ParamCop: Gives the parameters of the copula family
In NCSCopula: Non-Central Squared Copula Models Estimation
Description
Usage
Arguments
Value
Author(s)
Examples
Description
This function computes the parameter of the copula according to CRAN copula package where corresponding to the unconstrainted parameters alpha.
Usage
1
Arguments
family
"Gaussian" , "t" , "Clayton" , "Frank" , "Gumbel"
alpha
unconstrainted parameters of the copula family
Value
theta
Bivariate vector of constrained copula family parameters
Author(s)
Bouchra R. Nasri, August 14, 2019
Examples
1
ParamCop('Clayton',0)
NCSCopula documentation built on Dec. 1, 2019, 1:21 a.m.
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Description Usage Arguments Value Author(s) Examples
Description
This function computes the parameter of the copula according to CRAN copula package where corresponding to the unconstrainted parameters alpha.
Usage
1 |
Arguments
family |
"Gaussian" , "t" , "Clayton" , "Frank" , "Gumbel" |
alpha |
unconstrainted parameters of the copula family |
Value
theta |
Bivariate vector of constrained copula family parameters |
Author(s)
Bouchra R. Nasri, August 14, 2019
Examples
1 | ParamCop('Clayton',0)
|
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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