Package: acopula 0.9.4
Tomas Bacigal
acopula: Modelling Dependence with Multivariate Archimax (or any User-Defined Continuous) Copulas
Archimax copulas are mixture of Archimedean and EV copulas. The package provides definitions of several parametric families of generator and dependence function, computes CDF and PDF, estimates parameters, tests for goodness of fit, generates random sample and checks copula properties for custom constructs. In 2-dimensional case explicit formulas for density are used, contrary to higher dimensions when all derivatives are linearly approximated. Several non-archimax families (normal, FGM, Plackett) are provided as well.
Authors:
acopula_0.9.4.tar.gz
acopula_0.9.4.tar.gz(r-4.5-noble)acopula_0.9.4.tar.gz(r-4.4-noble)
acopula_0.9.4.tgz(r-4.4-emscripten)acopula_0.9.4.tgz(r-4.3-emscripten)
acopula.pdf |acopula.html✨
acopula/json (API)
NEWS
| # Install 'acopula' in R: |
| install.packages('acopula', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 1 years agofrom:d27123f956. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 06 2024 |
| R-4.5-linux | OK | Dec 06 2024 |
Exports:cCopulacopFGMcopGumbelcopNormalcopPlackettcopProductcopuladCopuladep1depCCdepfundepGalambosdepGCCdepGumbeldepHuslerReissdepMaxdepTawneCopulaeCopulaArchimaxeCopulaGenericgCopulagCopulaEmpiricalgenAMHgenClaytongeneratorgenFrankgenGumbelgenJoegenLogisCopulaldepPartition3DnderivenintegratepCopulapCopulaEmpiricalpParetoprint.eCopulaArchimaxprint.eCopulaGenericprint.gCopulaprint.isCopulaqCopulaqParetorCopularCopulaArchimax2Dvpartition
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Modelling dependence with multivariate Archimax (or any user-defined continuous) copulas. | acopula-package acopula |
| Generic copulae definitions | copFGM copGumbel copNormal copPlackett copProduct copula |
| Dependence function of Extreme-Value copula | dep1 depCC depfun depGalambos depGCC depGumbel depHuslerReiss depMax depTawn ldepPartition3D |
| Generator of Archimedean copula | genAMH genClayton generator genFrank genGumbel genJoe genLog |
| Numerical derivative | nderive |
| Numerical integration | nintegrate |
| Vector partitioning | vpartition |
| Archimax and generic copula distribution functions | cCopula dCopula eCopula eCopulaArchimax eCopulaGeneric gCopula gCopulaEmpirical isCopula pCopula pCopulaEmpirical print.eCopulaArchimax print.eCopulaGeneric print.gCopula print.isCopula qCopula rCopula rCopulaArchimax2D |
| 4-parametric univariate Pareto distribution | pPareto qPareto |