Description Usage Arguments Value Author(s) References Examples
View source: R/fitDependency.R
Function for fitting bivariate dependency between loss frequencies and severities.
1 | fitDependency(cell, copula_family, method = "mle")
|
cell |
a lossdat cell |
copula_family |
0: independence, 1: Gaussian, 2: t, 3: Clayton, 4: Gumbel, 5: Frank, 6: Joe, see Vine Copula Package ?BiCop encoding |
method |
as in fitCopula of the copula package. The method "itau" should not be used as dependencies between a continuous and a discrete random variable are modeled. |
A BiCop object
Marius Pfeuffer
Schepsmeier et al.: VineCopula package, CRAN
1 2 3 | ### Fit Joe Copula
data(lossdat)
fitDependency(lossdat[[1]],6)
|
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