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; CopulaModel; npcp; Rugarch; HAC; bootstrap; mvtnorm; gamair; SAS; RMetrics; SpatialExtremes; ismev; tseries; IndependenceTests Cited in: 161 Publications Standard Articles 1 Publication describing the Software Year all top 5 Cited by 317 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 Sukparungsee, Saowanit 4 Veraverbeke, Noël 3 Areepong, Yupaporn 3 Brahimi, Brahim 3 Busababodhin, Piyapatr 3 Di Lascio, F. Marta L. 3 Fuchs, Sebastian L. 3 Heumann, Christian 3 Huser, Raphaël 3 Kim, Jongmin 3 Kuvattana, Sasigarn 3 Mächler, Martin Beat 3 Marozzi, Marco 3 Rohmer, Tom 2 Bagnato, Luca 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 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 Tsukahara, Hideatsu 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 Anatolyev, Stanislav 1 Antunes, Jorge 1 Arbel, Julyan 1 Arbenz, Philipp 1 Artes, Rinaldo 1 Bacigál, Tomáš 1 Barros, Carlos Pestana 1 Barry, Amadou Diogo 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 Charpentier, Arthur 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. ...and 217 more Authors all top 5 Cited in 66 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 Journal of Applied Statistics 5 Statistics and Computing 4 Computational Statistics 4 European Journal of Operational Research 4 Statistical Papers 3 Information Sciences 3 Annals of Operations Research 3 Hacettepe Journal of Mathematics and Statistics 3 Statistical Methods and Applications 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 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 Journal of Economic Dynamics & Control 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 Journal of Combinatorial Optimization 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 Statistical Methodology 1 Thailand Statistician 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 Journal of the Japan Statistical Society. Japanese Issue 1 Cogent Mathematics 1 Use R! 1 Wiley Series in Probability and Statistics all top 5 Cited in 10 Fields 155 Statistics (62-XX) 24 Probability theory and stochastic processes (60-XX) 19 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Numerical analysis (65-XX) 4 Operations research, mathematical programming (90-XX) 4 Biology and other natural sciences (92-XX) 2 Computer science (68-XX) 2 Geophysics (86-XX) 1 Mathematical logic and foundations (03-XX) 1 Optics, electromagnetic theory (78-XX) Citations by Year