Crash Course: Copulas – Theory & Hands-On Project with R

Master Copula Theory, Visualization, Estimation, Simulation, and Probability Calculations with the copula Package in R
3.75 (2 reviews)
Udemy
platform
English
language
Data Science
category
Crash Course: Copulas – Theory & Hands-On Project with R
10
students
1 hour
content
May 2025
last update
$19.99
regular price

What you will learn

Understand the fundamentals of copulas – Learn what copulas are, their mathematical properties, and their role in modeling dependence structures

Explore Sklar’s Theorem – Understand how joint cumulative distribution functions (CDFs) decompose into marginal distributions and a copula function

Learn different types of copulas – Study Gaussian, t-Student, Clayton, and Gumbel copulas and their characteristics

Estimate copula parameters in R – Use the copula package to estimate copula parameters through statistical methods

Perform goodness-of-fit tests – Assess the quality of fitted copula models using statistical criteria such as AIC, BIC, and log-likelihood

Visualize copulas in R – Generate contour plots, 3D surfaces, and scatter plots to interpret dependence structures

Simulate data using copulas – Use copulas to generate synthetic datasets that preserve the dependence structure of modeled data

Analyze dependencies – Compute Kendall’s Tau, Spearman’s Rho, and tail dependence coefficients to measure both typical and extreme event correlations

Course Gallery

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Screenshot 1Crash Course: Copulas – Theory & Hands-On Project with R
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Screenshot 2Crash Course: Copulas – Theory & Hands-On Project with R
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Screenshot 3Crash Course: Copulas – Theory & Hands-On Project with R
Crash Course: Copulas – Theory & Hands-On Project with R – Screenshot 4
Screenshot 4Crash Course: Copulas – Theory & Hands-On Project with R

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6434861
udemy ID
31/01/2025
course created date
19/05/2025
course indexed date
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Crash Course: Copulas – Theory & Hands-On Project with R - | Comidoc