Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas

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Documentation for package ‘gamCopula’ version 0.0-8

• DESCRIPTION file.
• Package NEWS.

Help Pages

gamCopula-package	gamCopula: 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	gamCopula: Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas
gamCopula.package	gamCopula: 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