High Performance Algorithms for Vine Copula Modeling


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Documentation for package ‘rvinecopulib’ version 0.1.0.1.1

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rvinecopulib-package High Performance Algorithms for Vine Copula Modeling
bicop Bivariate copula models
bicop_dist Bivariate copula models
bicop_distributions Bivariate copula distributions
bicop_predict_and_fitted Predictions and fitted values for a bivariate copula model
check_rvine_matrix R-vine matrices
contour.bicop Plotting tools for 'bicop_dist' and 'bicop' objects
contour.bicop_dist Plotting tools for 'bicop_dist' and 'bicop' objects
contour.vinecop Plotting 'vinecop_dist' and 'vinecop' objects.
contour.vinecop_dist Plotting 'vinecop_dist' and 'vinecop' objects.
dbicop Bivariate copula distributions
dbicop_dist Bivariate copula distributions
dvinecop Vine copula distributions
dvinecop_dist Vine copula distributions
fitted.bicop Predictions and fitted values for a bivariate copula model
fitted.vinecop Predictions and fitted values for a vine copula model
hbicop Bivariate copula distributions
hbicop_dist Bivariate copula distributions
par_to_tau Conversion between Kendall's tau and parameters
pbicop Bivariate copula distributions
pbicop_dist Bivariate copula distributions
plot.bicop Plotting tools for 'bicop_dist' and 'bicop' objects
plot.bicop_dist Plotting tools for 'bicop_dist' and 'bicop' objects
plot.vinecop Plotting 'vinecop_dist' and 'vinecop' objects.
plot.vinecop_dist Plotting 'vinecop_dist' and 'vinecop' objects.
predict.bicop Predictions and fitted values for a bivariate copula model
predict.vinecop Predictions and fitted values for a vine copula model
pvinecop Vine copula distributions
pvinecop_dist Vine copula distributions
rbicop Bivariate copula distributions
rbicop_dist Bivariate copula distributions
rvinecop Vine copula distributions
rvinecopulib High Performance Algorithms for Vine Copula Modeling
rvinecop_dist Vine copula distributions
tau_to_par Conversion between Kendall's tau and parameters
vinecop Vine copula models
vinecop_dist Vine copula models
vinecop_distributions Vine copula distributions
vinecop_predict_and_fitted Predictions and fitted values for a vine copula model