R: Inference of Elliptical Distributions and Copulas

# Inference of Elliptical Distributions and Copulas

## Documentation for package ‘ElliptCopulas’ version 0.1.4.1

- DESCRIPTION file.
- Package NEWS.

## Help Pages

Convert_g1_To_f1 | Conversion Functions for Elliptical Distributions
Convert_g1_To_Fg1 | Conversion Functions for Elliptical Distributions
Convert_g1_To_Qg1 | Conversion Functions for Elliptical Distributions
Convert_gd_To_fR2 | Conversion Functions for Elliptical Distributions
Convert_gd_To_g1 | Conversion Functions for Elliptical Distributions
conv_funct | Conversion Functions for Elliptical Distributions
DensityGenerator.check | Normalization of an elliptical copula generator
DensityGenerator.normalize | Normalization of an elliptical copula generator
EllCopEst | Estimate the density generator of a (meta-)elliptical copula
EllCopLikelihood | Computation of the likelihood of an elliptical copula
EllCopSim | Simulation from an elliptical copula model
EllDistrDerivEst | Estimate the derivatives of a generator
EllDistrEst | Nonparametric estimation of the density generator of an elliptical distribution
EllDistrEst.adapt | Estimation of the generator of the elliptical distribution by kernel smoothing with adaptive choice of the bandwidth
EllDistrSim | Simulation of elliptically symmetric random vectors
EllDistrSimCond | Simulation of elliptically symmetric random vectors conditionally to some observed part.
estim_tilde_AMSE | Estimate the part of the AMSE of the elliptical density generator that only depends on the parameter "a" assuming h has been optimally chosen
KTMatrixEst | Fast estimation of Kendall's tau matrix
TEllDistrEst | Estimation of trans-elliptical distributions
vectorized_Faa_di_Bruno | Vectorized version of Faa di Bruno formula