Package: gamCopula 0.0-6

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

Implementation of various inference and simulation tools to apply generalized additive models to bivariate dependence structures and non-simplified vine copulas.

Authors:Thomas Nagler [aut], Thibault Vatter [aut, cre]

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gamCopula.pdf |gamCopula.html✨
gamCopula/json (API)
NEWS

# Install 'gamCopula' in R:
install.packages('gamCopula', repos = c('https://tvatter.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/tvatter/gamcopula/issues

On CRAN:

3.77 score 9 stars 13 scripts 221 downloads 23 exports 28 dependencies

Last updated 5 years agofrom:0c1969c3ce. Checks:OK: 1 WARNING: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 10 2024
R-4.5-winWARNINGOct 10 2024
R-4.5-linuxWARNINGOct 10 2024
R-4.4-winWARNINGOct 10 2024
R-4.4-macWARNINGOct 10 2024
R-4.3-winWARNINGOct 10 2024
R-4.3-macWARNINGOct 10 2024

Exports:BiCopEta2ParBiCopPar2EtacondBiCopSimEDFgamBiCopgamBiCopCDFgamBiCopFitgamBiCopPDFgamBiCopPredictgamBiCopSelectgamBiCopSimulategamVinegamVineCopSelectgamVineFamilygamVineNormalizegamVinePDFgamVineSeqFitgamVineSimulategamVineStructureSelectlogLikplotRVM2GVCsummary

Dependencies:ADGofTestclicodetoolscolorspacecopulacpp11doParallelforeachgluegsligraphiteratorslatticelifecyclemagrittrMASSMatrixmgcvmvtnormnlmenumDerivpcaPPpkgconfigpsplinerlangstabledistvctrsVineCopula

Readme and manuals

Help Manual

Help pageTopics
Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine CopulasgamCopula-package gamCopula gamCopula.package
Akaike's An Information Criterion for a gamBiCop ObjectAIC,gamBiCop-method AIC.gamBiCop
Schwarz's Bayesian Information Criterion for a gamBiCop ObjectBIC,gamBiCop-method BIC.gamBiCop
Copula Parameter of a Bivariate Copula for a Given Value of the Calibration FunctionBiCopEta2Par
Calibration Function of a Bivariate Copula for a Given Parameter's ValueBiCopPar2Eta
Simulation from a Conditional Bivariate CopulacondBiCopSim
Dimension of an Object of the Class gamVinedim,gamVine-method dim.gamVine
Equivalent Degrees of Freedom for an Object of the Class gamBiCopEDF
Model Formula of the gamBiCop Objectformula,gamBiCop-method formula.gamBiCop
Construction of a gamBiCop Class ObjectgamBiCop
The gamBiCop ClassgamBiCop-class
Conditional distribution function of a Generalized Additive model for the copula parameter or Kendall's taugamBiCopCDF
Maximum penalized likelihood estimation of a Generalized Additive model for the copula parameter or Kendall's tau.gamBiCopFit
Conditional density function of a Generalized Additive model for the copula parameter or Kendall's taugamBiCopPDF
Predict method of a Generalized Additive model for the copula parameter or Kendall's taugamBiCopPredict
Selection and Maximum penalized likelihood estimation of a Generalized Additive model (gam) for the copula parameter or Kendall's tau.gamBiCopSelect
Simulate from 'gamBiCop-class' objectgamBiCopSimulate
Construction of a gamVine Class ObjectgamVine
The gamVine ClassgamVine-class
Sequential pair-copula selection and maximum penalized likelihood estimation of a GAM-Vine model.gamVineCopSelect
Family Matrix of an Object of the Class gamVinegamVineFamily
Normalize an Object of the Class gamVinegamVineNormalize
Conditional density function of a gamVinegamVinePDF
Sequential maximum penalized likelihood estimation of a GAM-Vine model.gamVineSeqFit
Simulation from a 'gamVine-class' objectgamVineSimulate
Structure selection and estimation of a GAM-Vine model.gamVineStructureSelect
Extract the Log-likelihood from a gamBiCop ObjectlogLik,gamBiCop-method logLik.gamBiCop
Extract the Number of Observations from gamBiCop Objectnobs,gamBiCop-method nobs.gamBiCop
Plot a gamBiCop Objectplot,gamBiCop,ANY-method plot.gamBiCop
Plot an Object of the Class gamVineplot,gamVine,ANY-method plot.gamVine
Transform an Object of the Class R-Vine into an Object of the Class gamVineRVM2GVC
Summary for a gamBiCop Objectsummary,gamBiCop-method summary.gamBiCop
Summary for an Object of the Class gamVinesummary,gamVine-method summary.gamVine