Package: copula
Version: 0.9-9
Date: 2011-12-01
Title: Multivariate dependence with copulas
Author: Jun Yan <jun.yan@uconn.edu> and Ivan Kojadinovic
        <ivan.kojadinovic@univ-pau.fr>
Maintainer: Ivan Kojadinovic <ivan.kojadinovic@univ-pau.fr>
Depends: R (>= 2.14), methods, mvtnorm, scatterplot3d, pspline
Enhances: nor1mix
Description: Classes (S4) of commonly used copulas including elliptical
        (normal and t), Archimedean (Clayton, Gumbel, Frank, and
        Ali-Mikhail-Haq), extreme value (Gumbel, Husler-Reiss,
        Galambos, Tawn, and t-EV), and other families (Plackett and
        Farlie-Gumbel-Morgenstern). Methods for density, distribution,
        random number generation, bivariate dependence measures,
        perspective and contour plots. Functions for fitting copula
        models with variance estimate. Independence tests among random
        variables and random vectors. Serial independence tests for
        univariate and multivariate continuous time series.
        Goodness-of-fit tests for copulas based on multipliers and on
        the parametric bootstrap. Bivariate and multivariate tests of 
	extreme-value dependence. Bivariate tests of exchangeability. 
License: GPL (>= 3)
Collate: Classes.R Copula.R derCdfPdf.R E.R amhCopula.R amhExpr.R
        archmCopula.R asymCopula.R asymExplicitCopula.R claytonCopula.R
        claytonExpr.R debye.R ellipCopula.R evCopula.R evTests.R
        exchTests.R fgmCopula.R fitCopula.R fitMvdc.R frankCopula.R
        frankExpr.R galambosCopula.R galambosExpr-math.R galambosExpr.R
        gofEVTests.R gofTests.R graphics.R gumbelCopula.R gumbelExpr.R
        huslerReissCopula.R huslerReissExpr.R indepCopula.R
        indepTests.R logseries.R mult.R mvdc.R normalCopula.R
        plackettCopula.R plackettExpr.R schlatherCopula.R stable.R
        tCopula.R tawnCopula.R tawnExpr.R tevCopula.R zzz.R
Repository: CRAN
Packaged: 2011-12-01 12:28:08 UTC; ikojadin
Date/Publication: 2011-12-02 16:22:52
