bootstrapfun: Bootstrap for the bivariate copula models

Description Usage Arguments Author(s)

View source: R/bootstrapfun.R

Description

Bootstrap for the bivariate copula models

Usage

1
bootstrapfun(Q, family, tau, n, df, max_iter, eps, HMM)

Arguments

Q

Weights vector (1 x reg or component);

family

'gaussian' , 't' , 'clayton' , 'frank' , 'gumbel'

tau

Kendall's rank correlation

n

number of simulated vectors

eps

precision (e.g 0.00001);

HMM

1 (if HMM) , 0 (if mixture);

DoF

vector of degree of freedom (d x 1), only for the Student copula.

n_sample

number of bootstrap (e.g 1000);

Author(s)

Mamadou Yamar Thioub and Bruno Remillard, April 12, 2018


HMMcopula documentation built on April 21, 2020, 9:05 a.m.