Inference of Elliptical Distributions and Copulas

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Documentation for package ‘ElliptCopulas’ version 0.1.4.1

• DESCRIPTION file.
• Package NEWS.

Help Pages

Convert_g1_To_f1	Conversion Functions for Elliptical Distributions
Convert_g1_To_Fg1	Conversion Functions for Elliptical Distributions
Convert_g1_To_Qg1	Conversion Functions for Elliptical Distributions
Convert_gd_To_fR2	Conversion Functions for Elliptical Distributions
Convert_gd_To_g1	Conversion Functions for Elliptical Distributions
conv_funct	Conversion Functions for Elliptical Distributions
DensityGenerator.check	Normalization of an elliptical copula generator
DensityGenerator.normalize	Normalization of an elliptical copula generator
EllCopEst	Estimate the density generator of a (meta-)elliptical copula
EllCopLikelihood	Computation of the likelihood of an elliptical copula
EllCopSim	Simulation from an elliptical copula model
EllDistrDerivEst	Estimate the derivatives of a generator
EllDistrEst	Nonparametric estimation of the density generator of an elliptical distribution
EllDistrEst.adapt	Estimation of the generator of the elliptical distribution by kernel smoothing with adaptive choice of the bandwidth
EllDistrSim	Simulation of elliptically symmetric random vectors
EllDistrSimCond	Simulation of elliptically symmetric random vectors conditionally to some observed part.
estim_tilde_AMSE	Estimate the part of the AMSE of the elliptical density generator that only depends on the parameter "a" assuming h has been optimally chosen
KTMatrixEst	Fast estimation of Kendall's tau matrix
TEllDistrEst	Estimation of trans-elliptical distributions
vectorized_Faa_di_Bruno	Vectorized version of Faa di Bruno formula