Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas

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Documentation for package ‘gamCopula’ version 0.0-7

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gamCopula-package Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas
AIC-method Akaike's An Information Criterion for a gamBiCop Object
AIC.gamBiCop Akaike's An Information Criterion for a gamBiCop Object
BIC-method Schwarz's Bayesian 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
condBiCopSim Simulation from a Conditional Bivariate Copula
dim-method Dimension of an Object of the Class gamVine
dim.gamVine Dimension of an Object of the Class gamVine
EDF Equivalent Degrees of Freedom for an Object of the Class gamBiCop
formula-method Model Formula of the gamBiCop Object
formula.gamBiCop Model Formula of the gamBiCop Object
gamBiCop Construction of a gamBiCop Class Object
gamBiCop-class The gamBiCop Class
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 Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas
gamCopula.package Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas
gamVine Construction of a gamVine Class Object
gamVine-class The gamVine Class
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-method Extract the Log-likelihood from a gamBiCop Object
logLik.gamBiCop Extract the Log-likelihood from a gamBiCop Object
nobs-method Extract the Number of Observations from gamBiCop Object
nobs.gamBiCop Extract the Number of Observations from gamBiCop Object
plot-method Plot a gamBiCop Object
plot-method Plot an Object of the Class gamVine
plot.gamBiCop Plot a gamBiCop Object
plot.gamVine Plot an Object of the Class gamVine
RVM2GVC Transform an Object of the Class R-Vine into an Object of the Class gamVine
summary-method Summary for a gamBiCop Object
summary-method Summary for an Object of the Class gamVine
summary.gamBiCop Summary for a gamBiCop Object
summary.gamVine Summary for an Object of the Class gamVine