Package: gamCopula 0.0-8

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]

gamCopula_0.0-8.tar.gz
gamCopula_0.0-8.zip(r-4.7-any)gamCopula_0.0-8.zip(r-4.6-any)gamCopula_0.0-8.zip(r-4.5-any)
gamCopula_0.0-8.tgz(r-4.6-any)gamCopula_0.0-8.tgz(r-4.5-any)
gamCopula_0.0-8.tar.gz(r-4.7-any)gamCopula_0.0-8.tar.gz(r-4.6-any)
gamCopula_0.0-8.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
gamCopula/json (API)

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

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

On CRAN:

Conda:

3.85 score 10 stars 14 scripts 343 downloads 23 exports 29 dependencies

Last updated from:a342a7a925. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK174
source / vignettesOK172
linux-releaseOK170
macos-releaseOK148
macos-oldrelOK193
windows-develOK83
windows-releaseOK94
windows-oldrelOK103
wasm-releaseOK136

Exports:BiCopEta2ParBiCopPar2EtacondBiCopSimEDFgamBiCopgamBiCopCDFgamBiCopFitgamBiCopPDFgamBiCopPredictgamBiCopSelectgamBiCopSimulategamVinegamVineCopSelectgamVineFamilygamVineNormalizegamVinePDFgamVineSeqFitgamVineSimulategamVineStructureSelectlogLikplotRVM2GVCsummary

Dependencies:ADGofTestcliclustercodetoolscolorspacecopulacpp11doParallelforeachgluegsligraphiteratorslatticelifecyclemagrittrMASSMatrixmgcvmvtnormnlmenumDerivpcaPPpkgconfigpsplinerlangstabledistvctrsVineCopula

Readme and manuals

Help Manual

Help pageTopics
gamCopula: 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