Constructors and methods for xDensity objects.
xDensity
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()
dXD()
pXD()
qXD()
rXD()
Implementation of d/p/q/r functions for xDensity distributions.
d/p/q/r
Constructors and methods for Gaussian Copula (gcop) objects.
gcop
dgcop() rgcop()
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.
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.