copBasic: General Bivariate Copula Theory and Many Utility Functions

Extensive functions for bivariate copula (bicopula) computations and related operations for bicopula theory. The lower, upper, product, and select other bicopula are implemented along with operations including the diagonal, survival copula, dual of a copula, co-copula, and numerical bicopula density. Level sets, horizontal and vertical sections are supported. Numerical derivatives and inverses of a bicopula are provided through which simulation is implemented. Bicopula composition, convex combination, asymmetry extension, and products also are provided. Support extends to the Kendall Function as well as the Lmoments thereof. Kendall Tau, Spearman Rho and Footrule, Gini Gamma, Blomqvist Beta, Hoeffding Phi, Schweizer- Wolff Sigma, tail dependency, tail order, skewness, and bivariate Lmoments are implemented, and positive/negative quadrant dependency, left (right) increasing (decreasing) are available. Other features include Kullback-Leibler Divergence, Vuong Procedure, spectral measure, and Lcomoments for inference, maximum likelihood, and AIC, BIC, and RMSE for goodness-of-fit.

Version: 2.2.6
Depends: R (≥ 4.0.0)
Imports: lmomco, randtoolbox
Suggests: copula
Published: 2024-10-08
DOI: 10.32614/CRAN.package.copBasic
Author: William Asquith ORCID iD [aut, cre]
Maintainer: William Asquith <william.asquith at ttu.edu>
License: GPL-2
NeedsCompilation: no
Citation: copBasic citation info
Materials: NEWS
In views: Distributions
CRAN checks: copBasic results

Documentation:

Reference manual: copBasic.pdf

Downloads:

Package source: copBasic_2.2.6.tar.gz
Windows binaries: r-devel: copBasic_2.2.4.zip, r-release: copBasic_2.2.4.zip, r-oldrel: copBasic_2.2.4.zip
macOS binaries: r-release (arm64): copBasic_2.2.6.tgz, r-oldrel (arm64): copBasic_2.2.6.tgz, r-release (x86_64): copBasic_2.2.6.tgz, r-oldrel (x86_64): copBasic_2.2.6.tgz
Old sources: copBasic archive

Reverse dependencies:

Reverse imports: CopCTS, CopulaCenR, didec, PAsso
Reverse suggests: lmomco

Linking:

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