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
good: Good Regression (Version 1.0.2)	2021
qad: Quantification of Asymmetric Dependence (Version 1.0.4)	2018
qch: Query Composite Hypotheses (Version 2.0.0)	2021
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 1.2.2)	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
VecDep: Measuring Copula-Based Dependence Between Random Vectors (Version 0.1.3)	0
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
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 2024.11-01)	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
qrmtools: Tools for Quantitative Risk Management (Version 0.0-17)	2015
qrng: (Randomized) Quasi-Random Number Generators (Version 0.0-10)	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

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