Package: lcopula 1.0.8

lcopula: Liouville Copulas

Collections of functions allowing random number generations and estimation of 'Liouville' copulas, as described in Belzile and Neslehova (2017) <doi:10.1016/j.jmva.2017.05.008>.

Authors:Leo Belzile [aut, cre], Christian Genest [aut, ctb], Alexander J. McNeil [ctb], Johanna G. Neslehova [ctb]

lcopula_1.0.8.tar.gz
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lcopula_1.0.8.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
lcopula/json (API)
NEWS

# Install 'lcopula' in R:
install.packages('lcopula', repos = c('https://lbelzile.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/lbelzile/lcopula/issues

Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:
  • airquality - Daily air pollutant measures in Leeds
  • danube - Ranks of preprocessed monthly Danube river flow measurements
  • nutrient - Women daily nutrient intake

On CRAN:

Conda:

copulaextremescpp

3.44 score 1 stars 14 scripts 3.9k downloads 26 exports 13 dependencies

Last updated from:3cd1e95d48. Checks:11 NOTE, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64NOTE162
linux-devel-x86_64NOTE141
source / vignettesOK219
linux-release-arm64NOTE175
linux-release-x86_64NOTE166
macos-release-arm64NOTE93
macos-release-x86_64NOTE201
macos-oldrel-arm64NOTE98
macos-oldrel-x86_64NOTE199
windows-develNOTE165
windows-releaseNOTE130
windows-oldrelNOTE116
wasm-releaseOK113

Exports:dirspecdensdliouvdliouvmexpress_coef_claytonexpress_coef_gumbH_invhmvevdliouvisliouv_misliouvmK.plotliouv.iTauliouv.maximliouv.maxim.mmliouv.Taunegdirspecdenspickands.liouvpickands.plotpliouvpliouv.optpliouvmrarchirliouvsliouvsliouv_msliouvmtheta.bci

Dependencies:ADGofTestclustercolorspacecopulagsllatticeMatrixmvtnormnumDerivpcaPPpsplineRcppstabledist

Readme and manuals

Help Manual

Help pageTopics
Liouville Copulaslcopula-package lcopula
Spectral density of Coles and Tawn extreme value distribution.ctspecdens
Moment estimate for 'theta' derived from Kendall's tau.liouv.iTau_s
Computes Kendall's tau for Clayton or Gumbel Liouville copula.liouv.Tau_s
Pickands dependence function for the copula domain of attraction of Liouville survival copulas.pickands.dir.uni
Pickands dependence function for the copula domain of attraction of Liouville copulas.pickands.fun.uni
Old code for the copula likelihood function for Liouville copulas.pliouv.opt_old
Daily air pollutant measures in Leedsairquality
Ranks of preprocessed monthly Danube river flow measurementsdanube
Spectral density of scaled Dirichlet and negative Dirichlet extreme value distributionsdirspecdens
Spectral density of the CDA of survival copula and copula of Liouville vectorshmvevdliouv
Multiple marginal inverse survival function of Liouville vectorsisliouv_m
Kendall plotK.plot
Moment estimate for theta derived from Kendall's tau formulaliouv.iTau
Maximization of Liouville copula likelihood functionliouv.maxim liouv.maxim.mm
Computes Kendall's tau for Clayton or Gumbel Liouville copulaliouv.Tau
Liouville copulasdliouv Liouville pliouv rliouv
Liouville vectors marginal functionsdliouvm isliouvm Liouville_marginal pliouvm sliouvm
Spectral density of scaled negative Dirichlet extreme value distributionnegdirspecdens
Women daily nutrient intakenutrient
Pickands dependence function for the copula domain of attraction of Liouville survival copulaspickands.liouv
Plot Pickands dependence function for CDA of Liouville copulaspickands.plot
Internal code for the copula likelihood function of Liouville copulaspliouv.opt
Archimedean copula samplerrarchi
Joint survival function of Liouville vectorssliouv
Multiple marginal survival function for Liouville vectorssliouv_m
Parametric bootstrap confidence interval for the parameter 'theta' for Liouville copulatheta.bci