BiCop2copula: Construction of a Copula Object from a VineCopula Family...

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

Construction of a Copula Object from a VineCopula Family Index

Description

A VineCopula family index along with its parameters is used to construct a corresponding copula object.

Usage

BiCop2copula(family, par, par2 = 0, obj = NULL)

copulaFromFamilyIndex(family, par, par2 = 0)

Arguments

family	a family index as defined in VineCopula-package().
par	first parameter.
par2	second parameter.
obj	BiCop() object containing the family and parameter specification.

Details

If the family and parameter specification is stored in a ⁠[BiCop()]⁠ object obj, the alternative version

BiCop2copula(u1, u2, obj)

can be used.

Value

An object inheriting copula corresponding to the specific family.

Examples

# normalCopula with parameter 0.5
BiCop2copula(1, 0.5)

# rotated Tawn T2 copula
BiCop2copula(224, -2, 0.5)

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