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copBasic

2.2.14

General Bivariate Copula Theory and Many Utility Functions

4packages depend
10.5Kdownloads / year
test coverage
13/13checks pass

Overview

About
Maintained by William AsquithFirst published 2011-02-1932 releasesCRAN page ↗

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, asymmetry extension, 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 fit and inference, Lcomoment ratio diagrams, maximum likelihood, and AIC, BIC, and RMSE for goodness-of-fit.

Install

Health

CRAN checks
13OK
Slowest check: 5.0 min · r-devel-linux-x86_64-fedora-clang
Code health
None
Tests · ratio 0.00
not tracked
Coverage
100%
Documentation · exports
None
Vignettes
No
README
3
Dependencies · direct
Check history
  • OK2026-03-10
    14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

10.5K
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Rank #4,538 · ~29/day · ~876/mo
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Dependencies

Declared dependencies
4 external dependencies (excludes base and recommended)
Depends (1)
R >= 4.0.0
LinkingTo (0)
none
Suggests (1)
Enhances (0)
none
Reverse dependencies
4direct
0indirect

Code & Tests

Code Composition
Rd 14,281 (62%)R 8,647 (38%)
Code characteristics
Cyclomatic complexity
7.0 median / 86 max
Documented parameters
97%

Test coverage

Line coverage

Expression

Tests / Examples

Functions

163 163 exported

Complexity

8.9 avg / 86 max

Call network

163 nodes / 162 edges

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Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (1)
Maintainer (1)
Author, Maintainer
Authors (1)
Author, Maintainer
Release timeline

32 releases. Pick two to compare their code metrics. R releases are shown for context.

  • 2.2.14Latest
    2026-05-22 · current release · diff ↗
  • R
    R 4.6.0 released · 2026-04-24
  • 2.2.11
    2025-11-03 · diff ↗
  • 2.2.9
    2025-09-29 · diff ↗
  • 2.2.8
    2025-06-28 · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • 2.2.7
    2025-01-25 · diff ↗
  • 2.2.6
    2024-10-08 · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • 2.2.4
    2024-03-08 · diff ↗
  • 2.2.3
    2024-01-09 · diff ↗
  • 2.2.2
    2023-10-17 · diff ↗
  • 2.2.0
    2023-06-19 · diff ↗
  • R
    R 4.3.0 released · 2023-04-21
  • 2.1.9
    2022-08-30 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
Show 34 earlier events
  • 2.1.7
    2021-11-14 · diff ↗
  • 2.1.6
    2021-09-02 · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • 2.1.5
    2020-03-23 · diff ↗
  • 2.1.4
    2019-07-02 · diff ↗
  • R
    R 3.6.0 released · 2019-04-26
  • 2.1.2
    2019-01-08 · diff ↗
  • 2.1.1
    2018-12-03 · diff ↗
  • 2.1.0
    2018-05-07 · diff ↗
  • R
    R 3.5.0 released · 2018-04-23
  • 2.0.7
    2018-03-08 · diff ↗
  • 2.0.6
    2017-11-20 · diff ↗
  • R
    R 3.4.0 released · 2017-04-21
  • 2.0.5
    2017-02-25 · diff ↗
  • 2.0.4
    2016-06-03 · diff ↗
  • R
    R 3.3.0 released · 2016-05-03
  • 2.0.1
    2015-08-31 · diff ↗
  • R
    R 3.2.0 released · 2015-04-16
  • 1.7.1
    2015-01-30 · diff ↗
  • 1.7.0
    2015-01-03 · diff ↗
  • 1.6.0
    2014-09-26 · diff ↗
  • R
    R 3.1.0 released · 2014-04-10
  • 1.5.4
    2013-05-10 · diff ↗
  • R
    R 3.0.0 released · 2013-04-03
  • 1.5.2
    2012-07-30 · diff ↗
  • R
    R 2.15.0 released · 2012-03-30
  • 1.5.1
    2011-12-06 · diff ↗
  • R
    R 2.14.0 released · 2011-10-31
  • 1.5.0
    2011-09-01 · diff ↗
  • 1.4.2
    2011-08-06 · diff ↗
  • R
    R 2.13.0 released · 2011-04-13
  • 1.4
    2011-02-19
  • R
    R 2.12.0 released · 2010-10-15

Package metadata

First published
2011-02-19
Total releases
32 / 15 yrs
License
GPL-2 OSI
Minimum R
≥ 4.0.0
Bundled data
142 KB / 3 files
Download size
1.0 MB
Installed size
not tracked yet
With dependencies
not tracked yet