copula: Multivariate Dependence with Copulas

Canonical link: https://rscholar.com/pkg/copula

Marius Hofert • Ivan Kojadinovic • Martin Maechler • Jun Yan • Johanna G. Nešlehová • View description and downloads View dependencies GitHub project

2005 Published

1.1-4 Version

0 Citations

5 Authors

Referenced by ⇅	Year
dsfa: Distributional Stochastic Frontier Analysis (Version 2.0.2)	2022
mobirep: Models Bivariate Dependence and Produces Bivariate Return Periods (Version 0.2.3)	2021
nCopula: Hierarchical Archimedean Copulas Constructed with Multivariate Compound Distributions (Version 0.1.1)	2018
gremes: Estimation of Tail Dependence in Graphical Models (Version 0.1.1)	2021
NonlinearRDD: Nonlinear Regression Discontinuity Design (Version 0.0.4)	2023
BSL: Bayesian Synthetic Likelihood (Version 3.2.5)	2018
COST: Copula-Based Semiparametric Models for Spatio-Temporal Data (Version 0.1.0)	2019
ClustImpute: K-Means Clustering with Build-in Missing Data Imputation (Version 0.2.4)	2019
ClusterStability: Assessment of Stability of Individual Objects or Clusters in Partitioning Solutions (Version 1.0.4)	2015
CoClust: Copula Based Cluster Analysis (Version 0.3-2)	2012
CoImp: Parametric and Non-Parametric Copula-Based Imputation Methods (Version 2.0.1)	2014
CompAREdesign: Statistical Functions for the Design of Studies with Composite Endpoints (Version 2.3.1)	2020
CopCTS: Copula-Based Semiparametric Analysis for Time Series Data with Detection Limits (Version 1.0.0)	2018
CopulaCenR: Copula-Based Regression Models for Multivariate Censored Data (Version 1.2.3)	2019
EFDR: Wavelet-Based Enhanced FDR for Detecting Signals from Complete or Incomplete Spatially Aggregated Data (Version 1.3)	2015
ExtremalDep: Extremal Dependence Models (Version 0.0.4-2)	2019
ExtremeRisks: Extreme Risk Measures (Version 0.0.4)	2020
GJRM: Generalised Joint Regression Modelling (Version 0.2-6.7)	2017
HAC: Estimation, Simulation and Visualization of Hierarchical Archimedean Copulae (HAC) (Version 1.1-1)	2011
HMMcopula: Markov Regime Switching Copula Models Estimation and Goodness-of-Fit (Version 1.1.0)	2018
Kcop: Smooth Test for Equality of Copulas and Clustering Multivariate (Version 1.0.0)	2022
LMMstar: Repeated Measurement Models for Discrete Times (Version 1.1.0)	2021
MCARtest: Optimal Nonparametric Testing of Missing Completely at Random (Version 1.2.1)	2022
MLCOPULA: Classification Models with Copula Functions (Version 1.0.1)	2024
MixedIndTests: Tests of Randomness and Tests of Independence (Version 1.2.0)	2021
NCSCopula: Non-Central Squared Copula Models Estimation (Version 1.0.1)	2019
Omisc: Univariate Bootstrapping and Other Things (Version 0.1.5)	2018
PAsso: Assessing the Partial Association Between Ordinal Variables (Version 0.1.10)	2020
PPMiss: Copula-Based Estimator for Long-Range Dependent Processes under Missing Data (Version 0.1.1)	2023
PortRisk: Portfolio Risk Analysis (Version 1.1.0)	2014
RCTrep: Validation of Estimates of Treatment Effects in Observational Data (Version 1.2.0)	2023
RDM: Quantify Dependence using Rearranged Dependence Measures (Version 0.1.1)	2023
RGENERATEPREC: Tools to Generate Daily-Precipitation Time Series (Version 1.2.9)	2015
SemiPar.depCens: Copula Based Cox Proportional Hazards Models for Dependent Censoring (Version 0.1.3)	2024
SimDesign: Structure for Organizing Monte Carlo Simulation Designs (Version 2.17.1)	2015
SubTS: Positive Tempered Stable Distributions and Related Subordinators (Version 1.0)	2023
Surrogate: Evaluation of Surrogate Endpoints in Clinical Trials (Version 3.3.0)	2014
TempStable: A Collection of Methods to Estimate Parameters of Different Tempered Stable Distributions (Version 0.2.2)	2023
VC2copula: Extend the 'copula' Package with Families and Models from 'VineCopula' (Version 0.1.5)	2019
WINS: The R WINS Package (Version 1.4.2)	2021
bivgeom: Roy's Bivariate Geometric Distribution (Version 1.0)	2018
boinet: Conduct Simulation Study of Bayesian Optimal Interval Design with BOIN-ET Family (Version 1.1.0)	2023
cascsim: Casualty Actuarial Society Individual Claim Simulator (Version 0.4)	2019
cases: Stratified Evaluation of Subgroup Classification Accuracy (Version 0.1.1)	2023
cds: Constrained Dual Scaling for Detecting Response Styles (Version 1.0.3)	2015
censorcopula: Estimate Parameter of Bivariate Copula (Version 2.0)	2016
copBasic: General Bivariate Copula Theory and Many Utility Functions (Version 2.2.6)	2011
copulaData: Data Sets for Copula Modeling (Version 0.0-2)	2017
copulaedas: Estimation of Distribution Algorithms Based on Copulas (Version 1.4.3)	2011
cylcop: Circular-Linear Copulas with Angular Symmetry for Movement Data (Version 0.2.0)	2021
depcoeff: Dependency Coefficients (Version 0.0.1)	2020
discnorm: Test for Discretized Normality in Ordinal Data (Version 0.2.1)	2020
docopulae: Optimal Designs for Copula Models (Version 0.4.0)	2015
drought: Statistical Modeling and Assessment of Drought (Version 1.2)	2020
ffp: Fully Flexible Probabilities for Stress Testing and Portfolio Construction (Version 0.2.2)	2021
flood: Statistical Methods for the (Regional) Analysis of Flood Frequency (Version 0.1.1)	2017
gamCopula: Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas (Version 0.0-7)	2017
gasmodel: Generalized Autoregressive Score Models (Version 0.6.0)	2022
gnn: Generative Neural Networks (Version 0.0-4)	2019
gofCopula: Goodness-of-Fit Tests for Copulae (Version 0.4-1)	2015
good: Good Regression (Version 1.0.2)	2021
intcensROC: AUC Estimation of Interval Censored Survival Data (Version 0.1.3)	2018
kyotil: Utility Functions for Statistical Analysis Report Generation and Monte Carlo Studies (Version 2024.7-31)	2013
lcopula: Liouville Copulas (Version 1.0.7)	2015
multinma: Bayesian Network Meta-Analysis of Individual and Aggregate Data (Version 0.7.2)	2020
mvnormalTest: Powerful Tests for Multivariate Normality (Version 1.0.0)	2020
nor1mix: Normal aka Gaussian 1-d Mixture Models (Version 1.3-3)	2003
npcp: Some Nonparametric CUSUM Tests for Change-Point Detection in Possibly Multivariate Observations (Version 0.2-6)	2014
nvmix: Multivariate Normal Variance Mixtures (Version 0.1-1)	2018
pbox: Exploring Multivariate Spaces with Probability Boxes (Version 0.1.8)	2024
pgee.mixed: Penalized Generalized Estimating Equations for Bivariate Mixed Outcomes (Version 0.1.0)	2016
psBayesborrow: Bayesian Information Borrowing with Propensity Score Matching (Version 1.1.0)	2024
qad: Quantification of Asymmetric Dependence (Version 1.0.4)	2018
qch: Query Composite Hypotheses (Version 2.0.0)	2021
qrng: (Randomized) Quasi-Random Number Generators (Version 0.0-10)	2015
qrmtools: Tools for Quantitative Risk Management (Version 0.0-17)	2015
rlcv: Robust Likelihood Cross Validation Bandwidth Selection (Version 1.0.0)	2022
robustrank: Robust Rank-Based Tests (Version 2024.1-28)	2016
rsurv: Random Generation of Survival Data (Version 0.0.2)	2024
sgee: Stagewise Generalized Estimating Equations (Version 0.6-0)	2016
simcausal: Simulating Longitudinal Data with Causal Inference Applications (Version 0.5.7)	2015
simsalapar: Tools for Simulation Studies in Parallel (Version 1.0-12)	2013
simsem: SIMulated Structural Equation Modeling (Version 0.5-16)	2012
surrosurv: Evaluation of Failure Time Surrogate Endpoints in Individual Patient Data Meta-Analyses (Version 1.1.26)	2016
survivalMPLdc: Penalised Likelihood for Survival Analysis with Dependent Censoring (Version 0.1.1)	2020
svars: Data-Driven Identification of SVAR Models (Version 1.3.11)	2017
tailDepFun: Minimum Distance Estimation of Tail Dependence Models (Version 1.0.1)	2016
univariateML: Maximum Likelihood Estimation for Univariate Densities (Version 1.1.1)	2019
vfcp: Computation of v Values for U and Copula C(U, v) (Version 1.4.0)	2017
vines: Multivariate Dependence Modeling with Vines (Version 1.1.5)	2011
wdm: Weighted Dependence Measures (Version 0.2.4)	2018
zenplots: Zigzag Expanded Navigation Plots (Version 1.0.6)	2016
zipfextR: Zipf Extended Distributions (Version 1.0.2)	2018

RPKG Scholar presents a tabulation of an author's contribution in the development of R packages stored in the Comprehensive R Archive Network (CRAN). Within this site, we consider package dependencies (suggests,imports,depends,enhances) as citations because we believe that using one's package to develop another is tantamount to citing the author of the package being imported, suggested or enhanced.