R: Statistical Inference of Vine Copulas

# Statistical Inference of Vine Copulas

## Documentation for package ‘VineCopula’ version 2.6.1

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

A B C D E F G J K P R S T V

VineCopula-package | Statistical Inference of Vine Copulas

## -- A --

as.copuladata | Copula Data Objects
as.copuladata.data.frame | Copula Data Objects
as.copuladata.list | Copula Data Objects
as.copuladata.matrix | Copula Data Objects

## -- B --

B8Copula-class | Deprecated
BB1Copula | Deprecated
BB1Copula-class | Deprecated
BB6Copula | Deprecated
BB6Copula-class | Deprecated
BB7Copula | Deprecated
BB7Copula-class | Deprecated
BB8Copula | Deprecated
BB8Copula-class | Deprecated
BBB8Copula | Deprecated
BetaMatrix | Matrix of Empirical Blomqvist's Beta Values
BiCop | Constructing BiCop-objects
BiCopCDF | Distribution Function of a Bivariate Copula
BiCopCheck | Check for family/parameter consistency in bivariate copula models
BiCopChiPlot | Chi-plot for Bivariate Copula Data
BiCopCompare | Shiny app for bivariate copula selection
BiCopCondSim | Conditional simulation from a Bivariate Copula
BiCopDeriv | Derivatives of a Bivariate Copula Density
BiCopDeriv2 | Second Derivatives of a Bivariate Copula Density
BiCopEst | Parameter Estimation for Bivariate Copula Data
BiCopEstList | List of Maximum Likelihood Estimates for Several Bivariate Copula Families
BiCopGofTest | Goodness-of-Fit Test for Bivariate Copulas
BiCopHfunc | Conditional Distribution Function of a Bivariate Copula
BiCopHfunc1 | Conditional Distribution Function of a Bivariate Copula
BiCopHfunc2 | Conditional Distribution Function of a Bivariate Copula
BiCopHfuncDeriv | Derivatives of the h-Function of a Bivariate Copula
BiCopHfuncDeriv2 | Second Derivatives of the h-Function of a Bivariate Copula
BiCopHinv | Inverse Conditional Distribution Function of a Bivariate Copula
BiCopHinv1 | Inverse Conditional Distribution Function of a Bivariate Copula
BiCopHinv2 | Inverse Conditional Distribution Function of a Bivariate Copula
BiCopIndTest | Independence Test for Bivariate Copula Data
BiCopKDE | Kernel estimate of a Bivariate Copula Density
BiCopKPlot | Kendall's Plot for Bivariate Copula Data
BiCopLambda | Lambda-Function (Plot) for Bivariate Copula Data
BiCopMetaContour | Contour Plot of Bivariate Meta Distribution
BiCopName | Bivariate Copula Family Names
BiCopPar2Beta | Blomqvist's Beta Value of a Bivariate Copula
BiCopPar2TailDep | Tail Dependence Coefficients of a Bivariate Copula
BiCopPar2Tau | Kendall's Tau Value of a Bivariate Copula
BiCopPDF | Density of a Bivariate Copula
BiCopSelect | Selection and Maximum Likelihood Estimation of Bivariate Copula Families
BiCopSim | Simulation from a Bivariate Copula
BiCopTau2Par | Parameter of a Bivariate Copula for a given Kendall's Tau Value
BiCopVuongClarke | Scoring Goodness-of-Fit Test based on Vuong And Clarke Tests for Bivariate Copula Data

## -- C --

C2RVine | Transform C-Vine to R-Vine Structure
contour.BiCop | Plotting tools for BiCop objects
contour.RVineMatrix | Plotting 'RVineMatrix' objects.
copulaFromFamilyIndex | Deprecated

## -- D --

D2RVine | Transform D-Vine to R-Vine Structure
daxreturns | Major German Stocks
dduCopula-method | Deprecated
ddvCopula-method | Deprecated

## -- E --

EmpCDF | Corrected Empirical CDF

## -- F --

fitCopula | Deprecated

## -- G --

getKendallDistr-method | Deprecated

## -- J --

joeBiCopula | Deprecated
joeBiCopula-class | Deprecated

## -- K --

kendallDistribution-method | Deprecated

## -- P --

pairs.copuladata | Pairs Plot of Copula Data
plot.BiCop | Plotting tools for BiCop objects
plot.RVineMatrix | Plotting 'RVineMatrix' objects.
pobs | Pseudo-Observations

## -- R --

r270BB1Copula | Deprecated
r270BB1Copula-class | Deprecated
r270BB6Copula | Deprecated
r270BB6Copula-class | Deprecated
r270BB7Copula | Deprecated
r270BB7Copula-class | Deprecated
r270BB8Copula | Deprecated
r270BB8Copula-class | Deprecated
r270ClaytonCopula | Deprecated
r270ClaytonCopula-class | Deprecated
r270GumbelCopula | Deprecated
r270GumbelCopula-class | Deprecated
r270JoeBiCopula | Deprecated
r270JoeBiCopula-class | Deprecated
r270TawnT1Copula | Deprecated
r270TawnT1Copula-class | Deprecated
r270TawnT2Copula | Deprecated
r270TawnT2Copula-class | Deprecated
r90BB1Copula | Deprecated
r90BB1Copula-class | Deprecated
r90BB6Copula | Deprecated
r90BB6Copula-class | Deprecated
r90BB7Copula | Deprecated
r90BB7Copula-class | Deprecated
r90BB8Copula | Deprecated
r90BB8Copula-class | Deprecated
r90ClaytonCopula | Deprecated
r90ClaytonCopula-class | Deprecated
r90GumbelCopula | Deprecated
r90GumbelCopula-class | Deprecated
r90JoeBiCopula | Deprecated
r90JoeBiCopula-class | Deprecated
r90TawnT1Copula | Deprecated
r90TawnT1Copula-class | Deprecated
r90TawnT2Copula | Deprecated
r90TawnT2Copula-class | Deprecated
RVineAIC | AIC and BIC of an R-Vine Copula Model
RVineBIC | AIC and BIC of an R-Vine Copula Model
RVineCDF | CDF of an R-Vine Copula Model
RVineClarkeTest | Clarke Test Comparing Two R-Vine Copula Models
RVineCopSelect | Sequential Pair-Copula Selection and Estimation for R-Vine Copula Models
RVineCor2pcor | (Partial) Correlations for R-Vine Copula Models
RVineGofTest | Goodness-of-Fit Tests for R-Vine Copula Models
RVineGrad | Gradient of the Log-Likelihood of an R-Vine Copula Model
RVineHessian | Hessian Matrix of the Log-Likelihood of an R-Vine Copula Model
RVineLogLik | Log-Likelihood of an R-Vine Copula Model
RVineMatrix | R-Vine Copula Model in Matrix Notation
RVineMatrixCheck | R-Vine Matrix Check
RVineMatrixNormalize | Normalization of R-Vine Matrix
RVineMatrixSample | Random sampling of R-Vine matrices
RVineMLE | Maximum Likelihood Estimation of an R-Vine Copula Model
RVinePar2Beta | Blomqvist's Beta Values of an R-Vine Copula Model
RVinePar2Tau | Kendall's Tau Values of an R-Vine Copula Model
RVinePcor2cor | (Partial) Correlations for R-Vine Copula Models
RVinePDF | PDF of an R-Vine Copula Model
RVinePIT | Probability Integral Transformation for R-Vine Copula Models
RVineSeqEst | Sequential Estimation of an R-Vine Copula Model
RVineSim | Simulation from an R-Vine Copula Model
RVineStdError | Standard Errors of an R-Vine Copula Model
RVineStructureSelect | Sequential Specification of R- and C-Vine Copula Models
RVineTreePlot | Visualization of R-Vine Tree Structure
RVineVuongTest | Vuong Test Comparing Two R-Vine Copula Models

## -- S --

surBB1Copula | Deprecated
surBB1Copula-class | Deprecated
surBB6Copula | Deprecated
surBB6Copula-class | Deprecated
surBB7Copula | Deprecated
surBB7Copula-class | Deprecated
surBB8Copula | Deprecated
surBB8Copula-class | Deprecated
surClaytonCopula | Deprecated
surClaytonCopula-class | Deprecated
surGumbelCopula | Deprecated
surGumbelCopula-class | Deprecated
surJoeBiCopula | Deprecated
surJoeBiCopula-class | Deprecated
surTawnT1Copula | Deprecated
surTawnT1Copula-class | Deprecated
surTawnT2Copula | Deprecated
surTawnT2Copula-class | Deprecated

## -- T --

TauMatrix | Matrix of Empirical Kendall's Tau Values
tawnT1Copula | Deprecated
tawnT1Copula-class | Deprecated
tawnT2Copula | Deprecated
tawnT2Copula-class | Deprecated

## -- V --

VC2copula-deprecated | Deprecated
VineCopula | Statistical Inference of Vine Copulas
vineCopula | Deprecated
vineCopula-class | Deprecated
vineCopula-method | Deprecated