Some Empiric and Nonparametric Copula Models


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Documentation for package ‘cort’ version 0.3.1

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biv_rho Spearman's rho matrix of a copula
biv_rho-method Spearman's rho matrix of a copula
biv_tau Kendall's tau matrix of a copula
biv_tau-method Kendall's tau matrix of a copula
cbCopula Checkerboard copulas
cbCopula-Class Checkerboard copulas
cbkmCopula Checkerboard with known margins
cbkmCopula-Class Checkerboard with known margins
clayton_data Dataset clayton_data
constraint_infl Constraint influence of the model
constraint_infl-method Constraint influence of the model
ConvexCombCopula Convex Combination of copulas.
ConvexCombCopula-Class Convex Combination of copulas.
Cort The Cort estimator
Cort-Class The Cort estimator
CortForest Bagged Cort estimates
CortForest-Class Bagged Cort estimates
dCopula Copula density
dCopula-method Copula density
funcdep_data Dataset funcdep_data
impossible_data Dataset impossible_data
kendall_func Kendall function
kendall_func-method Kendall function
loss Loss of the model
loss-method Loss of the model
pCopula Copula density
pCopula-method Copula density
project_on_dims Projection on smaller dimensions
project_on_dims-method Projection on smaller dimensions
quad_norm Quadratic norm of the model
quad_norm-method Quadratic norm of the model
quad_prod Quadratic product of 2 trees
quad_prod-method Quadratic product of 2 trees
quad_prod_with_data Quadratic product with data of the model
quad_prod_with_data-method Quadratic product with data of the model
rCopula Copula random variables simulation
rCopula-method Copula random variables simulation
recoveryourself_data Dataset recoveryourself_data
vCopula Copula volume on hyper-boxes
vCopula,matrix,matrix,Copula Copula volume on hyper-boxes
vCopula-method Copula volume on hyper-boxes