Nothing
BiCopTau2Par <- function(family, tau) {
if (!(family %in% c(0, 1, 3, 4, 5, 6, 13, 14, 16, 23, 24, 26, 33, 34, 36)))
stop("Copula family not implemented.")
if (family == 0) {
par <- 0
} else if (family == 1) {
par <- sin(pi * tau/2)
} else if (family %in% c(3, 13)) {
if (tau <= 0)
stop("Clayton copula cannot be used for tau<=0.")
par <- 2 * tau/(1 - tau)
} else if (family %in% c(4, 14)) {
if (tau < 0)
stop("Gumbel copula cannot be used for tau<0.")
par <- 1/(1 - tau)
} else if (family == 5) {
if (tau == 0)
stop("Frank copula cannot be used for tau=0.")
par <- Frank.itau.JJ(tau)
} else if (family %in% c(6, 16)) {
if (tau <= 0)
stop("Joe copula cannot be used for tau<=0.")
par <- Joe.itau.JJ(tau)
} else if (family %in% c(23, 33)) {
if (tau >= 0)
stop("Rotated Clayton copula cannot be used for tau>=0.")
par <- 2 * tau/(1 + tau)
} else if (family %in% c(24, 34)) {
if (tau > 0)
stop("Rotated Gumbel copula cannot be used for tau>0.")
par <- -(1/(1 + tau))
} else if (family %in% c(26, 36)) {
if (tau >= 0)
stop("Rotated Joe copula cannot be used for tau>=0.")
par <- -Joe.itau.JJ(-tau)
}
return(par)
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.