BiCopName: Bivariate copula family names

Description Usage Arguments Value Author(s) See Also Examples

View source: R/BiCopName.r

Description

This function transforms the bivariate copula family number into its character expression and vice versa.

Usage

1

Arguments

family

Bivariate copula family, either its number or its character expression (see table below).

No. Short name Long name
0 "I" "Independence"
1 "N" "Gaussian"
2 "t" "t"
3 "C" "Clayton"
4 "G" "Gumbel"
5 "F" "Frank"
6 "J" "Joe"
7 "BB1" "Clayton-Gumbel"
8 "BB6" "Joe-Gumbel"
9 "BB7" "Joe-Clayton"
10 "BB8" "Frank-Joe"
13 "SC" "Survival Clayton"
14 "SG" "Survival Gumbel"
16 "SJ" "Survival Joe"
17 "SBB1" "Survival Clayton-Gumbel"
18 "SBB6" "Survival Joe-Gumbel"
19 "SBB7" "Survival Joe-Clayton"
20 "SBB8" "Survival Joe-Frank"
23 "C90" "Rotated Clayton 90 degrees"
24 "G90" "Rotated Gumbel 90 degrees"
26 "J90" "Rotated Joe 90 degrees"
27 "BB1_90" "Rotated Clayton-Gumbel 90 degrees"
28 "BB6_90" "Rotated Joe-Gumbel 90 degrees"
29 "BB7_90" "Rotated Joe-Clayton 90 degrees"
30 "BB8_90" "Rotated Frank-Joe 90 degrees"
33 "C270" "Rotated Clayton 270 degrees"
34 "G270" "Rotated Gumbel 270 degrees"
36 "J270" "Rotated Joe 270 degrees"
37 "BB1_270" "Rotated Clayton-Gumbel 270 degrees"
38 "BB6_270" "Rotated Joe-Gumbel 270 degrees"
39 "BB7_270" "Rotated Joe-Clayton 270 degrees"
40 "BB8_270" "Rotated Frank-Joe 270 degrees"
short

Logical; if the number of a bivariate copula family is used and short = TRUE (default), a short version of the corresponding character expression is returned, otherwise the long version.

Value

The transformed bivariate copula family (see table above).

Author(s)

Ulf Schepsmeier

See Also

CDVineTreePlot

Examples

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# family as number
family = 1
BiCopName(family,short=TRUE)	 # short version
BiCopName(family,short=FALSE)	# long version

# family as character expression (short version)
family = "C"
BiCopName(family)	# as number

# long version
family = "Clayton"
BiCopName(family)	# as number

CDVine documentation built on May 2, 2019, 9:28 a.m.