Bivariate Copula Functions Based on Regular Grid

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Documentation for package ‘GRIDCOPULA’ version 1.0.0

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aic.grid Calculates the AIC of a grid type copula
bic.grid Calculates the BIC of a grid type copula
calculate.ls Creates a grid type copula according to a given data set and the Pfeifer proposal
calculate.ml Estimates the parameters of a grid type copula according to their log-likelihood and a given data set
cdf.grid Calculates the distribution function of a grid copula for a single data point
contour_color_grid Draws the density / distribution function of a grid copula with contours and colors
contour_grid Draws the density / distribution function of a grid copula with contours
contour_image_grid Draws the density / distribution function of a grid copula with contours and colors
count.grid Counts the data according to a specified grid
d.grid Evaluates the density of a grid type copula
data.grid Draws the scatter plot of bivariate data in the unit square
equalities.grid Evaluates the equalities for the parameters of a grid type copula
estimate.gridCopula Estimates the parameters of a grid type copula
image_color_grid Draws the density of a grid copula with colors
ll.grid Calculates the log-likelihood of a grid type copula
mi.grid Calculates the mutual information of a grid type copula
mosaic.grid Draws the density of a grid copula with mosaics
normal.color.contour.grid Draws the density of a grid copula with contours, normal marginals and colors
normal.contour.grid Draws the density of a grid copula with contours and normal marginals
normal.multiplication Calculates the multiplication of normal densities
objective.grid Evaluates the negative log-likelihood function associated to a grid type copula
p.grid Evaluates the distribution function of a grid type copula
pdf.grid Evaluates the density of a grid copula for a single data point
perspective.grid Draws the density / distribution function of a grid copula with perspective
r.cond.grid Generates a conditional random sample from a grid type copula
r.grid Generates a random sample from a grid type copula
rho.grid Calculates the Spearman's rho concordance measure for a grid type copula
rho.integrand.grid Evaluates the integrand function for the Spearman's rho concordance measure of a grid type copula.
tau.grid Calculates the Kendall's tau concordance measure for a grid type copula
tau.integrand.grid Evaluates the integrand function for the Kendall's tau concordance measure of a grid type copula.
validate.density Check if the matrix is a density of a copula