Reference

All functions

AIC(<gamBiCop>)

Akaike's An Information Criterion for a gamBiCop Object

BIC(<gamBiCop>)

Schwarz's Bayesian Information Criterion for a gamBiCop Object

BiCopEta2Par()

Copula Parameter of a Bivariate Copula for a Given Value of the Calibration Function

BiCopPar2Eta()

Calibration Function of a Bivariate Copula for a Given Parameter's Value

EDF()

Equivalent Degrees of Freedom for an Object of the Class gamBiCop

RVM2GVC()

Transform an Object of the Class R-Vine into an Object of the Class gamVine

condBiCopSim()

Simulation from a Conditional Bivariate Copula

dim(<gamVine>)

Dimension of an Object of the Class gamVine

formula(<gamBiCop>)

Model Formula of the gamBiCop Object

gamBiCop-class

The gamBiCop Class

gamBiCop()

Construction of a gamBiCop Class Object

gamBiCopCDF()

Conditional distribution function of a Generalized Additive model for the copula parameter or Kendall's tau

gamBiCopFit()

Maximum penalized likelihood estimation of a Generalized Additive model for the copula parameter or Kendall's tau.

gamBiCopPDF()

Conditional density function of a Generalized Additive model for the copula parameter or Kendall's tau

gamBiCopPredict()

Predict method of a Generalized Additive model for the copula parameter or Kendall's tau

gamBiCopSelect()

Selection and Maximum penalized likelihood estimation of a Generalized Additive model (gam) for the copula parameter or Kendall's tau.

gamBiCopSimulate()

Simulate from gamBiCop-class object

gamCopula-package gamCopula gamCopula.package

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

gamVine-class

The gamVine Class

gamVine()

Construction of a gamVine Class Object

gamVineCopSelect()

Sequential pair-copula selection and maximum penalized likelihood estimation of a GAM-Vine model.

gamVineFamily()

Family Matrix of an Object of the Class gamVine

gamVineNormalize()

Normalize an Object of the Class gamVine

gamVinePDF()

Conditional density function of a gamVine

gamVineSeqFit()

Sequential maximum penalized likelihood estimation of a GAM-Vine model.

gamVineSimulate()

Simulation from a gamVine-class object

gamVineStructureSelect()

Structure selection and estimation of a GAM-Vine model.

logLik(<gamBiCop>)

Extract the Log-likelihood from a gamBiCop Object

nobs(<gamBiCop>)

Extract the Number of Observations from gamBiCop Object

plot(<gamBiCop>,<ANY>)

Plot a gamBiCop Object

plot(<gamVine>,<ANY>)

Plot an Object of the Class gamVine

summary(<gamBiCop>)

Summary for a gamBiCop Object

summary(<gamVine>)

Summary for an Object of the Class gamVine