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copula

swMATH ID: 7944
Software Authors: Yan, J
Description: Enjoy the Joy of Copulas: With a Package copula. Copulas have become a popular tool in multivariate modeling successfully applied in many fields. A good open-source implementation of copulas is much needed for more practitioners to enjoy the joy of copulas. This article presents the design, features, and some implementation details of the R package copula. The package provides a carefully designed and easily extensible platform for multivariate modeling with copulas in R. S4 classes for most frequently used elliptical copulas and Archimedean copulas are implemented, with methods for density/distribution evaluation, random number generation, and graphical display. Fitting copula-based models with maximum likelihood method is provided as template examples. With the classes and methods in the package, the package can be easily extended by user-defined copulas and margins to solve problems
Homepage: https://www.jstatsoft.org/article/view/v021i04
Dependencies: R
Related Software: copula; R; QRM; nacopula; TwoCop; CDVine; VineCopula; npcp; CopulaModel; Rugarch; HAC; bootstrap; mvtnorm; gamair; RMetrics; SpatialExtremes; ismev; tseries; IndependenceTests; S-PLUS
Referenced in: 154 Publications

Standard Articles

1 Publication describing the Software Year

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Referenced by 303 Authors

15 Kojadinovic, Ivan
8 Hofert, Marius
7 Segers, Johan
7 Yan, Jun
6 Gijbels, Irène
5 Bücher, Axel
5 Omelka, Marek
4 Schomaker, Michael
4 Veraverbeke, Noël
3 Areepong, Yupaporn
3 Busababodhin, Piyapatr
3 Di Lascio, F. Marta L.
3 Fuchs, Sebastian L.
3 Heumann, Christian
3 Huser, Raphaël
3 Kim, Jongmin
3 Mächler, Martin Beat
3 Marozzi, Marco
3 Rohmer, Tom
3 Sukparungsee, Saowanit
2 Bagnato, Luca
2 Brahimi, Brahim
2 Durante, Fabrizio
2 Foldnes, Njål
2 Genest, Christian
2 Genton, Marc G.
2 Górecki, Jan
2 Grønneberg, Steffen
2 Holmes, Mark P.
2 Kauermann, Goran
2 Kiriliouk, Anna
2 Kuvattana, Sasigarn
2 Marra, Giampiero
2 McNeil, Alexander J.
2 Mukherjee, Amitava
2 Necir, Abdelhakim
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 Amsler, Christine
1 Anand, Sonia
1 Antunes, Jorge
1 Arbel, Julyan
1 Arbenz, Philipp
1 Artes, Rinaldo
1 Bacigál, Tomáš
1 Barros, Carlos Pestana
1 Bayrak, Hülya
1 Bee, Marco
1 Bellini, Tiziano
1 Benatia, Fateh
1 Berghaus, Betina Hedwig
1 Berrett, Thomas B.
1 Beyene, Joseph
1 Bilodeau, Martin
1 Binois, Mickaël
1 Boffino, L.
1 Bouzebda, Salim
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 Czado, Claudia
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.
1 Dovoedo, Y. H.
1 Du, Jiangze
1 Dvořák, Jiři
1 e Silva, W. V. M.
1 Ebrahimi, Nader D.
...and 203 more Authors
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Referenced in 61 Serials

15 Journal of Multivariate Analysis
13 Computational Statistics and Data Analysis
8 Insurance Mathematics & Economics
7 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 Computational Statistics
4 European Journal of Operational Research
4 Statistical Papers
4 Journal of Applied Statistics
3 Information Sciences
3 Annals of Operations Research
3 Hacettepe Journal of Mathematics and Statistics
2 The Canadian Journal of Statistics
2 Psychometrika
2 Annals of the Institute of Statistical Mathematics
2 The Annals of Statistics
2 Fuzzy Sets and Systems
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
2 Dependence Modeling
1 Scandinavian Journal of Statistics
1 Biometrical Journal
1 Journal of Applied Probability
1 Journal of Time Series Analysis
1 Statistical Science
1 Economics Letters
1 Communications in Statistics. Theory and Methods
1 Test
1 Statistica Sinica
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 Statistical Applications in Genetics and Molecular Biology
1 Statistical Methodology
1 Journal of Statistical Theory and Practice
1 The Annals of Applied Statistics
1 Proceedings of the Estonian Academy of Sciences
1 Afrika Statistika
1 Journal of Probability and Statistics
1 Journal de la Société Française de Statistique
1 Sankhyā. Series A
1 Communications in Mathematics and Statistics
1 Cogent Mathematics
1 Use R!
1 Wiley Series in Probability and Statistics

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