R: Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas

# Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas

## Documentation for package ‘gamCopula’ version 0.0-8

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

gamCopula-package | gamCopula: Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas
AIC-method | Akaike's An Information Criterion for a gamBiCop Object
AIC.gamBiCop | Akaike's An Information Criterion for a gamBiCop Object
BIC-method | Schwarz's Bayesian Information Criterion for a gamBiCop Object
BIC.gamBiCop | Schwarz's Bayesian Information Criterion for a gamBiCop Object
BiCopEta2Par | Copula Parameter of a Bivariate Copula for a Given Value of the Calibration Function
BiCopPar2Eta | Calibration Function of a Bivariate Copula for a Given Parameter's Value
condBiCopSim | Simulation from a Conditional Bivariate Copula
dim-method | Dimension of an Object of the Class gamVine
dim.gamVine | Dimension of an Object of the Class gamVine
EDF | Equivalent Degrees of Freedom for an Object of the Class gamBiCop
formula-method | Model Formula of the gamBiCop Object
formula.gamBiCop | Model Formula of the gamBiCop Object
gamBiCop | Construction of a gamBiCop Class Object
gamBiCop-class | The gamBiCop Class
gamBiCopCDF | Conditional distribution function of a Generalized Additive model for the copula parameter or Kendall's tau
gamBiCopFit | Maximum penalized likelihood estimation of a Generalized Additive model for the copula parameter or Kendall's tau.
gamBiCopPDF | Conditional density function of a Generalized Additive model for the copula parameter or Kendall's tau
gamBiCopPredict | Predict method of a Generalized Additive model for the copula parameter or Kendall's tau
gamBiCopSelect | Selection and Maximum penalized likelihood estimation of a Generalized Additive model (gam) for the copula parameter or Kendall's tau.
gamBiCopSimulate | Simulate from 'gamBiCop-class' object
gamCopula | gamCopula: Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas
gamCopula.package | gamCopula: Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas
gamVine | Construction of a gamVine Class Object
gamVine-class | The gamVine Class
gamVineCopSelect | Sequential pair-copula selection and maximum penalized likelihood estimation of a GAM-Vine model.
gamVineFamily | Family Matrix of an Object of the Class gamVine
gamVineNormalize | Normalize an Object of the Class gamVine
gamVinePDF | Conditional density function of a gamVine
gamVineSeqFit | Sequential maximum penalized likelihood estimation of a GAM-Vine model.
gamVineSimulate | Simulation from a 'gamVine-class' object
gamVineStructureSelect | Structure selection and estimation of a GAM-Vine model.
logLik-method | Extract the Log-likelihood from a gamBiCop Object
logLik.gamBiCop | Extract the Log-likelihood from a gamBiCop Object
nobs-method | Extract the Number of Observations from gamBiCop Object
nobs.gamBiCop | Extract the Number of Observations from gamBiCop Object
plot-method | Plot a gamBiCop Object
plot-method | Plot an Object of the Class gamVine
plot.gamBiCop | Plot a gamBiCop Object
plot.gamVine | Plot an Object of the Class gamVine
RVM2GVC | Transform an Object of the Class R-Vine into an Object of the Class gamVine
summary-method | Summary for a gamBiCop Object
summary-method | Summary for an Object of the Class gamVine
summary.gamBiCop | Summary for a gamBiCop Object
summary.gamVine | Summary for an Object of the Class gamVine