Function reference • VineCopula

All functions
`BetaMatrix()`	Matrix of Empirical Blomqvist's Beta Values
`BiCop()`	Constructing BiCop-objects
`BiCopCDF()`	Distribution Function of a Bivariate Copula
`BiCopCheck()`	Check for family/parameter consistency in bivariate copula models
`BiCopChiPlot()`	Chi-plot for Bivariate Copula Data
`BiCopCompare()`	Shiny app for bivariate copula selection
`BiCopCondSim()`	Conditional simulation from a Bivariate Copula
`BiCopDeriv()`	Derivatives of a Bivariate Copula Density
`BiCopDeriv2()`	Second Derivatives of a Bivariate Copula Density
`BiCopEst()`	Parameter Estimation for Bivariate Copula Data
`BiCopEstList()`	List of Maximum Likelihood Estimates for Several Bivariate Copula Families
`BiCopGofTest()`	Goodness-of-Fit Test for Bivariate Copulas
`BiCopHfunc()` `BiCopHfunc1()` `BiCopHfunc2()`	Conditional Distribution Function of a Bivariate Copula
`BiCopHfuncDeriv()`	Derivatives of the h-Function of a Bivariate Copula
`BiCopHfuncDeriv2()`	Second Derivatives of the h-Function of a Bivariate Copula
`BiCopHinv()` `BiCopHinv1()` `BiCopHinv2()`	Inverse Conditional Distribution Function of a Bivariate Copula
`BiCopIndTest()`	Independence Test for Bivariate Copula Data
`BiCopKDE()`	Kernel estimate of a Bivariate Copula Density
`BiCopKPlot()`	Kendall's Plot for Bivariate Copula Data
`BiCopLambda()`	Lambda-Function (Plot) for Bivariate Copula Data
`BiCopMetaContour()`	Contour Plot of Bivariate Meta Distribution
`BiCopName()`	Bivariate Copula Family Names
`BiCopPDF()`	Density of a Bivariate Copula
`BiCopPar2Beta()`	Blomqvist's Beta Value of a Bivariate Copula
`BiCopPar2TailDep()`	Tail Dependence Coefficients of a Bivariate Copula
`BiCopPar2Tau()`	Kendall's Tau Value of a Bivariate Copula
`BiCopSelect()`	Selection and Maximum Likelihood Estimation of Bivariate Copula Families
`BiCopSim()`	Simulation from a Bivariate Copula
`BiCopTau2Par()`	Parameter of a Bivariate Copula for a given Kendall's Tau Value
`BiCopVuongClarke()`	Scoring Goodness-of-Fit Test based on Vuong And Clarke Tests for Bivariate Copula Data
`C2RVine()`	Transform C-Vine to R-Vine Structure
`D2RVine()`	Transform D-Vine to R-Vine Structure
`EmpCDF()`	Corrected Empirical CDF
`RVineAIC()` `RVineBIC()`	AIC and BIC of an R-Vine Copula Model
`RVineClarkeTest()`	Clarke Test Comparing Two R-Vine Copula Models
`RVineCopSelect()`	Sequential Pair-Copula Selection and Estimation for R-Vine Copula Models
`RVineCor2pcor()` `RVinePcor2cor()`	(Partial) Correlations for R-Vine Copula Models
`RVineGofTest()`	Goodness-of-Fit Tests for R-Vine Copula Models
`RVineGrad()`	Gradient of the Log-Likelihood of an R-Vine Copula Model
`RVineHessian()`	Hessian Matrix of the Log-Likelihood of an R-Vine Copula Model
`RVineLogLik()`	Log-Likelihood of an R-Vine Copula Model
`RVineMLE()`	Maximum Likelihood Estimation of an R-Vine Copula Model
`RVineMatrix()`	R-Vine Copula Model in Matrix Notation
`RVineMatrixCheck()`	R-Vine Matrix Check
`RVineMatrixNormalize()`	Normalization of R-Vine Matrix
`RVineMatrixSample()`	Random sampling of R-Vine matrices
`RVinePDF()`	PDF of an R-Vine Copula Model
`RVinePIT()`	Probability Integral Transformation for R-Vine Copula Models
`RVinePar2Beta()`	Blomqvist's Beta Values of an R-Vine Copula Model
`RVinePar2Tau()`	Kendall's Tau Values of an R-Vine Copula Model
`RVineSeqEst()`	Sequential Estimation of an R-Vine Copula Model
`RVineSim()`	Simulation from an R-Vine Copula Model
`RVineStdError()`	Standard Errors of an R-Vine Copula Model
`RVineStructureSelect()`	Sequential Specification of R- and C-Vine Copula Models
`RVineTreePlot()`	Visualization of R-Vine Tree Structure
`RVineVuongTest()`	Vuong Test Comparing Two R-Vine Copula Models
`TauMatrix()`	Matrix of Empirical Kendall's Tau Values
`copulaFromFamilyIndex()` `surClaytonCopula()` `r90ClaytonCopula()` `r270ClaytonCopula()` `surGumbelCopula()` `r90GumbelCopula()` `r270GumbelCopula()` `joeBiCopula()` `surJoeBiCopula()` `r90JoeBiCopula()` `r270JoeBiCopula()` `BB1Copula()` `surBB1Copula()` `r90BB1Copula()` `r270BB1Copula()` `BB6Copula()` `surBB6Copula()` `r90BB6Copula()` `r270BB6Copula()` `BB7Copula()` `surBB7Copula()` `r90BB7Copula()` `r270BB7Copula()` `BB8Copula()` `surBB8Copula()` `r90BB8Copula()` `r270BB8Copula()` `tawnT1Copula()` `surTawnT1Copula()` `r90TawnT1Copula()` `r270TawnT1Copula()` `tawnT2Copula()` `surTawnT2Copula()` `r90TawnT2Copula()` `r270TawnT2Copula()` `vineCopula()`	Deprecated
`VineCopula-package` `VineCopula`	Statistical Inference of Vine Copulas
`as.copuladata()`	Copula Data Objects
`daxreturns`	Major German Stocks
`pairs(<copuladata>)`	Pairs Plot of Copula Data
`plot(<BiCop>)` `contour(<BiCop>)`	Plotting tools for BiCop objects
`contour(<RVineMatrix>)` `plot(<RVineMatrix>)`	Plotting `RVineMatrix` objects.
`pobs()`	Pseudo-Observations

Reference

All functions