copula
Multivariate Dependence with Copulas
Description
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.
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CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 27, 2026
WARNING 12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE Jun 14, 2026
re-building of vignette outputs
Error(s) in re-building vignettes: ... --- re-building ‘AC_Liouville.Rmd’ using rmarkdown --- finished re-building ‘AC_Liouville.Rmd’ --- re-building ‘AR_Clayton.Rmd’ using rmarkdown --- finished re-building ‘AR_Clayton.Rmd’ --- re-building ‘GIG. ...[truncated]... bel, log = log, recycle = TRUE) : 6323 y values <= 0 omitted from logarithmic plot --- finished re-building ‘rhoAMH-dilog.Rnw’ SUMMARY: processing the following file failed: ‘Frank-Rmpfr.Rnw’ Error: Vignette re-building failed. Execution halted
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
NOTE 12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 8, 2026
R code for possible problems
Warning in file(open = "w+") : cannot open file '/tmp/RtmpYeNiUk/Rf3a60ad5b0dd8fd': No space left on device Error in file(open = "w+") : cannot open the connection Calls: <Anonymous> -> .load_namespace_quietly -> .try_quietly -> file Execution halted
OK 12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 25, 2026
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
installed package size
installed size is 7.9Mb
sub-directories of 1Mb or more:
R 2.4Mb
doc 3.2Mb
installed package size
installed size is 8.0Mb
sub-directories of 1Mb or more:
R 2.4Mb
doc 3.2Mb
installed package size
installed size is 7.4Mb
sub-directories of 1Mb or more:
R 2.1Mb
doc 3.2Mb