copBasic
2.2.14General Bivariate Copula Theory and Many Utility Functions
Overview
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
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Downloads
Dependencies
Code & Tests
- 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
Call graph
Open call graph →Lowest coverage
Per-function coverage is not measured for this package yet.
People & History
32 releases. Pick two to compare their code metrics. R releases are shown for context.
- 2.2.14Latest
- RR 4.6.0 released · 2026-04-24
- 2.2.112025-11-03 · diff ↗
- 2.2.92025-09-29 · diff ↗
- 2.2.82025-06-28 · diff ↗
- RR 4.5.0 released · 2025-04-11
- 2.2.72025-01-25 · diff ↗
- 2.2.62024-10-08 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 2.2.42024-03-08 · diff ↗
- 2.2.32024-01-09 · diff ↗
- 2.2.22023-10-17 · diff ↗
- 2.2.02023-06-19 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 2.1.92022-08-30 · diff ↗
- RR 4.2.0 released · 2022-04-22
Show 34 earlier events
- 2.1.72021-11-14 · diff ↗
- 2.1.62021-09-02 · diff ↗
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 2.1.52020-03-23 · diff ↗
- 2.1.42019-07-02 · diff ↗
- RR 3.6.0 released · 2019-04-26
- 2.1.22019-01-08 · diff ↗
- 2.1.12018-12-03 · diff ↗
- 2.1.02018-05-07 · diff ↗
- RR 3.5.0 released · 2018-04-23
- 2.0.72018-03-08 · diff ↗
- 2.0.62017-11-20 · diff ↗
- RR 3.4.0 released · 2017-04-21
- 2.0.52017-02-25 · diff ↗
- 2.0.42016-06-03 · diff ↗
- RR 3.3.0 released · 2016-05-03
- 2.0.12015-08-31 · diff ↗
- RR 3.2.0 released · 2015-04-16
- 1.7.12015-01-30 · diff ↗
- 1.7.02015-01-03 · diff ↗
- 1.6.02014-09-26 · diff ↗
- RR 3.1.0 released · 2014-04-10
- 1.5.42013-05-10 · diff ↗
- RR 3.0.0 released · 2013-04-03
- 1.5.22012-07-30 · diff ↗
- RR 2.15.0 released · 2012-03-30
- 1.5.12011-12-06 · diff ↗
- RR 2.14.0 released · 2011-10-31
- 1.5.02011-09-01 · diff ↗
- 1.4.22011-08-06 · diff ↗
- RR 2.13.0 released · 2011-04-13
- 1.42011-02-19
- RR 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