copula

1.1-7

Multivariate Dependence with Copulas

103packages depend

198.7Kdownloads / year

48.1%test coverage

8/13checks pass

Overview

About

Maintained by Martin MaechlerFirst published 2005-07-2668 releasesCRAN page ↗

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.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("copula", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-copula

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-copula

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-copula

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

5NOTE8OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc
NOTE r-devel-linux-x86_64-fedora-clang
NOTE r-devel-linux-x86_64-fedora-gcc
NOTE r-devel-windows-x86_64

Slowest check: 18.6 min · r-devel-linux-x86_64-fedora-clang

Code health

Yes

Tests · ratio 0.11

48.1%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-07-16
10 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-06-27
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
WARNING2026-06-14
12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-06-08
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Show 2 earlier snapshots

OK2026-04-25
12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-03-10
11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 83%
Return-value docs: 98%
References docs: 58%

Downloads

198.7K

CRAN downloads in the past year

Rank #1,076 · ~544/day · ~16.6K/mo

Releases R versions

Daily download trend is not available in this view yet.

10.9K30 days

38.9K90 days

198.7K1 year

Compare downloads with other packages →

Also on1.8K r2u39 autocran6K conda_forge97 c2d4u

Repository

Repository ↗ projects/copula

Repository practices

Upstream repositoryBeta

Repository r-forge.r-project.org/projects/copula is linked, but repository-practices checks have not run for it yet. Checks are GitHub-only for now.

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

32 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (15)

statsgraphicsmethodsstats4Matrixlatticeclustercolorspace gsl ADGofTest stabledist mvtnorm pcaPP pspline numDeriv

LinkingTo (0)

none

Suggests (27)

MASSKernSmoothsfsmisc scatterplot3d Rmpfr bbmle knitr rmarkdown animation abind crop gridExtra HAC lcopula mev mvnormtestparallelpartitions polynom qrng randtoolbox rugarch Runuran tseries VGAM VineCopula zoo

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

103direct

9indirect

and 55 more packages.

Code & Tests

Code Composition

R 43,783 (65%)Rd 12,141 (18%)C 5,754 (9%)Vignettes 5,137 (8%)Other 524 (1%)CSS 215 (0%)

Code characteristics

Object systems

S317S4 class48S4 generic44S4 method354

Cyclomatic complexity: 2.0 median / 64 max
Test cases: 1 / 0.11 per code line
System requirements: 1 external

Test coverage

Line coverage

48%

Expression

46.1%

Tests / Examples

48.1% / 64% ex

Functions

600 176 exported

Complexity

4.4 avg / 64 max

Call network

600 nodes / 584 edges

Call graph

Open call graph →

Loading call graph…

Lowest coverage

600 functions

Function	Cyclo	Coverage
A..Z exp	1	0%
Afun exp	1	0%
AfunDer exp	1	0%
An exp	3	0%
An.biv exp	1	0%
Anfun exp	1	0%

Datasets

Bundled datasets · 4

Name	Class	Rows × Cols	Also ships in
gasoil	data.frame	762 × 3	–
loss	data.frame	1,500 × 4	–
rdj	data.frame	1,262 × 4	–
uranium	data.frame	655 × 1	–

People & History

People (6)

Maintainer (1)

Martin Maechler

Author, Maintainer · added in 0.99-0

Authors (4)

Martin Maechler

Author, Maintainer · added in 0.99-0

Marius Hofert

Author · added in 0.99-0

Ivan Kojadinovic

Author · added in 0.9-9

Jun Yan

Author

Contributors (2)

Rebecca Morger

Contributor · added in 1.0-0

Johanna G. Nešlehová

Contributor

Listed in earlier versions (5)

the FGM copula family by Ivan Kojadinovic.

no longer listed · 0.5-3 to 0.5-8

Jun Yan. Independence test

no longer listed · 0.5-3 to 0.5-8

Ivan Kojadinovic.

no longer listed · 0.6-1 to 0.9-7

and Jun Yan

no longer listed · 0.999-0 to 0.999-18

Johanna G.

no longer listed · 0.999-19 to 1.1-7

Package Timeline

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

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R 2.1.0 released · 2005-04-18

Package metadata

First published: 2005-07-26
Total releases: 68 / 21 yrs
License: GPL (>= 3) | file LICENCE OSI
Minimum R: ≥ 3.5.0
Bundled data: 71 KB / 5 files
Download size: 3.5 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Probability Distributions Extreme Value Analysis Empirical Finance

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