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Package ‘copula’ September 1, 2017 Version 0.999-18 VersionNote Last CRAN: 0.999-17 on 2017-06-17 Date 2017-08-31 Title Multivariate Dependence with Copulas Author Marius…

Package ‘copula’ February 14, 2012 Version 0.9-9 Date 2011-12-01 Title Multivariate dependence with copulas Author Jun Yan and Ivan Kojadinovic Maintainer Ivan Kojadinovic…

The copula Package October 16, 2007 Version 0.5-8 Date 2007/10/17 Title Multivariate Dependence with Copula Author Jun Yan . Independence test and the FGM copula family by…

Package ‘VineCopula’ February 15, 2013 Type Package Title Statistical inference of vine copulas Version 1.1-1 Date 2013-02-07 Author Ulf Schepsmeier, Jakob Stoeber, Eike…

Package ‘CDVine’ February 15 2013 Type Package Title Statistical inference of C- and D-vine copulas Version 11-11 Date 2013-01-16 Author Ulf Schepsmeier Eike Christian…

Package ‘copula’ February 15, 2013 Version 0.999-5 Date $Date: 2012-11-29 11:47:14 +0100 (Thu, 29 Nov 2012) $ SVNrev $Revision: 912 $ Title Multivariate Dependence with…

CopulaDTA: An R package for copula-based bivariate beta-binomial models for diagnostic test accuracy studies in Bayesian framework Victoria Nyaga1,2, Marc Arbyn2, Marc Aerts1.…

Package ‘copula’ December 12 2020 Version 10-1 VersionNote Last CRAN: 10-0 on 2020-05-19 Date 2020-12-07 Title Multivariate Dependence with Copulas Depends R = 350 Imports…

JSS Journal of Statistical Software April 2017, Volume 77, Issue 8. doi: 10.18637/jss.v077.i08 Gaussian Copula Regression in R Guido Masarotto Università di Padova Cristiano…

JSS Journal of Statistical Software October 2007, Volume 21, Issue 4. http://www.jstatsoft.org/ Enjoy the Joy of Copulas: With a Package copula Jun Yan University of Connecticut…

1. On the modelling of default correlation using copula functions Econophysics Final Work. Master in Oleguer Sagarra PascualComputational Physics, UB-UPC 2011. June 2011…

International Mathematical Forum, Vol. 11, 2016, no. 22, 1053 - 1065 HIKARI Ltd, www.m-hikari.com http://dx.doi.org/10.12988/imf.2016.68118 Gaussian Copula Regression Application…

Package ‘gcmr’ January 30 2020 Version 102 Priority optional Title Gaussian Copula Marginal Regression Author Guido Masarotto and Cristiano Varin Maintainer Cristiano…

Package ‘cort’ May 14 2020 Title Some Empiric and Nonparametric Copula Models Version 031 Description Provides S4 classes and methods to fit several copula models: The…

8/8/2019 Copula Report 1/33Dependence Modelling via the Copula Methodprepared by Helen ArnoldVacation student projectVacation student: Helen ArnoldSupervisor: Pavel ShevchenkoCo-supervisor:…

BY RAHUL A. PARSA DRAKE UNIVERSITY & STUART A. KLUGMAN SOCIETY OF ACTUARIES Copula Regression Outline of Talk OLS Regression Generalized Linear Models (GLM) Copula Regression…

8/3/2019 Copula Garch 1/36On Spatial Contagion and mGARCH modelsPiotr Jaworski1 and Marcin Pitera21Institute of Mathematics, University of Warsaw2Faculty of Mathematics and…

5/22/2018 Copula Regression 1/26BYRAHUL A. PARSADRAKE UNIVERSITY&STUART A. KLUGMANSOCIETY OF ACTUARIESCopula Regression5/22/2018 Copula Regression 2/26Outline of TalkOLS…

CDO Correlation Smile/Skew in One-Factor Copula Models: An Extension with Smoothly Truncated α-Stable Distributions Michael Schmitz, Markus H¨ochst¨otter, Svetlozar T.…

Nested Archimedean Copulas Meet R— The nacopula Package Marius Hofert∗ ETH Zurich Martin Mächler ETH Zurich Abstract The package copula (formerly nacopula) provides…