Multivariate Dependence with FDG Copulas


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Documentation for package ‘FDGcopulas’ version 1.0

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FDGcopulas-package Deals with FDG copulas
corFDG Sample pairwise dependence coefficients
FDGcopula Construction of FDG copula class object
FDGcopula-class Class '"FDGcopula"'
fitFDG Estimation of FDG copulas
fitFDG-class Class '"fitFDG"'
ltdcFDG Lower tail dependence coefficient of FDG copulas
rFDG Simulation of FDG copula models
rhoFDG Spearman's rho of FDG copulas
tauFDG Kendall's tau of FDG copulas
utdcFDG Upper tail dependence coefficient of FDG copulas