{ "_id": "6a2492d74b233be198385e75", "Package": "copBasic", "Title": "General Bivariate Copula Theory and Many Utility Functions", "Version": "2.2.15", "Date": "2026-07-01", "Authors@R": "person(given = \"William\",\nfamily = \"Asquith\",\nrole = c(\"aut\", \"cre\"),\nemail = \"william.asquith@ttu.edu\",\ncomment = c(ORCID = \"0000-0002-7400-1861\"))", "Description": "Extensive functions for bivariate copula (bicopula)\ncomputations and related operations for bicopula theory. The\nlower, upper, product, and select other bicopula are\nimplemented along with operations including the diagonal,\nsurvival copula, dual of a copula, co-copula, and numerical\nbicopula density. Level sets, horizontal and vertical sections\nare supported. Numerical derivatives and inverses of a bicopula\nare provided through which simulation is implemented. Bicopula\ncomposition, convex combination, asymmetry extension, and\nproducts also are provided. Support extends to the Kendall\nFunction as well as the Lmoments thereof. Kendall Tau, Spearman\nRho and Footrule, Gini Gamma, Blomqvist Beta, Hoeffding Phi,\nSchweizer- Wolff Sigma, tail dependency, tail order, skewness,\nand bivariate Lmoments are implemented, and positive/negative\nquadrant dependency, left (right) increasing (decreasing) are\navailable. Other features include Kullback-Leibler Divergence,\nVuong Procedure, spectral measure, and Lcomoments for fit and\ninference, Lcomoment ratio diagrams, maximum likelihood, and\nAIC, BIC, and RMSE for goodness-of-fit.", "Maintainer": "William Asquith ", "License": "GPL-2", "NeedsCompilation": "no", "Repository": "https://wasquith.r-universe.dev", "Date/Publication": "2026-06-06 14:55:02 UTC", "RemoteUrl": "https://github.com/wasquith/copbasic", "RemoteRef": "HEAD", "RemoteSha": "3d274bedae1a4ded6a098ab3b711751b269d4e59", "Packaged": { "Date": "2026-06-06 15:17:23 UTC", "User": "root" }, "Author": "William Asquith [aut, cre] (ORCID:\n)", "MD5sum": "08334b69ea0074d9ebd843095c3a1c51", "_user": "wasquith", "_type": "src", "_file": "copBasic_2.2.15.tar.gz", "_fileid": "1cd895b47c35d0f29a3617fdaa6849ad449c13f5e2938fd12bab2505c3dd14da", "_filesize": 4319057, "_sha256": "1cd895b47c35d0f29a3617fdaa6849ad449c13f5e2938fd12bab2505c3dd14da", "_created": "2026-06-06T15:17:23.000Z", "_published": "2026-06-06T21:36:23.021Z", "_distro": "noble", "_jobs": [ { "job": 79909431204, "time": 129, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7455532422" }, { "job": 79909431377, "time": 140, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7455533923" }, { "job": 79909431251, "time": 99, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7455529343" }, { "job": 79909431331, "time": 128, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7455532553" }, { "job": 79909431171, "time": 171, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7455518198" }, { "job": 79909431283, "time": 114, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7455531058" }, { "job": 79909431241, "time": 140, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7455533788" }, { "job": 79909431160, "time": 125, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7458123520" }, { "job": 79909431252, "time": 125, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7455532085" } ], "_buildurl": "https://github.com/r-universe/wasquith/actions/runs/27065966303", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/wasquith/copbasic", "_commit": { "id": "3d274bedae1a4ded6a098ab3b711751b269d4e59", "author": "wasquith <33225874+wasquith@users.noreply.github.com>", "committer": "wasquith <33225874+wasquith@users.noreply.github.com>", "message": "update\n", "time": 1780757702 }, "_maintainer": { "name": "William Asquith", "email": "william.asquith@ttu.edu", "login": "wasquith", "description": "I am a \"computational statistician\" via academic backgrounds in Civil Engineering and Geosciences.", "uuid": 33225874, "orcid": "0000-0002-7400-1861" }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 4.0.0", "role": "Depends" }, { "package": "lmomco", "role": "Imports" }, { "package": "mvtnorm", "role": "Imports" }, { "package": "randtoolbox", "role": "Imports" }, { "package": "copula", "role": "Suggests" } ], "_owner": "wasquith", "_selfowned": true, "_usedby": 3, "_updates": [ { "week": "2025-25", "n": 5 }, { "week": "2025-32", "n": 5 }, { "week": "2025-33", "n": 26 }, { "week": "2025-34", "n": 7 }, { "week": "2025-35", "n": 19 }, { "week": "2025-36", "n": 26 }, { "week": "2025-37", "n": 12 }, { "week": "2025-39", "n": 9 }, { "week": "2025-41", "n": 4 }, { "week": "2025-42", "n": 1 }, { "week": "2025-43", "n": 1 }, { "week": "2025-44", "n": 2 }, { "week": "2026-11", "n": 2 }, { "week": "2026-12", "n": 5 }, { "week": "2026-13", "n": 8 }, { "week": "2026-16", "n": 15 }, { "week": "2026-17", "n": 8 }, { "week": "2026-18", "n": 17 }, { "week": "2026-19", "n": 13 }, { "week": "2026-20", "n": 34 }, { "week": "2026-21", "n": 19 }, { "week": "2026-22", "n": 2 }, { "week": "2026-23", "n": 9 } ], "_tags": [], "_stars": 0, "_contributors": [ { "user": "wasquith", "count": 795, "uuid": 33225874 } ], "_userbio": { "uuid": 33225874, "type": "user", "name": "William Asquith", "description": "I am a \"computational statistician\" via academic backgrounds in Civil Engineering and Geosciences." }, "_downloads": { "count": 747, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/copBasic" }, "_devurl": "https://github.com/wasquith/copbasic", "_searchresults": 136, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/copBasic.html", "extra/NEWS.html", "extra/NEWS.txt", "manual.pdf" ], "_homeurl": "https://github.com/wasquith/copbasic", "_realowner": "wasquith", "_cranurl": true, "_releases": [ { "version": "1.4", "date": "2011-02-19" }, { "version": "1.4.2", "date": "2011-08-06" }, { "version": "1.5.0", "date": "2011-09-01" }, { "version": "1.5.1", "date": "2011-12-06" }, { "version": "1.5.2", "date": "2012-07-30" }, { "version": "1.5.4", "date": "2013-05-10" }, { "version": "1.6.0", "date": "2014-09-26" }, { "version": "1.7.0", "date": "2015-01-03" }, { "version": "1.7.1", "date": "2015-01-30" }, { "version": "2.0.1", "date": "2015-08-31" }, { "version": "2.0.4", "date": "2016-06-03" }, { "version": "2.0.5", "date": "2017-02-25" }, { "version": "2.0.6", "date": "2017-11-20" }, { "version": "2.0.7", "date": "2018-03-08" }, { "version": "2.1.0", "date": "2018-05-07" }, { "version": "2.1.1", "date": "2018-12-03" }, { "version": "2.1.2", "date": "2019-01-08" }, { "version": "2.1.4", "date": "2019-07-02" }, { "version": "2.1.5", "date": "2020-03-23" }, { "version": "2.1.6", "date": "2021-09-02" }, { "version": "2.1.7", "date": "2021-11-14" }, { "version": "2.1.9", "date": "2022-08-30" }, { "version": "2.2.0", "date": "2023-06-19" }, { "version": "2.2.2", "date": "2023-10-17" }, { "version": "2.2.3", "date": "2024-01-09" }, { "version": "2.2.4", "date": "2024-03-08" }, { "version": "2.2.6", "date": "2024-10-08" }, { "version": "2.2.7", "date": "2025-01-25" }, { "version": "2.2.8", "date": "2025-06-27" }, { "version": "2.2.9", "date": "2025-09-29" }, { "version": "2.2.11", "date": "2025-11-03" }, { "version": "2.2.14", "date": "2026-05-22" } ], "_exports": [ "aicCOP", "AMHcop", "asCOP", "bicCOP", "bicoploc", "bilmoms", "blomatrixCOPdec", "blomatrixCOPiqr", "blomCOP", "blomCOPss", "breveCOP", "CIRCcop", "CLcop", "coCOP", "composite1COP", "composite2COP", "composite3COP", "concordCOP", "convex2COP", "convexCOP", "COP", "copBasic.fitpara.beta", "COPinv", "COPinv2", "densityCOP", "densityCOPplot", "derCOP", "derCOP2", "derCOPinv", "derCOPinv2", "diagCOP", "diagCOPatf", "diagCOPinv", "duCOP", "EMPIRcop", "EMPIRcopdf", "EMPIRgrid", "EMPIRgrid_fast", "EMPIRgrid_lkup", "EMPIRgridder", "EMPIRgridder2", "EMPIRgridderinv", "EMPIRgridderinv2", "EMPIRmed.regress", "EMPIRmed.regress2", "EMPIRqua.regress", "EMPIRqua.regress2", "EMPIRsim", "EMPIRsimv", "EuvCOP", "EvuCOP", "FGMcop", "FGMicop", "footCOP", "FRcop", "FRECHETcop", "gEVcop", "GHcop", "giniCOP", "GLcop", "GLEVcop", "GLPMcop", "glueCOP", "gridCOP", "HAIRPINcop", "hoefCOP", "HRcop", "isCOP.LTD", "isCOP.permsym", "isCOP.PQD", "isCOP.radsym", "isCOP.RTI", "isfuncCOP", "JOcopB5", "JOcopBB4", "joeskewCOP", "joint.curvesCOP", "joint.curvesCOP2", "jointCOP", "JOMAcop", "kfuncCOP", "kfuncCOP_Pd", "kfuncCOPinv", "kfuncCOPlmom", "kfuncCOPlmoms", "khoudraji1COP", "khoudraji2COP", "khoudrajiPCOP", "kmeasCOP", "kullCOP", "kullCOPint", "lcomCOP", "lcomCOPpv", "lcomoms2.ABcop2parameter", "lcomoms2.ABKGcop2parameter", "level.curvesCOP", "level.curvesCOP2", "level.setCOP", "level.setCOP2", "LMRuvCOP", "LMRvuCOP", "LpCOP", "LpCOPpermsym", "LpCOPradsym", "LzCOPpermsym", "M", "M_N5p12b", "med.regressCOP", "med.regressCOP2", "mleCOP", "MOcop", "N4212cop", "N4220cop", "NORMcop", "nuskewCOP", "nustarCOP", "ORDSUMcop", "ORDSUWcop", "P", "PAcop", "PARETOcop", "PLACKETTcop", "PLACKETTpar", "PLACKETTsim", "PLcop", "PLpar", "prod2COP", "psepolar", "PSP", "qua.regressCOP", "qua.regressCOP.draw", "qua.regressCOP2", "RAYcop", "rCOP", "RFcop", "rhobevCOP", "rhoCOP", "rmseCOP", "rN4220cop", "sectionCOP", "semicorCOP", "simcomposite3COP", "simcompositeCOP", "simCOP", "simCOPmicro", "simCOPv", "spectralmeas", "stabtaildepf", "statTn", "surCOP", "surfuncCOP", "tailconCOP", "taildepCOP", "tailordCOP", "tauCOP", "Tcop", "tEVcop", "uvlmoms", "uvskew", "vuongCOP", "W", "W_N5p12a", "wolfCOP", "wolfCOPsamc", "wolfCOPtest" ], "_datasets": [ { "name": "ReineckeWell266", "title": "Porosity and Permeability Data for Well-266 of the Reinecke Oil Field, Horseshoe Atoll, Texas", "object": "ReineckeWell266", "file": "ReineckeWell266.RData", "class": [ "data.frame" ], "fields": [ "WELLNO", "DEPTH", "FRACDOLOMITE", "Kmax", "POROSITY", "DOLOMITE" ], "rows": 235, "table": true, "tojson": true }, { "name": "ReineckeWells", "title": "Porosity and Permeability Data for the Reinecke Oil Field, Horseshoe Atoll, Texas", "object": "ReineckeWells", "file": "ReineckeWells.RData", "class": [ "data.frame" ], "fields": [ "DOLOMITE", "Kmax", "K90", "Kvert", "POROSITY" ], "rows": 1271, "table": true, "tojson": true }, { "name": "wolfCOPtest_data_smlsam", "title": "Small Sample Components for Schweizer-Wolff Sigma Test", "object": "wolfCOPtest_data_smlsam", "file": "wolfCOPtest_data_smlsam.RData", "class": [ "data.frame" ], "fields": [ "n", "probs", "wolfemp" ], "rows": 14268, "table": true, "tojson": true } ], "_help": [ { "page": "copBasic-package", "title": "Basic Theoretical Copula, Empirical Copula, and Various Utility Functions", "concept": [ "copula theory" ], "topics": [ "copBasic-package" ] }, { "page": "aicCOP", "title": "Akaike Information Criterion between a Fitted Coupla and an Empirical Copula", "topics": [ "aicCOP" ] }, { "page": "AMHcop", "title": "The Ali-Mikhail-Haq Copula", "concept": [ "Ali-Mikhail-Haq copula" ], "topics": [ "AMHcop" ] }, { "page": "asCOP", "title": "Wrapper on a User-Level Formula to Become a Copula Function", "topics": [ "asCOP" ] }, { "page": "bicCOP", "title": "Bayesian Information Criterion between a Fitted Coupla and an Empirical Copula", "topics": [ "bicCOP" ] }, { "page": "bicoploc", "title": "Analog to Line of Organic Correlation by Copula Diagonal", "concept": [ "organic correlation", "reduced major axis" ], "topics": [ "bicoploc" ] }, { "page": "bilmoms", "title": "Bivariate L-moments and L-comoments of a Copula", "concept": [ "bivariate L-correlation", "bivariate L-skew", "bivariate L-kurtosis", "copula L-comoments", "copula L-correlation", "copula L-coskew", "copula L-cokurtosis", "Lcomoments" ], "topics": [ "bilmoms" ] }, { "page": "blomatrixCOP", "title": "A Matrix of Blomqvist-like Betas of a Copula", "topics": [ "blomatrixCOP", "blomatrixCOPdec", "blomatrixCOPiqr" ] }, { "page": "blomCOP", "title": "The Blomqvist Beta of a Copula", "concept": [ "medial correlation" ], "topics": [ "blomCOP" ] }, { "page": "blomCOPss", "title": "Blomqvist (Schmid-Schmidt) Betas of a Copula", "topics": [ "blomCOPss" ] }, { "page": "breveCOP", "title": "Add Asymmetry to a Copula", "topics": [ "breveCOP" ] }, { "page": "CIRCcop", "title": "Copula of Circular Uniform Distribution", "topics": [ "CIRCcop" ] }, { "page": "CLcop", "title": "The Clayton Copula", "concept": [ "Clayton copula" ], "topics": [ "CLcop" ] }, { "page": "coCOP", "title": "The Co-Copula Function", "topics": [ "coCOP" ] }, { "page": "composite1COP", "title": "Composition of a Single Symmetric Copula with Two Compositing Parameters (Khoudraji Device with Pi Independence)", "topics": [ "composite1COP", "khoudraji1COP", "khoudrajiPCOP" ] }, { "page": "composite2COP", "title": "Composition of Two Copulas with Two Compositing Parameters (Khoudraji Device)", "topics": [ "composite2COP", "khoudraji2COP" ] }, { "page": "composite3COP", "title": "(Extended) Composition of Two Copulas with Four Compositing Parameters", "topics": [ "composite3COP" ] }, { "page": "convex2COP", "title": "Convex Combination of Two Copulas", "topics": [ "convex2COP" ] }, { "page": "convexCOP", "title": "Convex Combination of an Arbitrary Number of Copulas", "topics": [ "convexCOP" ] }, { "page": "COP", "title": "The Copula", "topics": [ "COP" ] }, { "page": "copBasic.fitpara", "title": "A Single or Multi-Parameter Optimization Engine (Beta Version)", "topics": [ "copBasic.fitpara.beta" ] }, { "page": "COPinv", "title": "The Inverse of a Copula for V with respect to U", "topics": [ "COPinv" ] }, { "page": "COPinv2", "title": "The Inverse of a Copula for U with respect to V", "topics": [ "COPinv2" ] }, { "page": "densityCOP", "title": "Density of a Copula", "topics": [ "densityCOP" ] }, { "page": "densityCOPplot", "title": "Contour Density Plot of a Copula", "topics": [ "densityCOPplot" ] }, { "page": "derCOP", "title": "Numerical Derivative of a Copula for V with respect to U", "topics": [ "derCOP" ] }, { "page": "derCOP2", "title": "Numerical Derivative of a Copula for U with respect to V", "topics": [ "derCOP2" ] }, { "page": "derCOPinv", "title": "Numerical Derivative Inverse of a Copula for V with respect to U", "topics": [ "derCOPinv" ] }, { "page": "derCOPinv2", "title": "Numerical Derivative Inverse of a Copula for U with respect to V", "topics": [ "derCOPinv2" ] }, { "page": "diagCOP", "title": "The Diagonals of a Copula", "topics": [ "diagCOP" ] }, { "page": "diagCOPatf", "title": "Numerical Rooting the Diagonal of a Copula", "concept": [ "diagonal inversion" ], "topics": [ "diagCOPatf", "diagCOPinv" ] }, { "page": "duCOP", "title": "The Dual of a Copula Function", "concept": [ "exclusive or", "mutually exclusive or", "mutually exclusive or condition" ], "topics": [ "duCOP" ] }, { "page": "EMPIRcop", "title": "The Bivariate Empirical Copula", "concept": [ "Bernstein copula", "Bernstein empirical copula", "Hazen copula", "Hazen empirical copula", "Weibull copula", "Weibull empirical copula" ], "topics": [ "EMPIRcop" ] }, { "page": "EMPIRcopdf", "title": "Data Frame Representation of the Bivariate Empirical Copula", "topics": [ "EMPIRcopdf" ] }, { "page": "EMPIRgrid", "title": "Grid of the Bivariate Empirical Copula", "topics": [ "EMPIRgrid" ] }, { "page": "EMPIRgrid_fast", "title": "Fast Grid of the Bivariate Empirical Copula", "concept": [ "Bernstein copula", "Bernstein empirical copula" ], "topics": [ "EMPIRgrid_fast" ] }, { "page": "EMPIRgrid_lkup", "title": "Empirical Copula by Bilinear Interpolation of Gridded Bivariate Empirical Copula", "topics": [ "EMPIRgrid_lkup" ] }, { "page": "EMPIRgridder", "title": "Derivatives of the Grid of the Bivariate Empirical Copula for V with respect to U", "topics": [ "EMPIRgridder" ] }, { "page": "EMPIRgridder2", "title": "Derivatives of the Grid of the Bivariate Empirical Copula for U with respect to V", "topics": [ "EMPIRgridder2" ] }, { "page": "EMPIRgridderinv", "title": "Derivative Inverses of the Grid of the Bivariate Empirical Copula for V with respect to U", "topics": [ "EMPIRgridderinv" ] }, { "page": "EMPIRgridderinv2", "title": "Derivative Inverses of the Grid of the Bivariate Empirical Copula for U with respect to V", "topics": [ "EMPIRgridderinv2" ] }, { "page": "EMPIRmed.regress", "title": "Median Regression of the Grid of the Bivariate Empirical Copula for V with respect to U", "topics": [ "EMPIRmed.regress" ] }, { "page": "EMPIRmed.regress2", "title": "Median Regression of the Grid of the Bivariate Empirical Copula for U with respect to V", "topics": [ "EMPIRmed.regress2" ] }, { "page": "EMPIRqua.regress", "title": "Quantile Regression of the Grid of the Bivariate Empirical Copula for V with respect to U", "topics": [ "EMPIRqua.regress" ] }, { "page": "EMPIRqua.regress2", "title": "Quantile Regression of the Grid of the Bivariate Empirical Copula for U with respect to V", "topics": [ "EMPIRqua.regress2" ] }, { "page": "EMPIRsim", "title": "Simulate a Bivariate Empirical Copula", "topics": [ "EMPIRsim" ] }, { "page": "EMPIRsimv", "title": "Simulate a Bivariate Empirical Copula For a Fixed Value of U", "topics": [ "EMPIRsimv" ] }, { "page": "EuvCOP", "title": "Expected value of U given V", "concept": [ "expectation" ], "topics": [ "EuvCOP" ] }, { "page": "EvuCOP", "title": "Expected value of V given U", "concept": [ "expectation" ], "topics": [ "EvuCOP" ] }, { "page": "FGMcop", "title": "The Generalized Farlie-Gumbel-Morgenstern Copula", "concept": [ "Farlie-Gumbel-Morgenstern copula", "generalized Farlie-Gumbel-Morgenstern copula", "iterated Farlie-Gumbel-Morgenstern copula" ], "topics": [ "FGMcop", "FGMicop" ] }, { "page": "footCOP", "title": "The Spearman Footrule of a Copula", "concept": [ "Footrule" ], "topics": [ "footCOP" ] }, { "page": "FRcop", "title": "The Frank Copula", "concept": [ "Frank copula", "comprehensive copula", "C-vine", "C-vines" ], "topics": [ "FRcop" ] }, { "page": "FRECHETcop", "title": "The Fréchet Family Copula", "concept": [ "comprehensive copula", "Linear Spearman copula", "Linear Spearman" ], "topics": [ "FRECHETcop" ] }, { "page": "gEVcop", "title": "The Gaussian-based (Extreme Value) Copula", "concept": [ "g-EV copula" ], "topics": [ "gEVcop" ] }, { "page": "GHcop", "title": "The Gumbel-Hougaard Extreme Value Copula", "concept": [ "asymmetric Gumbel--Hougaard copula", "asymmetric Gumbel-Hougaard copula", "symmetric Gumbel--Hougaard copula", "symmetric Gumbel-Hougaard copula", "symmetric Gumbel copula", "asymmetric Gumbel copula", "asymmetric logistic copula", "Gumbel-Hougaard extreme value copula", "Gumbel--Hougaard extreme value copula" ], "topics": [ "GHcop" ] }, { "page": "giniCOP", "title": "The Gini Gamma of a Copula", "topics": [ "giniCOP" ] }, { "page": "GLcop", "title": "The Galambos Extreme Value Copula (with Gamma Power Mixture [Joe/BB4] and Lower Extreme Value Limit)", "concept": [ "Galambos extreme value copula", "Joe/BB4 copula" ], "topics": [ "GLcop", "GLEVcop", "GLPMcop", "JOcopBB4" ] }, { "page": "glueCOP", "title": "Gluing Two Copulas", "topics": [ "glueCOP" ] }, { "page": "gridCOP", "title": "Compute a Copula on a Grid", "topics": [ "gridCOP" ] }, { "page": "HAIRPINcop", "title": "The Hairpin Copula", "topics": [ "HAIRPINcop" ] }, { "page": "hoefCOP", "title": "The Hoeffding Phi of a Copula or Lp Distances (Independence, Radial Asymmetry, or Reflection Symmetry Forms)", "concept": [ "Hoeffding Phi", "Hoeffding Phi-Square" ], "topics": [ "hoefCOP", "LpCOP", "LpCOPpermsym", "LpCOPradsym" ] }, { "page": "HRcop", "title": "The Hüsler-Reiss Extreme Value Copula", "concept": [ "Husler--Reiss extreme value copula", "Husler-Reiss extreme value copula", "Husler-Reiss copula", "Husler--Reiss copula" ], "topics": [ "HRcop" ] }, { "page": "isCOP.LTD", "title": "Is a Copula Left-Tail Decreasing", "topics": [ "isCOP.LTD" ] }, { "page": "isCOP.permsym", "title": "Is a Copula Permutation Symmetric", "topics": [ "isCOP.permsym" ] }, { "page": "isCOP.PQD", "title": "The Positively Quadrant Dependency State of a Copula", "topics": [ "isCOP.PQD" ] }, { "page": "isCOP.radsym", "title": "Is a Copula Radially Symmetric", "topics": [ "isCOP.radsym" ] }, { "page": "isCOP.RTI", "title": "Is a Copula Right-Tail Increasing", "topics": [ "isCOP.RTI" ] }, { "page": "isfuncCOP", "title": "Is a General Bivariate Function a Copula by Gridded Search?", "topics": [ "isfuncCOP" ] }, { "page": "JOcopB5", "title": "The Joe/B5 Copula (B5)", "concept": [ "Joe/B5 copula" ], "topics": [ "JOcopB5" ] }, { "page": "joeskewCOP", "title": "Joe's Nu-Skew and the copBasic Nu-Star of a Copula", "concept": [ "copula skew" ], "topics": [ "joeskewCOP", "nuskewCOP", "nustarCOP" ] }, { "page": "joint.curvesCOP", "title": "Compute Coordinates of the Marginal Probabilities given joint AND or OR Probabilities", "topics": [ "joint.curvesCOP" ] }, { "page": "joint.curvesCOP2", "title": "Compute Coordinates of the Marginal Probabilities given joint AND or OR Probability", "topics": [ "joint.curvesCOP2" ] }, { "page": "jointCOP", "title": "Compute Equal Marginal Probabilities Given a Single Joint AND or OR Probability for a Copula", "topics": [ "jointCOP" ] }, { "page": "JOMAcop", "title": "The Joe-Ma Copula", "concept": [ "comprehensive copula" ], "topics": [ "JOMAcop" ] }, { "page": "kfuncCOP", "title": "The Kendall (Distribution) Function of a Copula", "concept": [ "Kendall distribution function", "Kendall function", "Kendall measure", "decomposition of Kendall Tau" ], "topics": [ "kfuncCOP", "kmeasCOP" ] }, { "page": "kfuncCOP_Pd", "title": "The Kendall (Distribution) Function of d-Dimensional Independence Copula", "topics": [ "kfuncCOP_Pd" ] }, { "page": "kfuncCOPinv", "title": "The Inverse Kendall Function of a Copula", "topics": [ "kfuncCOPinv" ] }, { "page": "kfuncCOPlmoms", "title": "The L-moments of the Kendall Function of a Copula", "concept": [ "Kendall Function Lmoments", "Kendall Function L-moments", "Lmoments", "Kendall Function L-moment ratio diagram", "Kendall Function L-moment diagram", "Kendall Function Lmoment ratio diagram", "Kendall Function Lmoment diagram", "cumulative distribution" ], "topics": [ "kfuncCOPlmom", "kfuncCOPlmoms" ] }, { "page": "kullCOP", "title": "Kullback-Leibler Divergence, Jeffrey Divergence, and Kullback-Leibler Sample Size", "concept": [ "Kullback--Leibler Divergence", "Kullback--Leibler sample size", "Kullback-Leibler Divergence", "Kullback-Leibler sample size", "Jeffery Divergence", "Jeffery's Divergence", "copula divergence", "relative entropy", "I-divergence" ], "topics": [ "kullCOP", "kullCOPint" ] }, { "page": "lcomCOP", "title": "L-comoments and Bivariate L-moments of a Copula", "concept": [ "bivariate L-correlation", "bivariate L-skew", "bivariate L-kurtosis", "copula L-comoments", "copula L-correlation", "copula L-coskew", "copula L-cokurtosis", "Lcomoments" ], "topics": [ "lcomCOP" ] }, { "page": "lcomCOPpv", "title": "Simulating the Sample Distribution(s) of L-correlation, L-coskew, and L-cokurtosis for a Copula", "topics": [ "lcomCOPpv" ] }, { "page": "LCOMDIA_GH2cop", "title": "L-comoment Ratio Diagrams for 2-Parameter Gumbel-Hougaard Extreme Value Copula", "topics": [ "LCOMDIA_GH2cop" ] }, { "page": "LCOMDIA_GH3cop", "title": "L-comoment Ratio Diagrams for 3-Parameter Gumbel-Hougaard Extreme Value Copula", "topics": [ "LCOMDIA_GH3cop" ] }, { "page": "LCOMDIA_ManyCops", "title": "L-comoment Ratio Diagrams for Many Copulas", "topics": [ "LCOMDIA_ManyCops" ] }, { "page": "lcomoms2.ABcop2parameter", "title": "Convert L-comoments to Parameters of Alpha-Beta Compositions of Two One-Parameter Copulas", "topics": [ "lcomoms2.ABcop2parameter" ] }, { "page": "lcomoms2.ABKGcop2parameter", "title": "Convert L-comoments to Parameters of Alpha-Beta-Kappa-Gamma Compositions of Two One-Parameter Copulas", "topics": [ "lcomoms2.ABKGcop2parameter" ] }, { "page": "level.curvesCOP", "title": "Compute and Plot Level Curves of a Copula V with respect to U", "concept": [ "level curves", "level curve", "level sets", "level set", "level contours", "level contour" ], "topics": [ "level.curvesCOP" ] }, { "page": "level.curvesCOP2", "title": "Compute and Plot Level Curves of a Copula U with respect to V", "concept": [ "level curves", "level curve", "level sets", "level set", "level contours", "level contour" ], "topics": [ "level.curvesCOP2" ] }, { "page": "level.setCOP", "title": "Compute a Level Set of a Copula V with respect to U", "concept": [ "level curves", "level curve", "level sets", "level set", "level contours", "level contour" ], "topics": [ "level.setCOP" ] }, { "page": "level.setCOP2", "title": "Compute a Level Set of a Copula U with respect to V", "concept": [ "level curves", "level curve", "level sets", "level set", "level contours", "level contour" ], "topics": [ "level.setCOP2" ] }, { "page": "LMRuvCOP", "title": "Conditional L-moments of the Distribution of U given V", "topics": [ "LMRuvCOP" ] }, { "page": "LMRvuCOP", "title": "Conditional L-moments of the Distribution of V given U", "topics": [ "LMRvuCOP" ] }, { "page": "LzCOPpermsym", "title": "Maximum Asymmetry Measure (or Vector) of a Copula by Exchangeability (Permutation Symmetry)", "topics": [ "LzCOPpermsym" ] }, { "page": "M", "title": "The Fréchet-Hoeffding Upper-Bound Copula", "concept": [ "Frechet upper-bound copula", "Frechet-Hoeffding upper-bound copula", "Frechet--Hoeffding upper-bound copula", "Frechet upper bounds", "Frechet-Hoeffding upper bounds", "Frechet--Hoeffding upper bounds" ], "topics": [ "M" ] }, { "page": "M_N5p12b", "title": "Shuffles of Upper-Bound Copula, Example 5.12b of Nelsen's Book", "concept": [ "Shuffle of Frechet upper-bound copula", "Shuffle of Frechet-Hoeffding upper-bound copula", "Shuffle of Frechet--Hoeffding upper-bound copula", "Shuffle of Frechet upper bounds", "Shuffle of Frechet-Hoeffding upper bounds", "Shuffle of Frechet--Hoeffding upper bounds" ], "topics": [ "M_N5p12b" ] }, { "page": "med.regressCOP", "title": "Perform Median Regression using a Copula by Numerical Derivative Method for V with respect to U", "concept": [ "quantile regression" ], "topics": [ "med.regressCOP" ] }, { "page": "med.regressCOP2", "title": "Perform Median Regression using a Copula by Numerical Derivative Method for U with respect to V", "concept": [ "quantile regression" ], "topics": [ "med.regressCOP2" ] }, { "page": "mleCOP", "title": "Maximum Pseudo-Log-Likelihood Estimation for Copula Parameter Estimation", "concept": [ "Vuong Procedure", "Akaike", "AIC", "BIC", "Vuong", "Kullback--Leibler", "Kullback-Leibler" ], "topics": [ "mleCOP" ] }, { "page": "MOcop", "title": "The Marshall-Olkin Copula", "concept": [ "Marshall--Olkin copula", "Marshall-Olkin copula", "Cuadras-Auge copula" ], "topics": [ "MOcop" ] }, { "page": "N4212cop", "title": "The Copula of Equation 4.2.12 of Nelsen's Book", "topics": [ "N4212cop" ] }, { "page": "N4220cop", "title": "The Copula of Equation 4.2.20 of Nelsen's Book", "topics": [ "N4220cop" ] }, { "page": "NORMcop", "title": "The Normal (Gaussian) Copula", "topics": [ "NORMcop" ] }, { "page": "ORDSUMcop", "title": "Ordinal Sums of M-Copula", "concept": [ "Ordinal Sums", "summands" ], "topics": [ "ORDSUMcop" ] }, { "page": "ORDSUWcop", "title": "Ordinal Sums of W-Copula", "concept": [ "Ordinal Sums", "summands" ], "topics": [ "ORDSUWcop" ] }, { "page": "P", "title": "The Product (Independence) Copula", "concept": [ "independence copula", "product copula" ], "topics": [ "P" ] }, { "page": "PARETOcop", "title": "The Pareto Copula", "topics": [ "PAcop", "PARETOcop" ] }, { "page": "PLACKETTcop", "title": "The Plackett Copula", "concept": [ "comprehensive copula" ], "topics": [ "PLACKETTcop", "PLcop" ] }, { "page": "PLACKETTpar", "title": "Estimate the Parameter of the Plackett Copula", "topics": [ "PLACKETTpar", "PLpar" ] }, { "page": "PLACKETTsim", "title": "Direct Simulation of a Plackett Copula", "topics": [ "PLACKETTsim" ] }, { "page": "prod2COP", "title": "The Product of Two Copulas", "concept": [ "copula multiplication", "copula product", "Markov Product", "Markov product", "Markov Process", "Markov process" ], "topics": [ "prod2COP" ] }, { "page": "psepolar", "title": "Pseudo-Polar Representation of Bivariate Data", "concept": [ "polar" ], "topics": [ "psepolar" ] }, { "page": "PSP", "title": "The Ratio of the Product Copula to Summation minus Product Copula", "topics": [ "PSP" ] }, { "page": "qua.regressCOP", "title": "Perform Quantile Regression using a Copula by Numerical Derivative Method for V with respect to U", "topics": [ "qua.regressCOP" ] }, { "page": "qua.regressCOP.draw", "title": "Draw Quantile Regressions using a Copula by Numerical Derivative Method for V with respect to U or U with respect to V", "topics": [ "qua.regressCOP.draw" ] }, { "page": "qua.regressCOP2", "title": "Perform Quantile Regression using a Copula by Numerical Derivative Method for U with respect to V", "topics": [ "qua.regressCOP2" ] }, { "page": "RAYcop", "title": "The Rayleigh Copula", "concept": [ "Rayleigh copula" ], "topics": [ "RAYcop" ] }, { "page": "ReineckeWell266", "title": "Porosity and Permeability Data for Well-266 of the Reinecke Oil Field, Horseshoe Atoll, Texas", "topics": [ "ReineckeWell266" ] }, { "page": "ReineckeWells", "title": "Porosity and Permeability Data for the Reinecke Oil Field, Horseshoe Atoll, Texas", "topics": [ "ReineckeWells" ] }, { "page": "RFcop", "title": "The Raftery Copula", "concept": [ "Raftery copula" ], "topics": [ "RFcop" ] }, { "page": "rhobevCOP", "title": "A Dependence Measure for a Bivariate Extreme Value Copula based on the Expectation of the Product of Negated Log-Transformed Random Variables U and V", "topics": [ "rhobevCOP" ] }, { "page": "rhoCOP", "title": "The Spearman Rho of a Copula", "topics": [ "rhoCOP" ] }, { "page": "rmseCOP", "title": "Root Mean Square Error between a Fitted Copula and an Empirical Copula", "topics": [ "rmseCOP" ] }, { "page": "rN4220cop", "title": "The (Reflected) Copula of Equation 4.2.20 of Nelsen's Book", "topics": [ "rN4220cop" ] }, { "page": "sectionCOP", "title": "The Sections or Derivative of the Sections of a Copula", "topics": [ "sectionCOP" ] }, { "page": "semicorCOP", "title": "Lower and Upper Semi-Correlations of a Copula", "concept": [ "semi-correlation" ], "topics": [ "semicorCOP" ] }, { "page": "simcomposite3COP", "title": "Compute the L-comoments of a Four-Value Composited Copula by Simulation", "topics": [ "simcomposite3COP" ] }, { "page": "simcompositeCOP", "title": "Compute the L-comoments of a Two-Value Composited Copula by Simulation", "topics": [ "simcomposite2COP", "simcompositeCOP" ] }, { "page": "simCOP", "title": "Simulate a Copula by Numerical Derivative Method", "concept": [ "conditional approach", "Rosenblatt transform" ], "topics": [ "rCOP", "simCOP" ] }, { "page": "simCOPmicro", "title": "Simulate V from U through a Copula by Numerical Derivative Method", "topics": [ "simCOPmicro", "simCOPv" ] }, { "page": "spectralmeas", "title": "Estimation of the Spectral Measure", "concept": [ "polar" ], "topics": [ "spectralmeas" ] }, { "page": "stabtaildepf", "title": "Estimation of the Stable Tail Dependence Function", "topics": [ "stabtaildepf" ] }, { "page": "statTn", "title": "The Tn Statistic of a Fitted Copula to an Empirical Copula", "topics": [ "statTn" ] }, { "page": "surCOP", "title": "The Survival Copula", "topics": [ "surCOP" ] }, { "page": "surfuncCOP", "title": "The Joint Survival Function", "topics": [ "surfuncCOP" ] }, { "page": "tailconCOP", "title": "The Tail Concentration Function of a Copula", "topics": [ "tailconCOP" ] }, { "page": "taildepCOP", "title": "The Lower- and Upper-Tail Dependency Parameters of a Copula", "topics": [ "taildepCOP" ] }, { "page": "tailordCOP", "title": "The Lower- and Upper-Tail Orders of a Copula", "topics": [ "tailordCOP" ] }, { "page": "tauCOP", "title": "The Kendall Tau and Concordance Function of a Copula", "topics": [ "concordCOP", "tauCOP" ] }, { "page": "Tcop", "title": "The t-Student Copula", "topics": [ "Tcop" ] }, { "page": "tEVcop", "title": "The t-EV (Extreme Value) Copula", "concept": [ "t-EV copula" ], "topics": [ "tEVcop" ] }, { "page": "uvlmoms", "title": "Bivariate Skewness after Joe (2014) or the Univariate L-moments of Combined U and V", "concept": [ "Lmoments" ], "topics": [ "uvlmoms", "uvskew" ] }, { "page": "vuongCOP", "title": "The Vuong Procedure for Parametric Copula Comparison", "concept": [ "Vuong Procedure", "Akaike", "AIC", "BIC", "Vuong", "Kullback--Leibler", "Kullback-Leibler", "L-comoment copula inference", "Lcomoment copula inference" ], "topics": [ "vuongCOP" ] }, { "page": "W", "title": "The Fréchet-Hoeffding Lower-Bound Copula", "concept": [ "Frechet lower-bound copula", "Frechet-Hoeffding lower-bound copula", "Frechet--Hoeffding lower-bound copula", "Frechet lower bound", "Frechet-Hoeffding lower-bound", "Frechet--Hoeffding lower-bound", "Kendall distribution function", "Kendall function", "Kendall measure" ], "topics": [ "W" ] }, { "page": "W_N5p12a", "title": "Ordinal Sums of Lower-Bound Copula, Example 5.12a of Nelsen's Book", "concept": [ "Shuffle of Frechet lower-bound copula", "Shuffle of Frechet-Hoeffding lower-bound copula", "Shuffle of Frechet--Hoeffding lower-bound copula", "Shuffle of Frechet lower bound", "Shuffle of Frechet-Hoeffding lower-bound", "Shuffle of Frechet--Hoeffding lower-bound" ], "topics": [ "W_N5p12a" ] }, { "page": "wolfCOP", "title": "Schweizer and Wolff Sigma of a Copula", "topics": [ "wolfCOP" ] }, { "page": "wolfCOPsamc", "title": "Monte Carlo Integration of Schweizer-Wolff Sigma", "topics": [ "wolfCOPsamc" ] }, { "page": "wolfCOPtest", "title": "Empirically Created Schweizer and Wolff Sigma Test Against an Independence Copula", "concept": [ "Hypothesis test for Schweizer and Wolff Sigma" ], "topics": [ "wolfCOPtest" ] }, { "page": "wolfCOPtest_data_smlsam", "title": "Small Sample Components for Schweizer-Wolff Sigma Test", "topics": [ "wolfCOPtest_data_smlsam" ] } ], "_rundeps": [ "goftest", "lmomco", "Lmoments", "MASS", "mvtnorm", "randtoolbox", "Rcpp", "RcppArmadillo", "rngWELL" ], "_score": 5.449509253827135, "_indexed": true, "_nocasepkg": "copbasic", "_universes": [ "wasquith" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "2.2.15", "date": "2026-06-06T15:19:34.000Z", "distro": "noble", "commit": "3d274bedae1a4ded6a098ab3b711751b269d4e59", "fileid": "d3de1b9bb8e7e98ad37669fa27c026207bdbeb1b92d8c642c3246383f4d4625e", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/wasquith/actions/runs/27065966303" }, { "r": "4.6.0", "os": "linux", "version": "2.2.15", "date": "2026-06-06T15:19:44.000Z", "distro": "noble", "commit": "3d274bedae1a4ded6a098ab3b711751b269d4e59", "fileid": "c8d8ef888a9646c99c627922f397f0b6f1f47419538c73c2c55089d3933742cf", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/wasquith/actions/runs/27065966303" }, { "r": "4.5.3", "os": "mac", "version": "2.2.15", "date": "2026-06-06T15:19:20.000Z", "commit": "3d274bedae1a4ded6a098ab3b711751b269d4e59", "fileid": "f5662fc47c2b7f34442f6f20aee44020fc59ac717abf5a351031972a20bff3d4", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/wasquith/actions/runs/27065966303" }, { "r": "4.6.0", "os": "mac", "version": "2.2.15", "date": "2026-06-06T15:19:43.000Z", "commit": "3d274bedae1a4ded6a098ab3b711751b269d4e59", "fileid": "cd1f5f25135bceec842a1050bafaec680d3082dae66d8ec88f9703d14d03e366", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/wasquith/actions/runs/27065966303" }, { "r": "4.6.0", "os": "wasm", "version": "2.2.15", "date": "2026-06-06T15:20:00.000Z", "commit": "3d274bedae1a4ded6a098ab3b711751b269d4e59", "fileid": "53eda1df80ba18ce864368454f50696c7253d0a0124603e734c80c7f87d9832b", "status": "success", "buildurl": "https://github.com/r-universe/wasquith/actions/runs/27065966303" }, { "r": "4.7.0", "os": "win", "version": "2.2.15", "date": "2026-06-06T15:19:25.000Z", "commit": "3d274bedae1a4ded6a098ab3b711751b269d4e59", "fileid": "b72e90841f0e62d779c9828506d874acd9e9231fe3ffa76d64a49de82b6c71f7", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/wasquith/actions/runs/27065966303" }, { "r": "4.5.3", "os": "win", "version": "2.2.15", "date": "2026-06-06T21:35:03.000Z", "commit": "3d274bedae1a4ded6a098ab3b711751b269d4e59", "fileid": "32d307bd8d8d9bde1b5fde55ccbe81d872aed048a62ce4bd02a339db1a6c81e2", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/wasquith/actions/runs/27065966303" }, { "r": "4.6.0", "os": "win", "version": "2.2.15", "date": "2026-06-06T15:19:13.000Z", "commit": "3d274bedae1a4ded6a098ab3b711751b269d4e59", "fileid": "3841fdf39bc5e8ba695aee547b191e937bca2c44ffbc6323fba33b8c98aac5e6", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/wasquith/actions/runs/27065966303" } ] }