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copula

swMATH ID: 14499
Software Authors: Marius Hofert, Ivan Kojadinovic, Martin Maechler, Jun Yan
Description: R package copula: Multivariate Dependence with Copulas. Classes (S4) of commonly used elliptical, Archimedean, extreme value and some more copula families. Methods for density, distribution, random number generation, bivariate dependence measures, perspective and contour plots. Fitting copula models including variance estimates. Independence and serial (univariate and multivariate) independence tests, and other copula related tests. Empirical copula and multivariate CDF. Goodness-of-fit tests for copulas based on multipliers, the parametric bootstrap with several transformation options. Merged former package ’nacopula’ for nested Archimedean copulas: Efficient sampling algorithms, various estimators, goodness-of-fit tests and related tools and special functions.
Homepage: https://cran.r-project.org/web/packages/copula/index.html
Dependencies: R
Related Software: copula; R; QRM; nacopula; CDVine; VineCopula; TwoCop; mvtnorm; HAC; Rugarch; CRAN; npcp; bootstrap; gamair; SpatialExtremes; SAS; CopulaModel; ismev; numDeriv; IndependenceTests
Referenced in: 164 Publications

Standard Articles

1 Publication describing the Software Year

all top 5

Referenced by 316 Authors

16 Kojadinovic, Ivan
9 Yan, Jun
8 Segers, Johan
7 Hofert, Marius
6 Gijbels, Irène
5 Omelka, Marek
4 Bücher, Axel
4 Schomaker, Michael
4 Veraverbeke, Noël
3 Areepong, Yupaporn
3 Bacigál, Tomáš
3 Busababodhin, Piyapatr
3 Di Lascio, F. Marta L.
3 Fuchs, Sebastian L.
3 Heumann, Christian
3 Huser, Raphaël
3 Kim, Jongmin
3 Marozzi, Marco
3 Rohmer, Tom
3 Sukparungsee, Saowanit
2 Bagnato, Luca
2 Czado, Claudia
2 Durante, Fabrizio
2 Foldnes, Njål
2 Gaigall, Daniel
2 Genest, Christian
2 Genton, Marc G.
2 Girard, Stéphane
2 Górecki, Jan
2 Grønneberg, Steffen
2 Kauermann, Goran
2 Kiriliouk, Anna
2 Kuvattana, Sasigarn
2 Mächler, Martin Beat
2 Marra, Giampiero
2 Mesiar, Radko
2 Mukherjee, Amitava
2 Najjari, Vadoud
2 Okhrin, Ostap
2 Punzo, Antonio
2 Radice, Rosalba
2 Rullière, Didier
2 Sznajder, Dominik
2 Tang, Qihe
2 Trutschnig, Wolfgang
2 Verdier, Ghislain
2 Yuan, Zhongyi
1 Ahn, Jae Youn
1 Akdur, Hatice Tul Kubra
1 Alanazi, Fadhah Amer
1 Allevi, Elisabetta
1 Amini-Seresht, Ebrahim
1 Amsler, Christine
1 Anand, Sonia
1 Antunes, Jorge
1 Arbel, Julyan
1 Arbenz, Philipp
1 Artes, Rinaldo
1 Bal, Hasan
1 Barros, Carlos Pestana
1 Bayrak, Hülya
1 Bee, Marco
1 Bellini, Tiziano
1 Berghaus, Betina Hedwig
1 Berrett, Thomas B.
1 Beyene, Joseph
1 Billio, Monica
1 Bilodeau, Martin
1 Binois, Mickaël
1 Blomvall, Jörgen
1 Boffino, L.
1 Böttcher, Björn
1 Bouzebda, Salim
1 Brahimi, Brahim
1 Bravington, Mark V.
1 Brechmann, Eike Christian
1 Cambou, Mathieu
1 Chaganty, Narasinga Rao
1 Chang, Sheng-Mao
1 Charest, Lysiane
1 Chavez-Demoulin, Valérie
1 Chen, Xudan
1 Cherfi, Mohamed
1 Choi, Taeryon
1 Claeskens, Gerda
1 Coblenz, Maximilian
1 Côté, Marie-Pier
1 Cripps, Edward
1 Crispino, Marta
1 Crits-Christoph, Paul
1 Dang, Phuc Ho
1 Davison, Anthony C.
1 de Assis, Thaíze Fernandes O.
1 De Giuli, Maria Elena
1 de Oliveira, Ricardo T. A.
1 Denecke, Liesa
1 Deng, Huafeng
1 Deng, Yihao
1 Di Bernardino, Elena
1 Díaz, M. P.
...and 216 more Authors
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Referenced in 63 Serials

16 Journal of Multivariate Analysis
13 Computational Statistics and Data Analysis
8 Insurance Mathematics & Economics
8 Journal of Statistical Computation and Simulation
6 Communications in Statistics. Simulation and Computation
6 Extremes
6 Electronic Journal of Statistics
5 Statistics and Computing
4 The Canadian Journal of Statistics
4 Computational Statistics
4 European Journal of Operational Research
4 Statistical Papers
4 Journal of Applied Statistics
3 Scandinavian Journal of Statistics
3 Fuzzy Sets and Systems
3 Information Sciences
3 Annals of Operations Research
3 Hacettepe Journal of Mathematics and Statistics
3 Dependence Modeling
2 Psychometrika
2 Annals of the Institute of Statistical Mathematics
2 The Annals of Statistics
2 Journal of Statistical Planning and Inference
2 Kybernetika
2 Statistics & Probability Letters
2 Econometric Reviews
2 Bernoulli
2 Quantitative Finance
2 North American Actuarial Journal
2 Statistical Methods and Applications
1 Metrika
1 Biometrical Journal
1 Biometrika
1 Journal of Applied Probability
1 Journal of Time Series Analysis
1 Statistics
1 Statistical Science
1 Economics Letters
1 Communications in Statistics. Theory and Methods
1 Test
1 Lifetime Data Analysis
1 Journal of Nonparametric Statistics
1 Mathematical Problems in Engineering
1 Australian & New Zealand Journal of Statistics
1 Computational Geosciences
1 Methodology and Computing in Applied Probability
1 RAIRO. Operations Research
1 Journal of Systems Science and Complexity
1 Journal of Machine Learning Research (JMLR)
1 OR Spectrum
1 ASTIN Bulletin
1 Statistical Applications in Genetics and Molecular Biology
1 Computational Management Science
1 Statistical Methodology
1 Lecture Notes in Statistics
1 Journal of Statistical Theory and Practice
1 The Annals of Applied Statistics
1 Proceedings of the Estonian Academy of Sciences
1 Journal of Probability and Statistics
1 Sankhyā. Series A
1 Communications in Mathematics and Statistics
1 Cogent Mathematics
1 Use R!

Referencing Publications by Year