copula
Multivariate Dependence with Copulas
Description
Classes (S4) of commonly used elliptical, Archimedean, extreme-value and other copula families, as well as their rotations, mixtures and asymmetrizations. Nested Archimedean copulas, related tools and special functions. Methods for density, distribution, random number generation, bivariate dependence measures, Rosenblatt transform, Kendall distribution function, perspective and contour plots. Fitting of copula models with potentially partly fixed parameters, including standard errors. Serial independence tests, copula specification tests (independence, exchangeability, radial symmetry, extreme-value dependence, goodness-of-fit) and model selection based on cross-validation. Empirical copula, smoothed versions, and non-parametric estimators of the Pickands dependence function.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
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installed package size
installed size is 7.9Mb
sub-directories of 1Mb or more:
R 2.4Mb
doc 3.2Mb
installed package size
installed size is 8.0Mb
sub-directories of 1Mb or more:
R 2.4Mb
doc 3.2Mb
installed package size
installed size is 7.4Mb
sub-directories of 1Mb or more:
R 2.1Mb
doc 3.2Mb
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Check History
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
installed package size
installed size is 7.9Mb
sub-directories of 1Mb or more:
R 2.4Mb
doc 3.2Mb
installed package size
installed size is 8.0Mb
sub-directories of 1Mb or more:
R 2.4Mb
doc 3.2Mb
installed package size
installed size is 7.4Mb
sub-directories of 1Mb or more:
R 2.1Mb
doc 3.2Mb