All functions
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AIC(<gamBiCop>)
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Akaike's An Information Criterion for a gamBiCop Object |
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BIC(<gamBiCop>)
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Schwarz's Bayesian Information Criterion for a gamBiCop Object |
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BiCopEta2Par()
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Copula Parameter of a Bivariate Copula for a Given Value of the Calibration
Function |
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BiCopPar2Eta()
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Calibration Function of a Bivariate Copula for a Given Parameter's Value |
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EDF()
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Equivalent Degrees of Freedom for an Object of the Class gamBiCop |
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RVM2GVC()
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Transform an Object of the Class R-Vine into an Object of the Class gamVine |
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condBiCopSim()
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Simulation from a Conditional Bivariate Copula |
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dim(<gamVine>)
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Dimension of an Object of the Class gamVine |
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formula(<gamBiCop>)
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Model Formula of the gamBiCop Object |
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gamBiCop-class
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The gamBiCop Class |
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gamBiCop()
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Construction of a gamBiCop Class Object |
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gamBiCopCDF()
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Conditional distribution function of a Generalized Additive model for the
copula parameter or Kendall's tau |
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gamBiCopFit()
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Maximum penalized likelihood estimation of a Generalized Additive model
for the copula parameter or Kendall's tau. |
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gamBiCopPDF()
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Conditional density function of a Generalized Additive model for the copula
parameter or Kendall's tau |
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gamBiCopPredict()
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Predict method of a Generalized Additive model for the copula parameter
or Kendall's tau |
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gamBiCopSelect()
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Selection and Maximum penalized likelihood estimation of a Generalized
Additive model (gam) for the copula parameter or Kendall's tau. |
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gamBiCopSimulate()
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Simulate from gamBiCop-class object |
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gamCopula-package
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Generalized Additive Models for Bivariate Conditional Dependence Structures and
Vine Copulas |
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gamVine-class
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The gamVine Class |
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gamVine()
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Construction of a gamVine Class Object |
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gamVineCopSelect()
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Sequential pair-copula selection and maximum penalized likelihood estimation
of a GAM-Vine model. |
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gamVineFamily()
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Family Matrix of an Object of the Class gamVine |
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gamVineNormalize()
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Normalize an Object of the Class gamVine |
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gamVinePDF()
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Conditional density function of a gamVine |
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gamVineSeqFit()
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Sequential maximum penalized likelihood estimation of a GAM-Vine model. |
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gamVineSimulate()
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Simulation from a gamVine-class object |
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gamVineStructureSelect()
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Structure selection and estimation of a GAM-Vine model. |
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logLik(<gamBiCop>)
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Extract the Log-likelihood from a gamBiCop Object |
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nobs(<gamBiCop>)
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Extract the Number of Observations from gamBiCop Object |
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plot(<gamBiCop>,<ANY>)
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Plot a gamBiCop Object |
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plot(<gamVine>,<ANY>)
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Plot an Object of the Class gamVine |
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summary(<gamBiCop>)
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Summary for a gamBiCop Object |
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summary(<gamVine>)
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Summary for an Object of the Class gamVine |