xDensity Objects

Constructors and methods for xDensity objects.

matrixXD()

Construct an xDensity representation of a known distribution.

kernelXD()

Construct an xDensity representation of a kernel smoothing estimator.

gc4XD()

Construct an xDensity representation of a combined Box-Cox/Gram-Charlier density approximation.

dXD() pXD() qXD() rXD()

Implementation of d/p/q/r functions for xDensity distributions.

Gaussian Copulas

Constructors and methods for Gaussian Copula (gcop) objects.

dgcop() rgcop()

The Gaussian Copula distribution.

gcopFit()

Fit a Gaussian Copula model.

rgcopCond()

Conditional simulation from a Gaussian Copula distribution.

gcopSub()

Extract a subset of variables from a Gaussian Copula distribution.

Gram-Charlier Approximation

Helper functions to implement the Box-Cox/Gram-Charlier approximation.

powTrans()

Generalized Box-Cox transformation.

powFit()

Maximum likelihood estimation for the Generalized Box-Cox transformation.

dgc4()

Univariate 4th-order Gram-Charlier density approximation.