General Bivariate Copula Theory and Many Utility Functions
Overview
Extensive functions for bivariate copula (bicopula) computations and related operations for bicopula theory. The lower, upper, product, and select other bicopula are implemented along with operations including the diagonal, survival copula, dual of a copula, co-copula, and numerical bicopula density. Level sets, horizontal and vertical sections are supported. Numerical derivatives and inverses of a bicopula are provided through which simulation is implemented. Bicopula composition, convex combination, asymmetry extension, and products also are provided. Support extends to the Kendall Function as well as the Lmoments thereof. Kendall Tau, Spearman Rho and Footrule, Gini Gamma, Blomqvist Beta, Hoeffding Phi, Schweizer- Wolff Sigma, tail dependency, tail order, skewness, and bivariate Lmoments are implemented, and positive/negative quadrant dependency, left (right) increasing (decreasing) are available. Other features include Kullback-Leibler Divergence, Vuong Procedure, spectral measure, and Lcomoments for fit and inference, Lcomoment ratio diagrams, maximum likelihood, and AIC, BIC, and RMSE for goodness-of-fit.
- Fixed legend plotting error in inst/make_wolfCOPtest/chck_wolfCOPtestCIRC.R and changed some line thicknesses and one line color in the plotting by that script after seeing the wolfCOPtest_check.Rd figure 3 after CRAN rendering in 2.2.16.
- Editorial adjustment wolfCOPtest_check.Rd then followed by inflation of the study therein and addition of a fourth figure via .../chck_wolfCOPtestCIRC.R
- Math delimiter adjustment in PLACKETTcop.Rd for better appearance.
- Edits to RAYcop.Rd and changing a stated limiting parameter to M() to source code. Study of 10.21307/stattrans-2021-029 with bibliographic entry in RAYcop.Rd could use some consideration.
- Minor edits to rhoCOP.Rd.
- Addition to copBasic-package.Rd describing case of "could not find function 'cop'".
- Minor argument extension to wolfCOPtest.[R|Rd] for add.cor.tests, maxrnd, statnm.
Show all changes in 2.2.17Hide the rest of the changes in 2.2.17
- Added wolfCOPtest_drawsim.[R|Rd].
- Added grDevices imports for dev.off, pdf; graphics imports for polygon.
From NEWS in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 151includes a package overview page
- Examples that run
- 41%61 run in a plain check · 77 never run · 12 hold no code
- Exported functions with examples
- 100%
- Documented parameters
- 97%
- Return-value docs
- 100%
- Help pages citing references
- 85%
Downloads
Dependencies
Installing copBasic adds 8 packages (7 with compiled code, 6.3 MB of source tarballs). Heaviest: Rcpp 1.8 MB, randtoolbox 1.4 MB, RcppArmadillo 1.0 MB.
Code & Tests
Datasets
People & History
Maintainer since 1.4 (2008)
Pick two releases to compare their code metrics.
- 2.2.17Latest
- 2.2.162026-08-31 · diff ↗
- 2.2.15
- 2.2.14
- RR 4.6.0 released · 2026-04-24
- 2.2.11
- 2.2.92025-09-29 · diff ↗ ·
added 7 exports
MOcop, N4220cop, rN4220cop, HAIRPINcop, kfuncCOP_Pd, NORMcop, Tcop - 2.2.82025-06-28 · diff ↗
- RR 4.5.0 released · 2025-04-11
- 2.2.7
- 2.2.62024-10-08 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 2.2.4
- 2.2.32024-01-09 · diff ↗ ·
added 8 exports
CIRCcop, EuvCOP, EvuCOP, M_N5p12b, ORDSUMcop, ORDSUWcop, W_N5p12a, bicoploc - 2.2.2
- 2.2.0
Show 37 earlier eventsHide 37 earlier events
- RR 4.3.0 released · 2023-04-21
- 2.1.9
- RR 4.2.0 released · 2022-04-22
- 2.1.72021-11-14 · diff ↗
- 2.1.62021-09-02 · diff ↗
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 2.1.52020-03-23 · diff ↗
- 2.1.4
- RR 3.6.0 released · 2019-04-26
- 2.1.2
- 2.1.1
- 2.1.0
- RR 3.5.0 released · 2018-04-23
- 2.0.72018-03-08 · diff ↗
- 2.0.6
- RR 3.4.0 released · 2017-04-21
- 2.0.5
- 2.0.4
- RR 3.3.0 released · 2016-05-03
- 2.0.12015-08-31 · diff ↗ ·
removed 1 export
uvskewnessadded 27 exports
copBasic.fitpara.beta, GLcop, HRcop, PARETOcop, concordCOP, convex2COP, diagCOPinv, footCOP, joeskewCOP, jointCOP, joint.curvesCOP, joint.curvesCOP2, isfuncCOP, kmeasCOP, kfuncCOP, kfuncCOPinv, kfuncCOPlmom, kfuncCOPlmoms, kullCOPint, nuskewCOP, nustarCOP, prod2COP, rhobevCOP, simCOPv, statTn, tailconCOP, uvskew - RR 3.2.0 released · 2015-04-16
- 1.7.12015-01-30 · diff ↗
- 1.7.02015-01-03 · diff ↗ ·
added 16 exports
FRECHETcop, GHcop, densityCOP, densityCOPplot, diagCOPatf, LpCOP, LpCOPradsym, LpCOPpermsym, isCOP.permsym, kullCOP, lcomCOPpv, semicorCOP, tailordCOP, uvskewness, uvlmoms, vuongCOP - 1.6.02014-09-26 · diff ↗ ·
added 9 exports
asCOP, gridCOP, hoefCOP, isCOP.radsym, isCOP.PQD, level.curvesCOP2, level.setCOP, level.setCOP2, surfuncCOP - RR 3.1.0 released · 2014-04-10
- 1.5.42013-05-10 · diff ↗
- RR 3.0.0 released · 2013-04-03
- 1.5.22012-07-30 · diff ↗
- RR 2.15.0 released · 2012-03-30
- 1.5.12011-12-06 · diff ↗ ·
removed 2 exports
N4.2.12cop, lcomoms2.cop2parameteradded 16 exports
EMPIRcop, EMPIRcopdf, EMPIRgrid, EMPIRgridder, EMPIRgridder2, EMPIRgridderinv, EMPIRgridderinv2, EMPIRmed.regress, EMPIRmed.regress2, EMPIRqua.regress, EMPIRqua.regress2, EMPIRsim, EMPIRsimv, N4212cop, lcomoms2.ABcop2parameter, lcomoms2.ABKGcop2parameter - RR 2.14.0 released · 2011-10-31
- 1.5.02011-09-01 · diff ↗ ·
added 42 exports
COP, COPinv, COPinv2, M, N4.2.12cop, P, PLACKETTcop, PLACKETTpar, PLACKETTsim, PSP, W, blomCOP, coCOP, composite1COP, composite2COP, composite3COP, derCOP, derCOP2, derCOPinv, derCOPinv2, diagCOP, duCOP, giniCOP, isCOP.LTD, isCOP.RTI, lcomoms2.cop2parameter, level.curvesCOP, med.regressCOP, med.regressCOP2, qua.regressCOP and 12 more - 1.4.22011-08-06 · diff ↗
- RR 2.13.0 released · 2011-04-13
- 1.42011-02-19
- RR 2.12.0 released · 2010-10-15
Package metadata
- First published
- 2011-02-19
- Total releases
- 35 / 15 yrs
- License
- GPL-2 OSI
- Minimum R
- ≥ 4.0.0
- Bundled data
- 142 KB / 3 files
- Download size
- 2.6 MB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("copBasic")The package provides a citation file that builds its entry when R runs it. Run citation() to see it.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.