DJ20142016gf            GARCH-filtered log returns for Dow Jones stocks
                        2014-2016
RVtrunc2cor             compute correlation matrix from 2-truncated
                        R-vine
bb1_cpar2td             BB1 copula parameter (theta,delta) to tail
                        dependence parameters
bb1_tau2eqtd            BB1, given 0<tau<1, find theta and delta with
                        lower tail dependence equal upper tail
                        dependence
bb1_td2cpar             BB1 tail dependence parameters to copula
                        parameter (theta,delta)
bifactor2cor            Bi-factor partial correlations to correlation
                        matrix
bifactor2cor_v2         Bi-factor partial correlations to correlation
                        matrix version 2, using the inverse and
                        determinant of a smaller matrix
bifactorEstWithProxy    Sequential parameter estimation for bi-factor
                        copula with estimated latent variables using
                        VineCopula::BiCopSelect
bifactorScore           Proxies for bi-factor copula model based on
                        Gaussian bi-factor score
bifactor_fa             Gaussian bi-factor structure correlation matrix
bifactor_nllk           log-likelihood Gaussian bi-factor structure
                        correlation matrix
bifactorcop_nllk        negative log-likelihood of bi-factor structured
                        factor copula and derivatives computed in f90
                        for input to posDefHessMinb
bvnSemiCor              Semi-correlation for bivariate normal/Gaussian
                        distribution
bvn_cpar2tau            Kendall's tau for bivariate normal
corDis                  Discrepancy of model-based and observed
                        correlation matrices based on Gaussian
                        log-likelihood
corvec2mat              Convert from correlations in vector form to a
                        correlation matrix
cparBounds              lower and upper bounds for copula parameters
                        (1-parameter, 2-parameter families)
d1factcop               Integrand for 1-factor copula with 1-parameter
                        bivariate linking copula families; or for
                        m-parameter bivariate linking copulas
euro07                  log returns and GARCH-filtered log returns for
                        some Euro markets 2007
factor1trvine_nllk      negative log-likelihood with gradient and
                        Hessian computed in f90 for copula from
                        1-factor/1-truncated vine (tree for residual
                        dependence conditional on a latent variable);
                        models included are BB1 for latent with Frank
                        or Gaussian(bvncop) for truncated vine residual
                        dependence
frank_beta2cpar         Frank: Blomqvist's beta to copula parameter
frank_rhoS2cpar         Frank: Spearman rho to copula parameter
gauss1f1t               Compute correlation matrix according to
                        1-factor + 1-truncated vine (residual
                        dependence) model
gaussLegendre           R interface for Gauss-Legendre quadrature
gumbel_beta2cpar        Gumbel: Blomqvist's beta to copula parameter
gumbel_rhoS2cpar        Gumbel: Spearman rho to copula parameter
isPosDef                Check if a square symmetric matrix is positive
                        definite
latentUpdate1factor     Compute new proxies for 1-factor copula based
                        on the mean of observations
latentUpdate1factor1    Compute new proxies for 1-factor copula based
                        on the mean of observations
latentUpdateBifactor    Conditional expectation proxies for bi-factor
                        copula models with linking copulas in different
                        copula families
ml1factor               max likelihood (min negative log-likelihood)
                        for 1-factor copula model
ml1factor_f90           min negative log-likelihood for 1-factor copula
                        with nlm()
ml1factor_v2            min negative log-likelihood for 1-factor copula
                        model (some parameters can be fixed)
mvtBifact               MLE for multivariate normal/t with a bi-factor
                        or nested factor correlation structure
mvtBifact_nllk          negative log-likelihood for the bi-factor
                        Gaussian/t model
mvtPfact                MLE in a MVt model with a p-factor correlation
                        structure
mvtPfact_nllk           negative log-likelihood for the p-factor
                        Gaussian/t model
nestfactorcop_nllk      negative log-likelihoods of nested factor
                        structured factor copula and derivatives
                        computed in f90 for input to posDefHessMinb
nscore                  Rank-based normal scores transform
oblique_fa              Gaussian oblique factor structure correlation
                        matrix
oblique_grad_fa         Gaussian oblique factor structure correlation
                        matrix
oblique_grad_nllk       log-likelihood Gaussian oblique factor
                        structure correlation matrix
oblique_nllk            log-likelihood Gaussian oblique factor
                        structure correlation matrix
oblique_par2load        oblique factor correlation structure for d
                        variables and m groups
oblique_pp_par2load     oblique factor correlation structure for d
                        variables and m groups include determinant and
                        inverse
onefactorEstWithProxy   Parameter estimation for 1-factor copula with
                        estimated latent variables using
                        VineCopula::BiCopSeelct
onefactorcop_nllk       negative log-likelihood of 1-factor copula for
                        input to posDefHessMin and posDefHessMinb
pcor2load               Partial correlation representation to loadings
                        for p-factor
pfactor_fa              Gaussian p-factor structure correlation matrix
pfactor_nllk            log-likelihood Gaussian p-factor structure
                        correlation matrix
posDefHessMin           Minimization with modified Newton-Raphson
                        iterations, Hessian is modified to be positive
                        definite at each step.  Algorithm and code
                        produced by Pavel Krupskii (2013) see PhD
                        thesis Krupskii (2014), UBC and Section 6.2 of
                        # Joe (2014) Dependence Models with Copulas.
                        Chapman&Hall/CRC
posDefHessMinb          Version with ifixed as argument
qcondFrank              C_[2|1]^[-1](p|u) for bivariate Frank copula
qcondbvtcop             C_[2|1]^[-1](p|u) for bivariate Student t
                        copula
r1factor                simulate from 1-factor copula model with
                        different linking copula families
rainstorm               Precipitation by rainstorm at 28 stations
rbifactor               simulate from bi-factor copula model
residDep                correlation matrix for 1-factor plus
                        1-truncated vine (for residual dependence)
rhoS                    Spearman's rho for bivariate copula with
                        parameter cpar
rmvn                    Random multivariate normal (standard N(0,1)
                        margins)
rmvt                    Random multivariate t (standard t(nu) margins)
rnestfactor             Simulate data from nested copula or Gaussian
                        model
semiCor                 Semi-correlations for two variables
semiCorTable            Semi-correlation table for a multivariate data
                        set
tailDep                 Tail dependence parameter estimation
uscore                  Rank-based uniform scores transform
zetaDep                 Empirical version of zeta(alpha) tail-weighted
                        dependence measure
zetaDepC                Upper Tail-weighted dependence measure
                        zeta(C,alpha)
zetaPlot                Plot zeta(alpha) against alpha
