-09-29 13:35:48+02 | Rev.: 1181|
|Download: (.tar.gz) | (.zip) | Build status: Current|
R install command:
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