BB8Copula: Constructors for BB8 copulas

In VC2copula: Extend the 'copula' Package with Families and Models from 'VineCopula'

Constructors for BB8 copulas

Description

Constructs an object of the BB8Copula (survival sur, 90 degree rotated r90 and 270 degree rotated r270) family for given parameters.

Usage

BB8Copula(param = c(1, 1))

surBB8Copula(param = c(1, 1))

r90BB8Copula(param = c(-1, -1))

r270BB8Copula(param = c(-1, -1))

Arguments

param

The parameter param defines the copula through theta and delta.

Value

One of the respective BB8 copula classes (BB8Copula, surBB8Copula, r90BB8Copula, r270BB8Copula).

References

Joe, H., (1997). Multivariate Models and Dependence Concepts. Monogra. Stat. Appl. Probab. 73, London: Chapman and Hall.

See Also

See also BB6Copula(), BB7Copula(), BB8Copula() and joeCopula() for further wrapper functions to the VineCopula-package().

Examples

library(copula)

persp(BB8Copula(c(2, 0.9)), dCopula, zlim = c(0, 10))
persp(surBB8Copula(c(2, 0.9)), dCopula, zlim = c(0, 10))
persp(r90BB8Copula(c(-2, -0.9)), dCopula, zlim = c(0, 10))
persp(r270BB8Copula(c(-2, -0.9)), dCopula, zlim = c(0, 10))

VC2copula documentation built on May 29, 2024, 3:15 a.m.