R Observatory: Metrics for copula version 1.1-7

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

copula

1.1-7Package record

Multivariate Dependence with Copulas

81packages dependsuggested by 24

193Kdownloads / year

48.1%test coverage

8/13flavors OK

Overview

About

Maintained by Martin MaechlerCRAN page ↗Repository ↗Website ↗Issues ↗

Classes (S4) of commonly used elliptical, Archimedean, extreme-value and other copula families, as well as their rotations, mixtures and asymmetrizations. Nested Archimedean copulas, related tools and special functions. Methods for density, distribution, random number generation, bivariate dependence measures, Rosenblatt transform, Kendall distribution function, perspective and contour plots. Fitting of copula models with potentially partly fixed parameters, including standard errors. Serial independence tests, copula specification tests (independence, exchangeability, radial symmetry, extreme-value dependence, goodness-of-fit) and model selection based on cross-validation. Empirical copula, smoothed versions, and non-parametric estimators of the Pickands dependence function.

Changes in 1.1-7

New Features

New experimental gofMMDtest(), multiplier bootstrap, based on the squared MMD.
Add volume() as an auxiliary for prob(), as an S3 method for the volume() generic from cluster.

Bug Fixes

mvdc() more carefully checks paramMargins, and now warns when it contains named vectors instead of lists, thanks to Rolf Turner's e-mail (in 2015).
loglikMvdc() now calls dMvdc(.., log=TRUE) instead of log(dMvdc(..)). It and fitMvdc() get new options for (not) signalling warnings.
fitMvdc() consequently works on the log scale instead of taking logs; this is typically faster and more accurate, but notably even necessary for "large" n or large dim= d.
Fix the *relative* link to the 'Frank-Rmpfr' vignette in help(copula-package).
Update URLs in the vignettes.

From inst/NEWS.Rd in the release

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("copula", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-copula

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-copula

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-copula

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

5NOTE8OK

Check messages

NOTER code for possible problemsr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-x86_64

Found calls to structure() using deprecated special names:
  copula/R/galambosExpr-math.R (.Names: 2)
'.Names' should be changed to 'names'.

CRAN check page ↗

Slowest check: 17.8 min · r-oldrel-macos-x86_64

Status changes

NOTE8 OK, 5 NOTENow
NOTE10 OK, 3 NOTE2026-07-16
OK13 OK2026-06-27
WARNING12 OK, 1 WARNING2026-06-14
OK13 OK2026-06-09
NOTE12 OK, 1 NOTE2026-06-08

Show 2 earlier changesHide 2 earlier changes

OK12 OK2026-04-25
NOTE11 OK, 3 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.1-7

READMENoVignettesYes · 14 · dynamicNEWSYes · mentions 1.1-7Citation fileYes · cites a publicationWebsiteYes

Help pages: 128 (1 internal)includes a package overview page
Examples that run: 96%111 run in a plain check · 2 only when donttest examples are enabled (R CMD check --as-cran) · 3 hold no code
Exported functions with examples: 98%
Documented parameters: 83%
Return-value docs: 98%
Help pages citing references: 58%

Also includes 13 demo scripts (run with demo())

Vignettes (14)

Show 4 moreHide 4 vignettes

How these are measured

Downloads

193K

CRAN downloads in the past year

Rank #1,113 · ~529/day · ~16.1K/mo

Releases R versions

Daily download trend is not available in this view yet.

12.4K30 days

32.6K90 days

193K1 year

Compare downloads with other packages →

Also on2.4K r2u13 autocran6.1K conda_forge220 c2d4u

How downloads are counted

Repository

r-forge.r-project.org/projects/copula ↗

Responsiveness

not measured

How these are measured

PracticesBeta

Repository r-forge.r-project.org/projects/copula is linked, but repository-practices checks have not run for it yet. Checks are GitHub-only for now.

How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies

32 external dependencies (excludes base and recommended)

Installing copula adds 8 packages (5 with compiled code, 3.5 MB of source tarballs). Heaviest: colorspace 2.0 MB, mvtnorm 1.0 MB, gsl 227 KB.

Depends (1)

R >= 3.5.0

Imports (15)

statsgraphicsmethodsstats4Matrixlatticeclustercolorspace gsl ADGofTest stabledist mvtnorm pcaPP pspline numDeriv

LinkingTo (0)

none

Suggests (27)

MASSKernSmoothsfsmisc scatterplot3d Rmpfr bbmle knitr rmarkdown animation abind crop gridExtra HAC lcopula mev mvnormtestparallelpartitions polynom qrng randtoolbox rugarch Runuran tseries VGAM VineCopula zoo

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

81direct

9indirect

Depends 13 · Imports 68

Suggested by 24

Show the 48 most downloaded dependentsHide the 48 most downloaded dependents

Depends, Imports or LinkingTo, most downloaded first

and 33 more dependents and 24 packages that suggest it on CRAN ↗

How these are counted

Code & Tests

Datasets

People & History

People (6)

Martin Maechler

Author, Maintainer since 0.99-0 (2012) · added in 0.99-0

Marius Hofert

Author · added in 0.99-0

Ivan Kojadinovic

Author · added in 0.9-9

Jun Yan

Author

Rebecca Morger

Contributor · added in 1.0-0

fitCopula.ml(): code for free mixCopula weight parameters

Johanna G. Nešlehová

Contributor

evTestK()

Previously maintained by Ivan Kojadinovic (0.9-9) and Jun Yan (0.2-1 to 0.9-7).

Listed in earlier versions (3)

Show 3 peopleHide 3 people

Ivan Kojadinovic.

no longer listed · 0.5-3 to 0.9-7

Jun Yan. Independence test

no longer listed · 0.5-3 to 0.5-8

Johanna G.

no longer listed · 0.999-19 to 1.1-7

Releases (68)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
1.1-7Latest
record
2026-02-20 · current release · diff ↗ ·
added 2 exports
gofMMDtest, volume
R
R 4.5.0 released · 2025-04-11
1.1-6
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2025-03-18 · diff ↗
1.1-5
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2025-02-09 · diff ↗
1.1-4
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2024-08-17 · diff ↗
R
R 4.4.0 released · 2024-04-24
1.1-3
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2023-12-07 · diff ↗
R
R 4.3.0 released · 2023-04-21
1.1-2
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2023-01-25 · diff ↗
1.1-1
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2022-11-17 · diff ↗
1.1-0
record
2022-06-15 · diff ↗ ·
added 2 exports
dispstrToep, loglikCopulaMany
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
1.0-1
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2020-12-12 · diff ↗
1.0-0
record
2020-05-29 · diff ↗ ·
added 1 export
getIniParam

Show 81 earlier eventsHide 81 earlier events

R
R 4.0.0 released · 2020-04-24
0.999-20
record
2020-02-06 · diff ↗ ·
added 1 export
gofT2stat
R
R 3.6.0 released · 2019-04-26
0.999-19.1
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2019-04-22 · diff ↗
0.999-19
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2018-12-21 · diff ↗ ·
added 6 exports
fhCopula, moCopula, lowfhCopula, upfhCopula, empCopula, toEmpMargins
R
R 3.5.0 released · 2018-04-23
0.999-18
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2017-09-01 · diff ↗ ·
added 1 export
margCopula
0.999-17
record
2017-06-18 · diff ↗ ·
added 6 exports
corKendall, isFree, isFreeP, nParam, rAntitheticVariates, rLatinHypercube
R
R 3.4.0 released · 2017-04-21
0.999-16
record
2017-01-09 · diff ↗ ·
added 8 exports
describeCop, mixCopula, optimMeth, cloud2, contourplot2, wireframe2, radSymTest, getTheta
0.999-15
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2016-09-24 · diff ↗ ·
removed 1 export
psiDabsMC

added 10 exports
lambda, rotCopula, khoudrajiCopula, extremePairs, fixParam, fixedParam<-, fitLambda, xvCopula, getAname, pairs2
R
R 3.3.0 released · 2016-05-03
0.999-14
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2015-10-26 · diff ↗ ·
removed 1 export
dev.off.pdf

added 1 export
coeffG
R
R 3.2.0 released · 2015-04-16
0.999-13
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2015-03-05 · diff ↗
0.999-12
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2014-10-02 · diff ↗
0.999-11
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2014-09-05 · diff ↗ ·
added 4 exports
.ac.shortNames, .ac.longNames, .ac.objNames, .ac.classNames
0.999-10
record
2014-06-19 · diff ↗ ·
added 3 exports
debye1, debye2, log1pexp
0.999-9
record
2014-05-05 · diff ↗
R
R 3.1.0 released · 2014-04-10
0.999-8
record
2014-02-04 · diff ↗ ·
added 2 exports
F.n, dev.off.pdf
0.999-7
record
2013-05-21 · diff ↗ ·
added 2 exports
gofMB, gofPB
0.999-6
record
2013-05-14 · diff ↗ ·
added 18 exports
p2P, P2p, getSigma, C.n, dCn, pairwiseCcop, pairwiseIndepTest, pviTest, gpviTest, RSpobs, gofBTstat, pairsColList, pairsRosenblatt, .pairsCond, pacR, qacR, Kn, qqplot2
R
R 3.0.0 released · 2013-04-03
0.999-5
record
2012-12-03 · diff ↗ ·
removed 1 export
timing

added 1 export
nacFrail.time
0.999-4
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2012-11-16 · diff ↗
0.999-3
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2012-10-27 · diff ↗
0.999-2
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2012-10-25 · diff ↗ ·
added 1 export
cCopula
0.999-1
record
2012-08-13 · diff ↗ ·
added 1 export
tauJoe
0.999-0
record
2012-07-30 · diff ↗ ·
added 21 exports
dCopula, pCopula, rCopula, dMvdc, pMvdc, rMvdc, tau, rho, iTau, iRho, psi, iPsi, diPsi, A, dAdu, An.biv, An, joeCopula, Cn, betan, absdPsiMC
0.99-4
record
2012-07-03 · diff ↗ ·
removed 1 export
gtrafouni

added 5 exports
gofTstat, pK, qK, dK, rK
0.99-2
record
2012-05-30 · diff ↗ ·
removed 1 export
adjustcolor

added 1 export
log1mexp
0.99-1
record
2012-04-11 · diff ↗
0.99-0
record
2012-03-30 · diff ↗ ·
added 71 exports
copAMH, copClayton, copFrank, copGumbel, copJoe, getAcop, cacopula, dnacopula, pnacopula, rnacopula, rnchild, initOpt, beta., beta.hat, pobs, ebeta, etau, emde, dDiag, edmle, emle, enacopula, K, gtrafouni, rtrafo, htrafo, gnacopula, onacopula, onacopulaL, nac2list and 41 more
R
R 2.15.0 released · 2012-03-30
0.9-9
record
2011-12-02 · diff ↗
R
R 2.14.0 released · 2011-10-31
R
R 2.13.0 released · 2011-04-13
R
R 2.12.0 released · 2010-10-15
0.9-7
record
2010-05-28 · diff ↗ ·
removed 1 export
evTestAA
0.9-6
record
2010-05-10 · diff ↗
0.9-5
record
2010-04-29 · diff ↗
0.9-4
record
2010-04-27 · diff ↗
R
R 2.11.0 released · 2010-04-22
0.9-3
record
2010-03-16 · diff ↗
0.9-2
record
2010-02-12 · diff ↗ ·
removed 2 exports
gofAfun, evTest

added 4 exports
evTestC, evTestAA, evTestK, asymExplicitCopula
R
R 2.10.0 released · 2009-10-26
0.8-12
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2009-10-08 · diff ↗
0.8-10
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2009-07-30 · diff ↗
0.8-9
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2009-07-24 · diff ↗
0.8-8
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2009-07-18 · diff ↗
0.8-7
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2009-06-10 · diff ↗ ·
added 10 exports
tawnCopula, tevCopula, gofAfun, Anfun, evTest, evTestA, exchEVTest, exchTest, asymCopula, gofEVCopula
R
R 2.9.0 released · 2009-04-17
0.8-3
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2009-01-23 · diff ↗ ·
added 1 export
AfunDer
0.8-0
record
2008-11-18 · diff ↗
R
R 2.8.0 released · 2008-10-20
0.7-6
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2008-09-21 · diff ↗ ·
added 1 export
indepCopula
0.7-5
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2008-08-31 · diff ↗ ·
removed 6 exports
empcopu.simulate, empcopu.test, empcopm.test, empcops.simulate, empcops.test, empcopsm.test

added 7 exports
indepTestSim, indepTest, multIndepTest, serialIndepTestSim, serialIndepTest, multSerialIndepTest, gofCopula
R
R 2.7.0 released · 2008-04-22
0.6-6
record
2008-01-22 · diff ↗ ·
removed 3 exports
empcop.simulate, empcop.test, empcop.rv.test

added 6 exports
empcopu.simulate, empcopu.test, empcopm.test, empcops.simulate, empcops.test, empcopsm.test
0.6-1
record
2007-12-12 · diff ↗ ·
added 1 export
empcop.rv.test
0.5-8
record
2007-10-16 · diff ↗
R
R 2.6.0 released · 2007-10-03
0.5-7
record
2007-09-03 · diff ↗
0.5-3
record
2007-06-07 · diff ↗ ·
added 4 exports
fgmCopula, empcop.simulate, empcop.test, dependogram
0.4-1
record
2007-05-20 · diff ↗ ·
added 13 exports
tailIndex, calibKendallsTau, calibSpearmansRho, genFun, genInv, genFunDer1, genFunDer2, Afun, evCopula, amhCopula, galambosCopula, huslerReissCopula, plackettCopula
R
R 2.5.0 released · 2007-04-24
0.3-10
record
2007-02-11 · diff ↗
0.3-9
record
2006-10-10 · diff ↗
R
R 2.4.0 released · 2006-10-03
0.3-8
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2006-05-16 · diff ↗
0.3-7
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2006-04-26 · diff ↗
R
R 2.3.0 released · 2006-04-24
0.3-6
record
2006-04-06 · diff ↗
0.3-5
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2006-03-13 · diff ↗
0.3-4
record
2006-03-10 · diff ↗ ·
added 2 exports
kendallsTau, spearmansRho
0.3-1
record
2006-02-20 · diff ↗ ·
added 4 exports
loglikCopula, loglikMvdc, fitCopula, fitMvdc
R
R 2.2.0 released · 2005-10-06
0.2-3
record
2005-09-19 · diff ↗
0.2-1
record
2005-07-26
R
R 2.1.0 released · 2005-04-18

Package metadata

First published: 2005-07-26
Total releases: 68 / 21 yrs
License: GPL (>= 3) | file LICENCE OSI
Minimum R: ≥ 3.5.0
Bundled data: 71 KB / 5 files
Download size: 3.5 MB

Appears in task views

Probability Distributions Extreme Value Analysis Empirical Finance

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("copula")

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.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for copula version 1.1-7 [Data set]. HJJB, LLC. Data release v2026-10-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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