Package: copBasic 2.2.4

copBasic: General Bivariate Copula Theory and Many Utility Functions

Extensive functions for bivariate copula (bicopula) computations and related operations for bicopula theory. The lower, upper, product, and select other bicopula are implemented along with operations including the diagonal, survival copula, dual of a copula, co-copula, and numerical bicopula density. Level sets, horizontal and vertical sections are supported. Numerical derivatives and inverses of a bicopula are provided through which simulation is implemented. Bicopula composition, convex combination, asymmetry extension, and products also are provided. Support extends to the Kendall Function as well as the Lmoments thereof. Kendall Tau, Spearman Rho and Footrule, Gini Gamma, Blomqvist Beta, Hoeffding Phi, Schweizer- Wolff Sigma, tail dependency, tail order, skewness, and bivariate Lmoments are implemented, and positive/negative quadrant dependency, left (right) increasing (decreasing) are available. Other features include Kullback-Leibler Divergence, Vuong Procedure, spectral measure, and Lcomoments for inference, maximum likelihood, and AIC, BIC, and RMSE for goodness-of-fit.

Authors:William Asquith

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NEWS

# Install 'copBasic' in R:

install.packages('copBasic', repos = c('https://wasquith.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/wasquith/copbasic/issues

Datasets:

ReineckeWell266 - Porosity and Permeability Data for Well-266 of the Reinecke Oil Field, Horseshoe Atoll, Texas
ReineckeWells - Porosity and Permeability Data for the Reinecke Oil Field, Horseshoe Atoll, Texas

On CRAN:

147 exports 2.49 score 8 dependencies 5 dependents 1 mentions 137 scripts 737 downloads

Last updated 4 months agofrom:4f5c5acba1. Checks:OK: 7. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Sep 12 2024
R-4.5-win	OK	Sep 12 2024
R-4.5-linux	OK	Sep 12 2024
R-4.4-win	OK	Sep 12 2024
R-4.4-mac	OK	Sep 12 2024
R-4.3-win	OK	Sep 12 2024
R-4.3-mac	OK	Sep 12 2024

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 EMPIRgridder EMPIRgridder2 EMPIRgridderinv EMPIRgridderinv2 EMPIRmed.regress EMPIRmed.regress2 EMPIRqua.regress EMPIRqua.regress2 EMPIRsim EMPIRsimv EuvCOP EvuCOP FGMcop FGMicop footCOP FRECHETcop gEVcop GHcop giniCOP GLcop GLEVcop GLPMcop glueCOP gridCOP hoefCOP HRcop isCOP.LTD isCOP.permsym isCOP.PQD isCOP.radsym isCOP.RTI isfuncCOP JOcopB5 JOcopBB4 joeskewCOP joint.curvesCOP joint.curvesCOP2 jointCOP kfuncCOP kfuncCOPinv kfuncCOPlmom kfuncCOPlmoms kmeasCOP kullCOP kullCOPint lcomCOP lcomCOPpv lcomoms2.ABcop2parameter lcomoms2.ABKGcop2parameter level.curvesCOP level.curvesCOP2 level.setCOP level.setCOP2 LpCOP LpCOPpermsym LpCOPradsym LzCOPpermsym M M_N5p12b med.regressCOP med.regressCOP2 mleCOP N4212cop 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 sectionCOP semicorCOP simcomposite3COP simcompositeCOP simCOP simCOPmicro simCOPv spectralmeas stabtaildepf statTn surCOP surfuncCOP tailconCOP taildepCOP tailordCOP tauCOP tEVcop uvlmoms uvskew vuongCOP W W_N5p12a wolfCOP

Dependencies:goftest lmomco Lmoments MASS randtoolbox Rcpp RcppArmadillo rngWELL

Help page	Topics
Basic Theoretical Copula, Empirical Copula, and Various Utility Functions	copBasic-package
Akaike Information Criterion between a Fitted Coupla and an Empirical Copula	aicCOP
The Ali-Mikhail-Haq Copula	AMHcop
Wrapper on a User-Level Formula to Become a Copula Function	asCOP
Bayesian Information Criterion between a Fitted Coupla and an Empirical Copula	bicCOP
Analog to Line of Organic Correlation by Copula Diagonal	bicoploc
Bivariate L-moments and L-comoments of a Copula	bilmoms
A Matrix of Blomqvist-like Betas of a Copula	blomatrixCOP blomatrixCOPdec blomatrixCOPiqr
The Blomqvist Beta of a Copula	blomCOP
Blomqvist (Schmid-Schmidt) Betas of a Copula	blomCOPss
Add Asymmetry to a Copula	breveCOP
Copula of Circular Uniform Distribution	CIRCcop
The Clayton Copula	CLcop
The Co-Copula Function	coCOP
Composition of a Single Symmetric Copula with Two Compositing Parameters	composite1COP
Composition of Two Copulas with Two Compositing Parameters	composite2COP
(Extended) Composition of Two Copulas with Four Compositing Parameters	composite3COP
Convex Combination of Two Copulas	convex2COP
Convex Combination of an Arbitrary Number of Copulas	convexCOP
The Copula	COP
A Single or Multi-Parameter Optimization Engine (Beta Version)	copBasic.fitpara.beta
The Inverse of a Copula for V with respect to U	COPinv
The Inverse of a Copula for U with respect to V	COPinv2
Density of a Copula	densityCOP
Contour Density Plot of a Copula	densityCOPplot
Numerical Derivative of a Copula for V with respect to U	derCOP
Numerical Derivative of a Copula for U with respect to V	derCOP2
Numerical Derivative Inverse of a Copula for V with respect to U	derCOPinv
Numerical Derivative Inverse of a Copula for U with respect to V	derCOPinv2
The Diagonals of a Copula	diagCOP
Numerical Rooting the Diagonal of a Copula	diagCOPatf diagCOPinv
The Dual of a Copula Function	duCOP
The Bivariate Empirical Copula	EMPIRcop
Data Frame Representation of the Bivariate Empirical Copula	EMPIRcopdf
Grid of the Bivariate Empirical Copula	EMPIRgrid
Derivatives of the Grid of the Bivariate Empirical Copula for V with respect to U	EMPIRgridder
Derivatives of the Grid of the Bivariate Empirical Copula for U with respect to V	EMPIRgridder2
Derivative Inverses of the Grid of the Bivariate Empirical Copula for V with respect to U	EMPIRgridderinv
Derivative Inverses of the Grid of the Bivariate Empirical Copula for U with respect to V	EMPIRgridderinv2
Median Regression of the Grid of the Bivariate Empirical Copula for V with respect to U	EMPIRmed.regress
Median Regression of the Grid of the Bivariate Empirical Copula for U with respect to V	EMPIRmed.regress2
Quantile Regression of the Grid of the Bivariate Empirical Copula for V with respect to U	EMPIRqua.regress
Quantile Regression of the Grid of the Bivariate Empirical Copula for U with respect to V	EMPIRqua.regress2
Simulate a Bivariate Empirical Copula	EMPIRsim
Simulate a Bivariate Empirical Copula For a Fixed Value of U	EMPIRsimv
Expected value of U given V	EuvCOP
Expected value of V given U	EvuCOP
The Generalized Farlie-Gumbel-Morgenstern Copula	FGMcop FGMicop
The Spearman Footrule of a Copula	footCOP
The Fréchet Family Copula	FRECHETcop
The Gaussian-based (Extreme Value) Copula	gEVcop
The Gumbel-Hougaard Extreme Value Copula	GHcop
The Gini Gamma of a Copula	giniCOP
The Galambos Extreme Value Copula (with Gamma Power Mixture [Joe/BB4] and Lower Extreme Value Limit)	GLcop GLEVcop GLPMcop JOcopBB4
Gluing Two Copulas	glueCOP
Compute a Copula on a Grid	gridCOP
The Hoeffding Phi of a Copula or Lp Distances (Independence, Radial Asymmetry, or Reflection Symmetry Forms)	hoefCOP LpCOP LpCOPpermsym LpCOPradsym
The Hüsler-Reiss Extreme Value Copula	HRcop
Is a Copula Left-Tail Decreasing	isCOP.LTD
Is a Copula Permutation Symmetric	isCOP.permsym
The Positively Quadrant Dependency State of a Copula	isCOP.PQD
Is a Copula Radially Symmetric	isCOP.radsym
Is a Copula Right-Tail Increasing	isCOP.RTI
Is a General Bivariate Function a Copula by Gridded Search?	isfuncCOP
The Joe/B5 Copula (B5)	JOcopB5
Joe's Nu-Skew and the copBasic Nu-Star of a Copula	joeskewCOP nuskewCOP nustarCOP
Compute Coordinates of the Marginal Probabilities given joint AND or OR Probabilities	joint.curvesCOP
Compute Coordinates of the Marginal Probabilities given joint AND or OR Probability	joint.curvesCOP2
Compute Equal Marginal Probabilities Given a Single Joint AND or OR Probability for a Copula	jointCOP
The Kendall (Distribution) Function of a Copula	kfuncCOP kmeasCOP
The Inverse Kendall Function of a Copula	kfuncCOPinv
The L-moments of the Kendall Function of a Copula	kfuncCOPlmom kfuncCOPlmoms
Kullback-Leibler Divergence, Jeffrey Divergence, and Kullback-Leibler Sample Size	kullCOP kullCOPint
L-comoments and Bivariate L-moments of a Copula	lcomCOP
Simulating the Sample Distribution(s) of L-correlation, L-coskew, and L-cokurtosis for a Copula	lcomCOPpv
Convert L-comoments to Parameters of Alpha-Beta Compositions of Two One-Parameter Copulas	lcomoms2.ABcop2parameter
Convert L-comoments to Parameters of Alpha-Beta-Kappa-Gamma Compositions of Two One-Parameter Copulas	lcomoms2.ABKGcop2parameter
Compute and Plot Level Curves of a Copula V with respect to U	level.curvesCOP
Compute and Plot Level Curves of a Copula U with respect to V	level.curvesCOP2
Compute a Level Set of a Copula V with respect to U	level.setCOP
Compute a Level Set of a Copula U with respect to V	level.setCOP2
Maximum Asymmetry Measure (or Vector) of a Copula by Exchangability	LzCOPpermsym
The Fréchet-Hoeffding Upper-Bound Copula	M
Shuffles of Upper-Bound Copula, Example 5.12b of Nelsen's Book	M_N5p12b
Perform Median Regression using a Copula by Numerical Derivative Method for V with respect to U	med.regressCOP
Perform Median Regression using a Copula by Numerical Derivative Method for U with respect to V	med.regressCOP2
Maximum Pseudo-Log-Likelihood Estimation for Copula Parameter Estimation	mleCOP
The Copula of Equation 4.2.12 of Nelsen's Book	N4212cop
Ordinal Sums of M-Copula	ORDSUMcop
Ordinal Sums of W-Copula	ORDSUWcop
The Product (Independence) Copula	P
The Pareto Copula	PAcop PARETOcop
The Plackett Copula	PLACKETTcop PLcop
Estimate the Parameter of the Plackett Copula	PLACKETTpar PLpar
Direct Simulation of a Plackett Copula	PLACKETTsim
The Product of Two Copulas	prod2COP
Pseudo-Polar Representation of Bivariate Data	psepolar
The Ratio of the Product Copula to Summation minus Product Copula	PSP
Perform Quantile Regression using a Copula by Numerical Derivative Method for V with respect to U	qua.regressCOP
Draw Quantile Regressions using a Copula by Numerical Derivative Method for V with respect to U or U with respect to V	qua.regressCOP.draw
Perform Quantile Regression using a Copula by Numerical Derivative Method for U with respect to V	qua.regressCOP2
The Rayleigh Copula	RAYcop
Porosity and Permeability Data for Well-266 of the Reinecke Oil Field, Horseshoe Atoll, Texas	ReineckeWell266
Porosity and Permeability Data for the Reinecke Oil Field, Horseshoe Atoll, Texas	ReineckeWells
The Raftery Copula	RFcop
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	rhobevCOP
The Spearman Rho of a Copula	rhoCOP
Root Mean Square Error between a Fitted Copula and an Empirical Copula	rmseCOP
The Sections or Derivative of the Sections of a Copula	sectionCOP
Lower and Upper Semi-Correlations of a Copula	semicorCOP
Compute the L-comoments of a Four-Value Composited Copula by Simulation	simcomposite3COP
Compute the L-comoments of a Two-Value Composited Copula by Simulation	simcomposite2COP simcompositeCOP
Simulate a Copula by Numerical Derivative Method	rCOP simCOP
Simulate V from U through a Copula by Numerical Derivative Method	simCOPmicro simCOPv
Estimation of the Spectral Measure	spectralmeas
Estimation of the Stable Tail Dependence Function	stabtaildepf
The Tn Statistic of a Fitted Copula to an Empirical Copula	statTn
The Survival Copula	surCOP
The Joint Survival Function	surfuncCOP
The Tail Concentration Function of a Copula	tailconCOP
The Lower- and Upper-Tail Dependency Parameters of a Copula	taildepCOP
The Lower- and Upper-Tail Orders of a Copula	tailordCOP
The Kendall Tau and Concordance Function of a Copula	concordCOP tauCOP
The t-EV (Extreme Value) Copula	tEVcop
Bivariate Skewness after Joe (2014) or the Univariate L-moments of Combined U and V	uvlmoms uvskew
The Vuong Procedure for Parametric Copula Comparison	vuongCOP
The Fréchet-Hoeffding Lower-Bound Copula	W
Ordinal Sums of Lower-Bound Copula, Example 5.12a of Nelsen's Book	W_N5p12a
The Schweizer and Wolff Sigma of a Copula	wolfCOP

Package: copBasic 2.2.4

copBasic: General Bivariate Copula Theory and Many Utility Functions

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