| Class | Description |
|---|---|
| CopulaExpression |
This class is a basic class for all the copula expressions contained in the CopulaLibrary class.
|
| CopulaLibrary |
This class contains many different copula forms.
|
| CopulaLibrary.DistanceLinkFunctionCopulaExpression |
A copula based on a link function and the euclidian distance between the two observations.
|
| CopulaLibrary.SimpleCopulaExpression |
This copula is a simple copula with one constant parameter.
|
| CopulaLibrary.SimpleLogisticCopulaExpression |
This copula is a logistic copula with a single intercept parameter.
|
| FGMCompositeLogLikelihood | |
| FGMCopulaGLModel |
The FGMCopulaGLModel class implements a Farlie-Gumbel-Morgenstein (FGM) copula for binary outcomes.
|
| FGMCopulaGLModel.LikelihoodValue |