copula

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.

Last 30 days

This package has been downloaded 12,877 times in the last 30 days. The downloads are officially high enough to crash an underfunded departmental server. Quite an accomplishment! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 541 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 115,765 times in the last 365 days. Practically an academic rockstar! That's enough downloads to cause murmurs at international conferences. The day with the most downloads was May 01, 2024 with 838 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.