Package index • rvinecopulib

Full distributions and margins

vine() vine_dist(): Vine copula models
dvine() pvine() rvine(): Vine based distributions
predict(<vine>) fitted(<vine>): Predictions and fitted values for a vine copula model
as_margin(): Normalize an object to the fitted-margin protocol
margin_dist(): Create a fitted or fixed custom margin
stats_margin(): Create a fixed margin from a stats distribution
margin_family(): Define a custom margin family
kde1d_family(): Define a kde1d margin family
univariateML_family(): Define a univariateML margin family
dmargin() pmargin() qmargin() margin_info(): Fitted marginal distribution protocol
fit_margin(): Margin-family fitting protocol
zero_inflated(): Declare zero-inflated data

vinecop(): Fitting vine copula models
vinecop_dist(): Vine copula models
dvinecop() scores() hessian() pvinecop() rvinecop(): Vine copula distributions
predict(<vinecop>) fitted(<vinecop>): Predictions and fitted values for a vine copula model
rosenblatt() inverse_rosenblatt(): Rosenblatt and inverse Rosenblatt transforms
truncate_model(): Truncate a vine copula model
mBICV(): Modified vine copula Bayesian information criterion (mBICv)
vcov(<vinecop_dist>) vcov(<bicop_dist>) confint(<vinecop_dist>) confint(<bicop_dist>): Parameter uncertainty

bicop(): Fit and select bivariate copula models
bicop_dist(): Bivariate copula models
dbicop() pbicop() rbicop() scores(<bicop_dist>) hessian(<bicop_dist>) hbicop(): Bivariate copula distributions
tail_dep() blomqvist_beta(): Dependence measures of a bivariate copula
predict(<bicop_dist>) fitted(<bicop>): Predictions and fitted values for a bivariate copula model
plot(<bicop_dist>) plot(<bicop>) contour(<bicop_dist>) contour(<bicop>): Plotting tools for bicop_dist and bicop objects
par_to_ktau() ktau_to_par(): Conversion between Kendall's tau and parameters
as.bicop(): Convert list to bicop object

rvine_structure() cvine_structure() dvine_structure() rvine_matrix(): R-vine structure
as_rvine_structure() as_rvine_matrix(): Coerce various kind of objects to R-vine structures and matrices
rvine_structure_sim() rvine_matrix_sim(): Simulate R-vine structures
plot(<rvine_structure>) plot(<rvine_matrix>): Plotting R-vine structures
get_structure() get_pair_copula() get_parameters() get_ktau() get_family() get_all_pair_copulas() get_all_parameters() get_all_ktaus() get_all_families(): Extracts components of bicop_dist and vinecop_dist objects

pseudo_obs(): Pseudo-Observations
emp_cdf(): Corrected Empirical CDF
pairs_copula_data(): Exploratory pairs plot for copula data
plot(<vinecop_dist>) plot(<vinecop>) contour(<vinecop_dist>) contour(<vinecop>): Plotting vinecop_dist and vinecop objects.

rvinecopulib-package rvinecopulib: High Performance Algorithms for Vine Copula Modeling