Package index • cort

Copula constructors Functions that construct a copula object (and corresponding S4 classes), that can be (generally) builded from data and parameters.
`Cort()`	Cort copulas
`CortForest()`	Bagged Cort copulas
`ConvexCombCopula()`	Convex Combination of copulas.
`cbCopula()`	Checkerboard copulas
`cbkmCopula()`	Checkerboards with known margins
(r/d/p/v)Copula functions Random number generation, density, cdf, and volume functions for the copulas.
`rCopula()`	Copula random generation
`dCopula()`	Copula density
`pCopula()`	Copula cdf
`vCopula()`	Copula volume on hyper-boxes
Usefull methods Some S4 methods that are included as convenience functions
`biv_rho()`	Spearman's rho matrix of a copula
`biv_tau()`	Kendall's tau matrix of a copula
`kendall_func()`	Kendall function of a copula (if it has one)
`loss()`	Loss of a copula estimation (if the model has one)
`project_on_dims()`	Projection on smaller dimensions of a copula (if implemented)
`quad_norm()`	Quadratic norm of the model (if it has one)
`quad_prod()`	Quadratic product of two copulas (if they have one)
`quad_prod_with_data()`	Quadratic product with data of the model (if it has one)
`constraint_infl()`	Constraint influence of the model (if it has one)
Datasets Four simulated datasets are included for testing and demonstration purposes
`funcdep_data`	Dataset funcdep_data
`clayton_data`	Dataset clayton_data
`impossible_data`	Dataset impossible_data
`recoveryourself_data`	Dataset recoveryourself_data

Reference