copula (Q26399): Difference between revisions

@@ description / en / description / en @@
+Multivariate Dependence with Copulas
@@ Property / instance of @@
+R package
@@ Property / instance of: R package / rank @@
+Normal rank
@@ Property / software version identifier @@
+.1-2
@@ Property / software version identifier: 1.1-2 / rank @@
+Normal rank
@@ Property / software version identifier: 1.1-2 / qualifier @@
+publication date: 25 January 2023Timestamp +2023-01-25T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2023-01-25T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.2-1
@@ Property / software version identifier: 0.2-1 / rank @@
+Normal rank
@@ Property / software version identifier: 0.2-1 / qualifier @@
+publication date: 26 July 2005Timestamp +2005-07-26T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2005-07-26T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.2-3
@@ Property / software version identifier: 0.2-3 / rank @@
+Normal rank
@@ Property / software version identifier: 0.2-3 / qualifier @@
+publication date: 19 September 2005Timestamp +2005-09-19T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2005-09-19T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.3-1
@@ Property / software version identifier: 0.3-1 / rank @@
+Normal rank
@@ Property / software version identifier: 0.3-1 / qualifier @@
+publication date: 20 February 2006Timestamp +2006-02-20T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2006-02-20T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.3-4
@@ Property / software version identifier: 0.3-4 / rank @@
+Normal rank
@@ Property / software version identifier: 0.3-4 / qualifier @@
+publication date: 10 March 2006Timestamp +2006-03-10T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2006-03-10T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.3-5
@@ Property / software version identifier: 0.3-5 / rank @@
+Normal rank
@@ Property / software version identifier: 0.3-5 / qualifier @@
+publication date: 13 March 2006Timestamp +2006-03-13T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
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++2006-03-13T00:00:00Z
-Timezone
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+Gregorian
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 Before
 After
@@ Property / software version identifier @@
+.3-6
@@ Property / software version identifier: 0.3-6 / rank @@
+Normal rank
@@ Property / software version identifier: 0.3-6 / qualifier @@
+publication date: 6 April 2006Timestamp +2006-04-06T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
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++2006-04-06T00:00:00Z
-Timezone
++00:00
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+Gregorian
-Precision
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 Before
 After
@@ Property / software version identifier @@
+.3-7
@@ Property / software version identifier: 0.3-7 / rank @@
+Normal rank
@@ Property / software version identifier: 0.3-7 / qualifier @@
+publication date: 26 April 2006Timestamp +2006-04-26T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
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++2006-04-26T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.3-8
@@ Property / software version identifier: 0.3-8 / rank @@
+Normal rank
@@ Property / software version identifier: 0.3-8 / qualifier @@
+publication date: 16 May 2006Timestamp +2006-05-16T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
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++2006-05-16T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.3-9
@@ Property / software version identifier: 0.3-9 / rank @@
+Normal rank
@@ Property / software version identifier: 0.3-9 / qualifier @@
+publication date: 10 October 2006Timestamp +2006-10-10T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
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++2006-10-10T00:00:00Z
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+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.3-10
@@ Property / software version identifier: 0.3-10 / rank @@
+Normal rank
@@ Property / software version identifier: 0.3-10 / qualifier @@
+publication date: 11 February 2007Timestamp +2007-02-11T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
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++2007-02-11T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.4-1
@@ Property / software version identifier: 0.4-1 / rank @@
+Normal rank
@@ Property / software version identifier: 0.4-1 / qualifier @@
+publication date: 20 May 2007Timestamp +2007-05-20T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
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++2007-05-20T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.5-3
@@ Property / software version identifier: 0.5-3 / rank @@
+Normal rank
@@ Property / software version identifier: 0.5-3 / qualifier @@
+publication date: 7 June 2007Timestamp +2007-06-07T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
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++2007-06-07T00:00:00Z
-Timezone
++00:00
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+Gregorian
-Precision
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 After
@@ Property / software version identifier @@
+.5-7
@@ Property / software version identifier: 0.5-7 / rank @@
+Normal rank
@@ Property / software version identifier: 0.5-7 / qualifier @@
+publication date: 3 September 2007Timestamp +2007-09-03T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
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++2007-09-03T00:00:00Z
-Timezone
++00:00
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+Gregorian
-Precision
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 After
@@ Property / software version identifier @@
+.5-8
@@ Property / software version identifier: 0.5-8 / rank @@
+Normal rank
@@ Property / software version identifier: 0.5-8 / qualifier @@
+publication date: 16 October 2007Timestamp +2007-10-16T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
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++2007-10-16T00:00:00Z
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++00:00
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+Gregorian
-Precision
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 Before
 After
@@ Property / software version identifier @@
+.6-1
@@ Property / software version identifier: 0.6-1 / rank @@
+Normal rank
@@ Property / software version identifier: 0.6-1 / qualifier @@
+publication date: 12 December 2007Timestamp +2007-12-12T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
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++2007-12-12T00:00:00Z
-Timezone
++00:00
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+Gregorian
-Precision
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 Before
 After
@@ Property / software version identifier @@
+.6-6
@@ Property / software version identifier: 0.6-6 / rank @@
+Normal rank
@@ Property / software version identifier: 0.6-6 / qualifier @@
+publication date: 22 January 2008Timestamp +2008-01-22T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
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++2008-01-22T00:00:00Z
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++00:00
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+Gregorian
-Precision
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 Before
 After
@@ Property / software version identifier @@
+.7-5
@@ Property / software version identifier: 0.7-5 / rank @@
+Normal rank
@@ Property / software version identifier: 0.7-5 / qualifier @@
+publication date: 31 August 2008Timestamp +2008-08-31T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
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+Gregorian
-Precision
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 Before
 After
@@ Property / software version identifier @@
+.7-6
@@ Property / software version identifier: 0.7-6 / rank @@
+Normal rank
@@ Property / software version identifier: 0.7-6 / qualifier @@
+publication date: 21 September 2008Timestamp +2008-09-21T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
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++2008-09-21T00:00:00Z
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+Gregorian
-Precision
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 Before
 After
@@ Property / software version identifier @@
+.8-0
@@ Property / software version identifier: 0.8-0 / rank @@
+Normal rank
@@ Property / software version identifier: 0.8-0 / qualifier @@
+publication date: 18 November 2008Timestamp +2008-11-18T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
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+Gregorian
-Precision
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 After
@@ Property / software version identifier @@
+.8-3
@@ Property / software version identifier: 0.8-3 / rank @@
+Normal rank
@@ Property / software version identifier: 0.8-3 / qualifier @@
+publication date: 23 January 2009Timestamp +2009-01-23T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
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-Timezone
++00:00
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+Gregorian
-Precision
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 After
@@ Property / software version identifier @@
+.8-7
@@ Property / software version identifier: 0.8-7 / rank @@
+Normal rank
@@ Property / software version identifier: 0.8-7 / qualifier @@
+publication date: 10 June 2009Timestamp +2009-06-10T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
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++00:00
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+Gregorian
-Precision
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 Before
 After
@@ Property / software version identifier @@
+.8-8
@@ Property / software version identifier: 0.8-8 / rank @@
+Normal rank
@@ Property / software version identifier: 0.8-8 / qualifier @@
+publication date: 18 July 2009Timestamp +2009-07-18T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
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-Timezone
++00:00
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+Gregorian
-Precision
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 Before
 After
@@ Property / software version identifier @@
+.8-9
@@ Property / software version identifier: 0.8-9 / rank @@
+Normal rank
@@ Property / software version identifier: 0.8-9 / qualifier @@
+publication date: 24 July 2009Timestamp +2009-07-24T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
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++2009-07-24T00:00:00Z
-Timezone
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+Gregorian
-Precision
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 Before
 After
@@ Property / software version identifier @@
+.8-10
@@ Property / software version identifier: 0.8-10 / rank @@
+Normal rank
@@ Property / software version identifier: 0.8-10 / qualifier @@
+publication date: 30 July 2009Timestamp +2009-07-30T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
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 After
@@ Property / software version identifier @@
+.8-12
@@ Property / software version identifier: 0.8-12 / rank @@
+Normal rank
@@ Property / software version identifier: 0.8-12 / qualifier @@
+publication date: 8 October 2009Timestamp +2009-10-08T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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After 0
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 After
@@ Property / software version identifier @@
+.9-2
@@ Property / software version identifier: 0.9-2 / rank @@
+Normal rank
@@ Property / software version identifier: 0.9-2 / qualifier @@
+publication date: 12 February 2010Timestamp +2010-02-12T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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 After
@@ Property / software version identifier @@
+.9-3
@@ Property / software version identifier: 0.9-3 / rank @@
+Normal rank
@@ Property / software version identifier: 0.9-3 / qualifier @@
+publication date: 16 March 2010Timestamp +2010-03-16T00:00:00Z
Timezone +00:00
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@@ Property / software version identifier @@
+.9-4
@@ Property / software version identifier: 0.9-4 / rank @@
+Normal rank
@@ Property / software version identifier: 0.9-4 / qualifier @@
+publication date: 27 April 2010Timestamp +2010-04-27T00:00:00Z
Timezone +00:00
Calendar Gregorian
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@@ Property / software version identifier @@
+.9-5
@@ Property / software version identifier: 0.9-5 / rank @@
+Normal rank
@@ Property / software version identifier: 0.9-5 / qualifier @@
+publication date: 29 April 2010Timestamp +2010-04-29T00:00:00Z
Timezone +00:00
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Precision 1 day
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@@ Property / software version identifier @@
+.9-6
@@ Property / software version identifier: 0.9-6 / rank @@
+Normal rank
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+publication date: 10 May 2010Timestamp +2010-05-10T00:00:00Z
Timezone +00:00
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@@ Property / software version identifier @@
+.9-7
@@ Property / software version identifier: 0.9-7 / rank @@
+Normal rank
@@ Property / software version identifier: 0.9-7 / qualifier @@
+publication date: 28 May 2010Timestamp +2010-05-28T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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 After
@@ Property / software version identifier @@
+.9-9
@@ Property / software version identifier: 0.9-9 / rank @@
+Normal rank
@@ Property / software version identifier: 0.9-9 / qualifier @@
+publication date: 2 December 2011Timestamp +2011-12-02T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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 After
@@ Property / software version identifier @@
+.99-0
@@ Property / software version identifier: 0.99-0 / rank @@
+Normal rank
@@ Property / software version identifier: 0.99-0 / qualifier @@
+publication date: 30 March 2012Timestamp +2012-03-30T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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@@ Property / software version identifier @@
+.99-1
@@ Property / software version identifier: 0.99-1 / rank @@
+Normal rank
@@ Property / software version identifier: 0.99-1 / qualifier @@
+publication date: 11 April 2012Timestamp +2012-04-11T00:00:00Z
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Calendar Gregorian
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@@ Property / software version identifier @@
+.99-2
@@ Property / software version identifier: 0.99-2 / rank @@
+Normal rank
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+publication date: 30 May 2012Timestamp +2012-05-30T00:00:00Z
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@@ Property / software version identifier @@
+.99-4
@@ Property / software version identifier: 0.99-4 / rank @@
+Normal rank
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+publication date: 3 July 2012Timestamp +2012-07-03T00:00:00Z
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@@ Property / software version identifier @@
+.999-0
@@ Property / software version identifier: 0.999-0 / rank @@
+Normal rank
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@@ Property / software version identifier @@
+.999-1
@@ Property / software version identifier: 0.999-1 / rank @@
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 After
@@ Property / software version identifier @@
+.999-2
@@ Property / software version identifier: 0.999-2 / rank @@
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 After
@@ Property / software version identifier @@
+.999-3
@@ Property / software version identifier: 0.999-3 / rank @@
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@@ Property / software version identifier: 0.999-4 / rank @@
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@@ Property / software version identifier: 0.999-5 / rank @@
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@@ Property / software version identifier @@
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@@ Property / software version identifier: 0.999-6 / rank @@
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@@ Property / software version identifier @@
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@@ Property / software version identifier: 0.999-7 / rank @@
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@@ Property / software version identifier @@
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@@ Property / software version identifier: 0.999-8 / rank @@
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+publication date: 4 February 2014Timestamp +2014-02-04T00:00:00Z
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 After
@@ Property / software version identifier @@
+.999-9
@@ Property / software version identifier: 0.999-9 / rank @@
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+publication date: 5 May 2014Timestamp +2014-05-05T00:00:00Z
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 Before
 After
@@ Property / software version identifier @@
+.999-10
@@ Property / software version identifier: 0.999-10 / rank @@
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@@ Property / software version identifier: 0.999-10 / qualifier @@
+publication date: 19 June 2014Timestamp +2014-06-19T00:00:00Z
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 After
@@ Property / software version identifier @@
+.999-11
@@ Property / software version identifier: 0.999-11 / rank @@
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+publication date: 5 September 2014Timestamp +2014-09-05T00:00:00Z
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 After
@@ Property / software version identifier @@
+.999-12
@@ Property / software version identifier: 0.999-12 / rank @@
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+publication date: 2 October 2014Timestamp +2014-10-02T00:00:00Z
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 Before
 After
@@ Property / software version identifier @@
+.999-13
@@ Property / software version identifier: 0.999-13 / rank @@
+Normal rank
@@ Property / software version identifier: 0.999-13 / qualifier @@
+publication date: 5 March 2015Timestamp +2015-03-05T00:00:00Z
Timezone +00:00
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Latest revision as of 16:00, 21 March 2024

Multivariate Dependence with Copulas

Language	Label	Description	Also known as
English	copula	Multivariate Dependence with Copulas

Statements

instance of

R package

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software version identifier

1.1-2

publication date

25 January 2023

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0.2-1

publication date

26 July 2005

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0.2-3

publication date

19 September 2005

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0.3-1

publication date

20 February 2006

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0.3-4

publication date

10 March 2006

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0.3-5

publication date

13 March 2006

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0.3-6

publication date

6 April 2006

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0.3-7

publication date

26 April 2006

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0.3-8

publication date

16 May 2006

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0.3-9

publication date

10 October 2006

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0.3-10

publication date

11 February 2007

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0.4-1

publication date

20 May 2007

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0.5-3

publication date

7 June 2007

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0.5-7

publication date

3 September 2007

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0.5-8

publication date

16 October 2007

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0.6-1

publication date

12 December 2007

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0.6-6

publication date

22 January 2008

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0.7-5

publication date

31 August 2008

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0.7-6

publication date

21 September 2008

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0.8-0

publication date

18 November 2008

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0.8-3

publication date

23 January 2009

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0.8-7

publication date

10 June 2009

0 references

0.8-8

publication date

18 July 2009

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0.8-9

publication date

24 July 2009

0 references

0.8-10

publication date

30 July 2009

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0.8-12

publication date

8 October 2009

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0.9-2

publication date

12 February 2010

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0.9-3

publication date

16 March 2010

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0.9-4

publication date

27 April 2010

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0.9-5

publication date

29 April 2010

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0.9-6

publication date

10 May 2010

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0.9-7

publication date

28 May 2010

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0.9-9

publication date

2 December 2011

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0.99-0

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30 March 2012

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0.99-1

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11 April 2012

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0.99-2

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30 May 2012

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0.99-4

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3 July 2012

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0.999-0

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30 July 2012

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0.999-1

publication date

13 August 2012

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0.999-2

publication date

25 October 2012

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0.999-3

publication date

27 October 2012

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0.999-4

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16 November 2012

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0.999-5

publication date

3 December 2012

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0.999-6

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14 May 2013

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0.999-7

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21 May 2013

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0.999-8

publication date

4 February 2014

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19 June 2014

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5 September 2014

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2 October 2014

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0.999-13

publication date

5 March 2015

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0.999-14

publication date

26 October 2015

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publication date

24 September 2016

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0.999-16

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9 January 2017

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18 June 2017

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publication date

1 September 2017

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22 April 2019

0 references

0.999-19

publication date

21 December 2018

0 references

0.999-20

publication date

6 February 2020

0 references

1.0-0

publication date

29 May 2020

0 references

1.0-1

publication date

12 December 2020

0 references

1.1-0

publication date

15 June 2022

0 references

1.1-1

publication date

17 November 2022

0 references

1.1-3

publication date

7 December 2023

0 references

0 references

0 references

7 December 2023

0 references

description

Classes (S4) of commonly used elliptical, Archimedean, extreme-value and other copula families, as well as their rotations, mixtures and asymmetrizations. Nested Archimedean copulas, related tools and special functions. Methods for density, distribution, random number generation, bivariate dependence measures, Rosenblatt transform, Kendall distribution function, perspective and contour plots. Fitting of copula models with potentially partly fixed parameters, including standard errors. Serial independence tests, copula specification tests (independence, exchangeability, radial symmetry, extreme-value dependence, goodness-of-fit) and model selection based on cross-validation. Empirical copula, smoothed versions, and non-parametric estimators of the Pickands dependence function.

0 references

0 references

0 references

0 references

0 references

GNU General Public License