ParamCop: Theta estimation
In HMMcopula: Markov Regime Switching Copula Models Estimation and Goodness of Fit
Description
Usage
Arguments
Value
Description
This function computes the parameter of the copula according to CRAN copula package (except for Frank copula, where theta = log(theta_R_Package)), corresponding to the unconstrainted parameters alpha.
Usage
1
Arguments
family
"gaussian" , "t" , "clayton" , "frank" , "gumbel"
alpha
unconstrainted parameters of the copula family
Value
theta
matlab parameters
HMMcopula documentation built on April 21, 2020, 9:05 a.m.
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Description Usage Arguments Value
Description
This function computes the parameter of the copula according to CRAN copula package (except for Frank copula, where theta = log(theta_R_Package)), corresponding to the unconstrainted parameters alpha.
Usage
1 |
Arguments
family |
"gaussian" , "t" , "clayton" , "frank" , "gumbel" |
alpha |
unconstrainted parameters of the copula family |
Value
theta |
matlab parameters |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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