fitCopula: A dedicated method to use the estimation routines from the...
In VC2copula: Extend the 'copula' Package with Families and Models from 'VineCopula'
fitCopula R Documentation
A dedicated method to use the estimation routines from the VineCopula package
Description
Bivariate copulas are estimated based on BiCopEst and vine copulas through RVineStructureSelect or RVineCopSelect depending on the method argument.
Usage
BCfitCopula(copula, data, method = "ml")
Arguments
copula
an object of the desired copula class
data
a matrix holding the U(0,1) distributed data columns
method
for BIVARIATE copulas either "ml" or "itau" for maximum likelihood estimation or inverse tau estimation (for one parameter families) respectively. See BiCopEst for details. In case of a VINE copulas a list with names entries StructureSelect (default: FALSE), indeptest (default: FALSE), familyset (default: 'NA') and indeptest (default: FALSE). See RVineStructureSelect or RVineCopSelect for details.
Value
an object of class fitCopula as in the copula package.
Examples
u <- rCopula(1000, tawnT1Copula(c(3, 0.5)))
fitCopula(tawnT1Copula(), u)
VC2copula documentation built on May 29, 2024, 3:15 a.m.
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| fitCopula | R Documentation |
A dedicated method to use the estimation routines from the VineCopula package
Description
Bivariate copulas are estimated based on BiCopEst and vine copulas through RVineStructureSelect or RVineCopSelect depending on the method argument.
Usage
BCfitCopula(copula, data, method = "ml")
Arguments
copula |
an object of the desired copula class |
data |
a matrix holding the U(0,1) distributed data columns |
method |
for BIVARIATE copulas either "ml" or "itau" for maximum likelihood estimation or inverse tau estimation (for one parameter families) respectively. See |
Value
an object of class fitCopula as in the copula package.
Examples
u <- rCopula(1000, tawnT1Copula(c(3, 0.5)))
fitCopula(tawnT1Copula(), u)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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