VC2copula-package: VC2copula: Extend the 'copula' Package with Families and...

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

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

Description

Provides new classes for (rotated) BB1, BB6, BB7, BB8, and Tawn copulas, extends the existing Gumbel and Clayton families with rotations, and allows to set up a vine copula model using the 'copula' API. Corresponding objects from the 'VineCopula' API can easily be converted.

Provides new classes for (rotated) BB1, BB6, BB7, BB8, and Tawn copulas, extends the existing Gumbel and Clayton families with rotations, and allows to set up a vine copula model using the 'copula' API. Corresponding objects from the 'VineCopula' API can easily be converted.

Author(s)

Maintainer: Thomas Nagler [e-mail]

Other contributors:

• Benedikt Graeler [contributor]

See Also

Useful links:

• https://github.com/tnagler/VC2copula

• Report bugs at https://github.com/tnagler/VC2copula/issues

Useful links:

• https://github.com/tnagler/VC2copula

• Report bugs at https://github.com/tnagler/VC2copula/issues

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