High Performance Algorithms for Vine Copula Modeling
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Documentation for package ‘rvinecopulib’ version 1.0.0.1.0
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A B C D E F G H I K M P Q R S T U V Z
| rvinecopulib-package | High Performance Algorithms for Vine Copula Modeling |
-- A --
| as.bicop | Convert list to bicop object |
| as_margin | Normalize an object to the fitted-margin protocol |
| as_rvine_matrix | Coerce various kind of objects to R-vine structures and matrices |
| as_rvine_matrix.list | Coerce various kind of objects to R-vine structures and matrices |
| as_rvine_matrix.matrix | Coerce various kind of objects to R-vine structures and matrices |
| as_rvine_matrix.rvine_matrix | Coerce various kind of objects to R-vine structures and matrices |
| as_rvine_matrix.rvine_structure | Coerce various kind of objects to R-vine structures and matrices |
| as_rvine_structure | Coerce various kind of objects to R-vine structures and matrices |
| as_rvine_structure.list | Coerce various kind of objects to R-vine structures and matrices |
| as_rvine_structure.matrix | Coerce various kind of objects to R-vine structures and matrices |
| as_rvine_structure.rvine_matrix | Coerce various kind of objects to R-vine structures and matrices |
| as_rvine_structure.rvine_structure | Coerce various kind of objects to R-vine structures and matrices |
-- B --
| bicop | Fit and select bivariate copula models |
| bicop_dependence | Dependence measures of a bivariate copula |
| bicop_dist | Bivariate copula models |
| bicop_distributions | Bivariate copula distributions |
| bicop_predict_and_fitted | Predictions and fitted values for a bivariate copula model |
| blomqvist_beta | Dependence measures of a bivariate copula |
-- C --
| confint.bicop_dist | Parameter uncertainty |
| confint.vinecop_dist | Parameter uncertainty |
| contour.bicop | Plotting tools for 'bicop_dist' and 'bicop' objects |
| contour.bicop_dist | Plotting tools for 'bicop_dist' and 'bicop' objects |
| contour.vinecop | Plotting 'vinecop_dist' and 'vinecop' objects. |
| contour.vinecop_dist | Plotting 'vinecop_dist' and 'vinecop' objects. |
| cvine_structure | R-vine structure |
-- D --
| dbicop | Bivariate copula distributions |
| dbicop_dist | Bivariate copula distributions |
| dmargin | Fitted marginal distribution protocol |
| dvine | Vine based distributions |
| dvinecop | Vine copula distributions |
| dvinecop_dist | Vine copula distributions |
| dvine_dist | Vine based distributions |
| dvine_structure | R-vine structure |
-- E --
| emp_cdf | Corrected Empirical CDF |
-- F --
| fitted.bicop | Predictions and fitted values for a bivariate copula model |
| fitted.vine | Predictions and fitted values for a vine copula model |
| fitted.vinecop | Predictions and fitted values for a vine copula model |
| fit_margin | Margin-family fitting protocol |
-- G --
| getters | Extracts components of 'bicop_dist' and 'vinecop_dist' objects |
| get_all_families | Extracts components of 'bicop_dist' and 'vinecop_dist' objects |
| get_all_ktaus | Extracts components of 'bicop_dist' and 'vinecop_dist' objects |
| get_all_pair_copulas | Extracts components of 'bicop_dist' and 'vinecop_dist' objects |
| get_all_parameters | Extracts components of 'bicop_dist' and 'vinecop_dist' objects |
| get_family | Extracts components of 'bicop_dist' and 'vinecop_dist' objects |
| get_ktau | Extracts components of 'bicop_dist' and 'vinecop_dist' objects |
| get_matrix | Extracts components of 'bicop_dist' and 'vinecop_dist' objects |
| get_pair_copula | Extracts components of 'bicop_dist' and 'vinecop_dist' objects |
| get_parameters | Extracts components of 'bicop_dist' and 'vinecop_dist' objects |
| get_structure | Extracts components of 'bicop_dist' and 'vinecop_dist' objects |
-- H --
| hbicop | Bivariate copula distributions |
| hbicop_dist | Bivariate copula distributions |
| hessian | Vine copula distributions |
| hessian.bicop_dist | Bivariate copula distributions |
| hessian.vinecop_dist | Vine copula distributions |
-- I --
| inverse_rosenblatt | Rosenblatt and inverse Rosenblatt transforms |
| is.rvine_matrix | R-vine structure |
| is.rvine_structure | R-vine structure |
-- K --
| kde1d_family | Define a kde1d margin family |
| ktau_to_par | Conversion between Kendall's tau and parameters |
-- M --
| margin_dist | Create a fitted or fixed custom margin |
| margin_family | Define a custom margin family |
| margin_family_protocol | Margin-family fitting protocol |
| margin_info | Fitted marginal distribution protocol |
| margin_protocol | Fitted marginal distribution protocol |
| mBICV | Modified vine copula Bayesian information criterion (mBICv) |
-- P --
| pairs_copula_data | Exploratory pairs plot for copula data |
| parameter_uncertainty | Parameter uncertainty |
| par_to_ktau | Conversion between Kendall's tau and parameters |
| pbicop | Bivariate copula distributions |
| pbicop_dist | Bivariate copula distributions |
| plot.bicop | Plotting tools for 'bicop_dist' and 'bicop' objects |
| plot.bicop_dist | Plotting tools for 'bicop_dist' and 'bicop' objects |
| plot.rvine_matrix | Plotting R-vine structures |
| plot.rvine_structure | Plotting R-vine structures |
| plot.vinecop | Plotting 'vinecop_dist' and 'vinecop' objects. |
| plot.vinecop_dist | Plotting 'vinecop_dist' and 'vinecop' objects. |
| pmargin | Fitted marginal distribution protocol |
| predict.bicop | Predictions and fitted values for a bivariate copula model |
| predict.bicop_dist | Predictions and fitted values for a bivariate copula model |
| predict.vine | Predictions and fitted values for a vine copula model |
| predict.vinecop | Predictions and fitted values for a vine copula model |
| pseudo_obs | Pseudo-Observations |
| pvine | Vine based distributions |
| pvinecop | Vine copula distributions |
| pvinecop_dist | Vine copula distributions |
| pvine_dist | Vine based distributions |
-- Q --
| qmargin | Fitted marginal distribution protocol |
-- R --
| rbicop | Bivariate copula distributions |
| rbicop_dist | Bivariate copula distributions |
| rosenblatt | Rosenblatt and inverse Rosenblatt transforms |
| rvine | Vine based distributions |
| rvinecop | Vine copula distributions |
| rvinecopulib | High Performance Algorithms for Vine Copula Modeling |
| rvinecop_dist | Vine copula distributions |
| rvine_dist | Vine based distributions |
| rvine_matrix | R-vine structure |
| rvine_matrix_sim | Simulate R-vine structures |
| rvine_structure | R-vine structure |
| rvine_structure_sim | Simulate R-vine structures |
-- S --
| scores | Vine copula distributions |
| scores.bicop_dist | Bivariate copula distributions |
| scores.vinecop_dist | Vine copula distributions |
| stats_margin | Create a fixed margin from a stats distribution |
-- T --
| tail_dep | Dependence measures of a bivariate copula |
| truncate_model | Truncate a vine copula model |
| truncate_model.rvine_matrix | Truncate a vine copula model |
| truncate_model.rvine_structure | Truncate a vine copula model |
| truncate_model.vinecop_dist | Truncate a vine copula model |
| truncate_model.vine_dist | Truncate a vine copula model |
-- U --
| univariateML_family | Define a univariateML margin family |
-- V --
| vcov.bicop_dist | Parameter uncertainty |
| vcov.vinecop_dist | Parameter uncertainty |
| vine | Vine copula models |
| vinecop | Fitting vine copula models |
| vinecop_dist | Vine copula models |
| vinecop_distributions | Vine copula distributions |
| vinecop_predict_and_fitted | Predictions and fitted values for a vine copula model |
| vine_dist | Vine copula models |
| vine_distributions | Vine based distributions |
| vine_predict_and_fitted | Predictions and fitted values for a vine copula model |
-- Z --
| zero_inflated | Declare zero-inflated data |