CopulaSelection: Copula object

View source: R/CopulaSelection.R

CopulaSelectionR Documentation

Copula object

Description

Build a copula class object from the given family and the corresponding dependence parameter from the given correlation

Usage

CopulaSelection(copula, rho, rho_type = "Spearman")

Arguments

copula

Copula given from the following list: "Frank" (default), "Gumbel" , "Clayton", "Normal" , "T", , "Galambos", "HuslerReiss", "Tawn", "Tev", "FGM" or "Plackett"

rho

Spearman's coefficient between the 2 marginal distributions

rho_type

Type of correlation: "Spearman" (default) or "Kendall"


CompAREdesign documentation built on May 29, 2024, 2:43 a.m.