Copula-Based Mixed Regression Models

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Documentation for package ‘CopulaGAMM’ version 0.6.5

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berncpdf Bernoulli with p = 1/(1+exp(-th)) cdf/pdf and derivatives
coplik Copula cdf/pdf and ders
dbvn Normal density
dbvn2 Normal density (version 2)
dbvncop Normal copula density
dbvtcop Student copula density
dcop Copula pdf
dfgm Farlie-Gumbel-Morgenstern copula density, -1<= cpar<=
dfrk B3 bivariate Frank copula density
dgal B7 Galambos copula density, cpar>0
dgum B6 Gumbel copula density, cpar>1
dhr B8 Huesler-Reiss copula density, cpar>0
djoe B5 Joe copula density
dmtcj B4 MTCJ copula density, cpar>0
dpla B2 Plackett copula density
EstContinuous Copula-based estimation of mixed regression models for continuous response
EstCopulaGAMM Copula-based estimation of mixed regression models for continuous or discrete response
EstDiscrete Copula-based estimation of mixed regression models for discrete response
expcond Conditional expectation
expcondinv Inverse conditional expectation for a vector of probabilities
expcondinv1 Inverse conditional expectation for a single value
expcpdf Exponential cdf/pdf and ders
ffgmders Farlie-Gumbel-Morgenstern copula cdf/pdf and ders
ffrkders Frank copula cdf/pdf and ders
fgumders Gumbel copula cdf/pdf and ders
fjoeders Joe copula cdf/pdf and ders
fmtcjders Clayton copula cdf/pdf and ders
fnorders Farlie-Gumbel-Morgenstern copula cdf/pdf and ders
fpladers Plackett copula cdf/pdf and ders
ftders Student copula cdf/pdf and ders
ftdersP Student copula cdf/pdf and ders
geomcpdf Geometric with p = 1/(1+exp(-th)) cdf/pdf and ders
invfunc Inverse function
lapcpdf Laplace cdf/pdf and ders
linkCop Link to copula parameter
MAP.continuous Estimation of latent variables in the continuous case
MAP.discrete Estimation of latent variable in the dicrete case
margins Margins cdf/pdf and their derivatives
mlecop Estimation of the parameter of a bivariate copula (Clayton, Frank, Gumbel)
mlecop.disc Estimation of the parameter of a bivariate copula (Clayton, Frank, Gumbel) when the first observation is 0 or 1
multinomcpdf Multinomial with p = 1/(1+exp(-th)) cdf/pdf and ders
multinomial Simulated data
nbinom1cpdf Negative binomial cdf/pdf and ders
nbinomcpdf Negative binomial cdf/pdf and ders
normal Simulated data
normcpdf normal cdf/pdf and ders
out.normal EstContinuous object
out.poisson EstDiscrete object
pcond Conditional cdf
pcondcla Conditional Clayton
pcondfgm Conditional FGM (B10)
pcondfrk Conditional Frank (B3)
pcondgal Conditional Galambos (B7)
pcondgum Conditional Gumbel (B6)
pcondhr Conditional Huesler-Reiss (B8)
pcondjoe Conditional Joe (B5)
pcondnor Conditional Gaussian
pcondpla Conditional Plackett (B2)
pcondt Conditional Student
poiscpdf Poisson cdf/pdf and ders
predictContinuous Conditional expectation for a copula-based estimation of mixed regression models for continuous response
predictCopulaGAMM Conditional expectation for a copula-based estimation of mixed regression models for continuous or discrete response
predictDiscrete Conditional expectation for a copula-based estimation of mixed regression models for discrete response
pseudosC Estimation cdf, left-continuous cdf, and pseudo-observations
qcond Inverse conditional cdf
qcondcla Inverse clayton
qcondfgm Inverse FGM (B10)
qcondfra Inverse Frank
qcondgal Inverse Galambos
qcondgum Inverse Gumbel
qcondhr Inverse Huesler-Reiss
qcondjoe Inverse Joe
qcondnor Inverse Gaussian
qcondpla Inverse Plackett
qcondt Inverse Student
sim.poisson Simulated data
SimGenCluster Simulation of clustered data
SimMultinomial Simulation of multinomial clustered data
tcpdf Student cdf/pdf and ders
weibcpdf Weibul cdf/pdf and ders