Kernel estimation

dkdecop pkdecop rkdecop

Working with kdecopula objects

hkdecop

H-function and inverse of a kdecop() fit

kdecop

Bivariate kernel copula density estimation

Utilities

fitted

Extract fitted values from a kdecop() fits.

kdecopula

Kernel Smoothing for Bivariate Copula Densities

logLik

Log-Likelihood of a kdecopula object

plot contour

Plotting kdecopula objects

predict

Prediction method for kdecop() fits

simulate

Simulate data from a kdecop() fit.

Bandwidth selection

bw_bern

Bandwidth selection for the Bernstein copula estimator

bw_beta

Bandwidth selection for the beta kernel estimator

bw_mr

Bandwidth selection for the mirror-reflection estimator

bw_tll_nn

Nearest-neighbor bandwidth selection for the transformation local likelihood estimator

bw_tll

Bandwidth selection for the transformation local likelihood estimator

bw_t

Bandwidth selection for the transformation kernel estimator

bw_tt_pi bw_tt_cv

Nearest-neighbor bandwidth selection for the tapered transformation estimator

Dependence measures

dep_measures

Dependence measures of a kdecop() fit

Data sets

wdbc

Wisconsin Diagnostic Breast Cancer (WDBC)