Package index • rvinecopulib

All functions

as.bicop(): Convert list to bicop object

as_rvine_structure() as_rvine_matrix(): Coerce various kind of objects to R-vine structures and matrices

bicop(): Fit and select bivariate copula models

bicop_dist(): Bivariate copula models

dbicop() pbicop() rbicop() hbicop(): Bivariate copula distributions

emp_cdf(): Corrected Empirical CDF

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

mBICV(): Modified vine copula Bayesian information criterion (mBICv)

pairs_copula_data(): Exploratory pairs plot for copula data

par_to_ktau() ktau_to_par(): Conversion between Kendall's tau and parameters

plot(<bicop_dist>) plot(<bicop>) contour(<bicop_dist>) contour(<bicop>): Plotting tools for bicop_dist and bicop objects

plot(<rvine_structure>) plot(<rvine_matrix>): Plotting R-vine structures

plot(<vinecop_dist>) plot(<vinecop>) contour(<vinecop_dist>) contour(<vinecop>): Plotting vinecop_dist and vinecop objects.

predict(<bicop_dist>) fitted(<bicop>): Predictions and fitted values for a bivariate copula model

predict(<vine>) fitted(<vine>): Predictions and fitted values for a vine copula model

predict(<vinecop>) fitted(<vinecop>): Predictions and fitted values for a vine copula model

pseudo_obs(): Pseudo-Observations

rosenblatt() inverse_rosenblatt(): (Inverse) Rosenblatt transform

rvine_structure() cvine_structure() dvine_structure() rvine_matrix(): R-vine structure

rvine_structure_sim() rvine_matrix_sim(): Simulate R-vine structures

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

truncate_model(): Truncate a vine copula model

vine() vine_dist(): Vine copula models

dvine() pvine() rvine(): Vine based distributions

vinecop(): Fitting vine copula models

vinecop_dist(): Vine copula models

dvinecop() pvinecop() rvinecop(): Vine copula distributions