R: Copula-Based Mixed Regression Models

# Copula-Based Mixed Regression Models

## Documentation for package ‘CopulaGAMM’ version 0.6.5

- DESCRIPTION file

## Help Pages

berncpdf | Bernoulli with p = 1/(1+exp(-th)) cdf/pdf and derivatives
coplik | Copula cdf/pdf and ders
dbvn | Normal density
dbvn2 | Normal density (version 2)
dbvncop | Normal copula density
dbvtcop | Student copula density
dcop | Copula pdf
dfgm | Farlie-Gumbel-Morgenstern copula density, -1<= cpar<=
dfrk | B3 bivariate Frank copula density
dgal | B7 Galambos copula density, cpar>0
dgum | B6 Gumbel copula density, cpar>1
dhr | B8 Huesler-Reiss copula density, cpar>0
djoe | B5 Joe copula density
dmtcj | B4 MTCJ copula density, cpar>0
dpla | B2 Plackett copula density
EstContinuous | Copula-based estimation of mixed regression models for continuous response
EstCopulaGAMM | Copula-based estimation of mixed regression models for continuous or discrete response
EstDiscrete | Copula-based estimation of mixed regression models for discrete response
expcond | Conditional expectation
expcondinv | Inverse conditional expectation for a vector of probabilities
expcondinv1 | Inverse conditional expectation for a single value
expcpdf | Exponential cdf/pdf and ders
ffgmders | Farlie-Gumbel-Morgenstern copula cdf/pdf and ders
ffrkders | Frank copula cdf/pdf and ders
fgumders | Gumbel copula cdf/pdf and ders
fjoeders | Joe copula cdf/pdf and ders
fmtcjders | Clayton copula cdf/pdf and ders
fnorders | Farlie-Gumbel-Morgenstern copula cdf/pdf and ders
fpladers | Plackett copula cdf/pdf and ders
ftders | Student copula cdf/pdf and ders
ftdersP | Student copula cdf/pdf and ders
geomcpdf | Geometric with p = 1/(1+exp(-th)) cdf/pdf and ders
invfunc | Inverse function
lapcpdf | Laplace cdf/pdf and ders
linkCop | Link to copula parameter
MAP.continuous | Estimation of latent variables in the continuous case
MAP.discrete | Estimation of latent variable in the dicrete case
margins | Margins cdf/pdf and their derivatives
mlecop | Estimation of the parameter of a bivariate copula (Clayton, Frank, Gumbel)
mlecop.disc | Estimation of the parameter of a bivariate copula (Clayton, Frank, Gumbel) when the first observation is 0 or 1
multinomcpdf | Multinomial with p = 1/(1+exp(-th)) cdf/pdf and ders
multinomial | Simulated data
nbinom1cpdf | Negative binomial cdf/pdf and ders
nbinomcpdf | Negative binomial cdf/pdf and ders
normal | Simulated data
normcpdf | normal cdf/pdf and ders
out.normal | EstContinuous object
out.poisson | EstDiscrete object
pcond | Conditional cdf
pcondcla | Conditional Clayton
pcondfgm | Conditional FGM (B10)
pcondfrk | Conditional Frank (B3)
pcondgal | Conditional Galambos (B7)
pcondgum | Conditional Gumbel (B6)
pcondhr | Conditional Huesler-Reiss (B8)
pcondjoe | Conditional Joe (B5)
pcondnor | Conditional Gaussian
pcondpla | Conditional Plackett (B2)
pcondt | Conditional Student
poiscpdf | Poisson cdf/pdf and ders
predictContinuous | Conditional expectation for a copula-based estimation of mixed regression models for continuous response
predictCopulaGAMM | Conditional expectation for a copula-based estimation of mixed regression models for continuous or discrete response
predictDiscrete | Conditional expectation for a copula-based estimation of mixed regression models for discrete response
pseudosC | Estimation cdf, left-continuous cdf, and pseudo-observations
qcond | Inverse conditional cdf
qcondcla | Inverse clayton
qcondfgm | Inverse FGM (B10)
qcondfra | Inverse Frank
qcondgal | Inverse Galambos
qcondgum | Inverse Gumbel
qcondhr | Inverse Huesler-Reiss
qcondjoe | Inverse Joe
qcondnor | Inverse Gaussian
qcondpla | Inverse Plackett
qcondt | Inverse Student
sim.poisson | Simulated data
SimGenCluster | Simulation of clustered data
SimMultinomial | Simulation of multinomial clustered data
tcpdf | Student cdf/pdf and ders
weibcpdf | Weibul cdf/pdf and ders