Package ‘copBasic’ September 2, 2021 Title General Bivariate Copula Theory and Many Utility Functions Version 2.1.6 Date 2021-08-30 Author William Asquith Description Extensive functions for bivariate copula (bicopula) computations and related operations for bicopula theory. The lower, upper, product, and select other bicopula are implemented along with operations including the diagonal, survival copula, dual of a copula, co-copula, and numerical bicopula density. Level sets, horizontal and vertical sections are supported. Numerical derivatives and inverses of a bicopula are provided through which simulation is implemented. Bicopula composition, convex combination, and products also are provided. Support extends to the Kendall Function as well as the Lmoments thereof. Kendall Tau, Spearman Rho and Footrule, Gini Gamma, Blomqvist Beta, Hoeffding Phi, Schweizer- Wolff Sigma, tail dependency, tail order, skewness, and bivariate Lmoments are implemented, and positive/negative quadrant dependency, left (right) increasing (decreasing) are available. Other features include Kullback-Leibler divergence, Vuong procedure, spectral measure, and Lcomoments for inference, maximum likelihood, and AIC, BIC, and RMSE for goodness-of-fit. Maintainer William Asquith <[email protected]> Repository CRAN Depends R (>= 3.5.0) Imports lmomco, randtoolbox Suggests copula License GPL-2 NeedsCompilation no Date/Publication 2021-09-02 21:10:25 UTC R topics documented: copBasic-package . .4 aicCOP . 13 AMHcop . 14 asCOP . 17 bicCOP . 19 1 2 R topics documented: bilmoms . 21 blomCOP . 26 CLcop . 28 coCOP . 30 composite1COP . 31 composite2COP . 34 composite3COP . 36 convex2COP . 38 convexCOP . 40 COP............................................. 41 copBasic.fitpara . 45 COPinv . 48 COPinv2 . 50 densityCOP . 51 densityCOPplot . 53 derCOP . 56 derCOP2 . 58 derCOPinv . 60 derCOPinv2 . 64 diagCOP . 65 diagCOPatf . 67 duCOP . 69 EMPIRcop . 72 EMPIRcopdf . 77 EMPIRgrid . 78 EMPIRgridder . 82 EMPIRgridder2 . 83 EMPIRgridderinv . 84 EMPIRgridderinv2 . 87 EMPIRmed.regress . 88 EMPIRmed.regress2 . 89 EMPIRqua.regress . 89 EMPIRqua.regress2 . 95 EMPIRsim . 96 EMPIRsimv . 98 FGMcop . 100 footCOP . 102 FRECHETcop . 104 gEVcop . 106 GHcop . 108 giniCOP . 115 GLcop . 117 glueCOP . 120 gridCOP . 122 hoefCOP . 123 HRcop . 128 isCOP.LTD . 129 isCOP.permsym . 130 R topics documented: 3 isCOP.PQD . 131 isCOP.radsym . 134 isCOP.RTI . 136 isfuncCOP . 138 JOcopB5 . 139 joeskewCOP . 141 joint.curvesCOP . 146 joint.curvesCOP2 . 149 jointCOP . 151 kfuncCOP . 156 kfuncCOPinv . 163 kfuncCOPlmoms . 165 kullCOP . 168 lcomCOP . 171 lcomCOPpv . 174 lcomoms2.ABcop2parameter . 177 lcomoms2.ABKGcop2parameter . 180 level.curvesCOP . 183 level.curvesCOP2 . 185 level.setCOP . 186 level.setCOP2 . 187 M.............................................. 188 med.regressCOP . 189 med.regressCOP2 . 192 mleCOP . 193 N4212cop . 197 P............................................... 199 PARETOcop . 200 PLACKETTcop . 201 PLACKETTpar . ..