General Definition | Definition via cdf | Kappa Transform of $\psi$ | Copula Quantities: DJ copula class (IGL copula family) | Copula Quantities: Interpolated DJ copula class (IG copula family) | Formulas specific to IG and IGL Copulas | Generating Functions | Copula Quantities | References
Package: igcop 1.0.2
igcop: Computational Tools for the IG and IGL Copula Families
Compute distributional quantities for an Integrated Gamma (IG) or Integrated Gamma Limit (IGL) copula, such as a cdf and density. Compute corresponding conditional quantities such as the cdf and quantiles. Generate data from an IG or IGL copula. See the vignette for formulas, or for a derivation, see Coia, V (2017) "Forecasting of Nonlinear Extreme Quantiles Using Copula Models." PhD Dissertation, The University of British Columbia.
Authors:
igcop_1.0.2.tar.gz
igcop_1.0.2.zip(r-4.7-x86_64)igcop_1.0.2.zip(r-4.7-arm64)igcop_1.0.2.zip(r-4.6-x86_64)igcop_1.0.2.zip(r-4.6-arm64)igcop_1.0.2.zip(r-4.5-x86_64)
igcop_1.0.2.tgz(r-4.6-x86_64)igcop_1.0.2.tgz(r-4.6-arm64)igcop_1.0.2.tgz(r-4.5-x86_64)igcop_1.0.2.tgz(r-4.5-arm64)
igcop_1.0.2.tar.gz(r-4.7-arm64)igcop_1.0.2.tar.gz(r-4.7-x86_64)igcop_1.0.2.tar.gz(r-4.6-arm64)igcop_1.0.2.tar.gz(r-4.6-x86_64)
igcop_1.0.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
igcop/json (API)
| # Install 'igcop' in R: |
| install.packages('igcop', repos = c('https://vincenzocoia.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/vincenzocoia/igcop/issues
Last updated from:0cac910fd1. Checks:15 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 116 | ||
| linux-devel-x86_64 | OK | 145 | ||
| source / vignettes | OK | 234 | ||
| linux-release-arm64 | OK | 112 | ||
| linux-release-x86_64 | OK | 136 | ||
| macos-release-arm64 | OK | 124 | ||
| macos-release-x86_64 | OK | 394 | ||
| macos-oldrel-arm64 | OK | 123 | ||
| macos-oldrel-x86_64 | OK | 323 | ||
| windows-devel-arm64 | OK | 400 | ||
| windows-devel-x86_64 | OK | 153 | ||
| windows-release-arm64 | OK | 391 | ||
| windows-release-x86_64 | OK | 140 | ||
| windows-oldrel-x86_64 | OK | 140 | ||
| wasm-release | OK | 128 |
Exports:digdigllogdiglogdiglpcondigpcondig12pcondig21pcondiglpcondigl12pcondigl21pigpiglqcondigqcondig12qcondig21qcondiglqcondigl12qcondigl21rigrigl
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Clean up DLL | .onUnload |
| Test data | .alpha .cpar .theta .u .v |
| Check validity of copula parameters | check_alpha check_theta |
| Select IG copula quantities: matching inputs | dig_vec pcondig12_vec qcondig12_vec |
| Send arguments to a function after vectorizing | formals_to |
| igcop: Computational Tools for the IG and IGL Copula Families | igcop-package igcop |
| IG/IGL Generators and Related Functions: matching inputs | igl_gen_D_vec igl_gen_inv_vec igl_gen_vec igl_kappa_D_vec igl_kappa_inv_vec igl_kappa_vec interp_gen_inv_vec interp_gen_vec interp_kappa_inv_vec interp_kappa_vec |
| IG/IGL Generators and Related Functions | igl_gen igl_gen_D igl_gen_inv igl_kappa igl_kappa_D igl_kappa_inv interp_gen interp_gen_inv interp_kappa interp_kappa_inv |
| IG Copula Family Functions | dig logdig pcondig pcondig12 pcondig21 pig qcondig qcondig12 qcondig21 rig |
| IGL Copula Family Functions | digl logdigl pcondigl pcondigl12 pcondigl21 pigl qcondigl qcondigl12 qcondigl21 rigl |