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

Description Author(s) See Also


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.


Maintainer: Thomas Nagler

Other contributors:

See Also

Useful links:

VC2copula documentation built on Jan. 11, 2022, 1:07 a.m.