joeBiCopula: Constructors for Joe copulas

Description Usage Arguments Value References See Also Examples

View source: R/joeBiCopula.R

Description

Constructs an object of the (survival surJoeBiCopula, 90 degree rotated r90JoeBiCopula and 270 degree rotated r270JoeBiCopula) family for a given parameter. Note that package copula-package() provides a class joeCopula as well.

Usage

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joeBiCopula(param = 2)

surJoeBiCopula(param = 2)

r90JoeBiCopula(param = -2)

r270JoeBiCopula(param = -2)

Arguments

param

The parameter param defines the copula through theta.

Value

One of the respective Joe copula classes (joeBiCopula, surJoeBiCopula, r90JoeBiCopula, r270JoeBiCopula).

References

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

See Also

See also BB1Copula(), BB6Copula(), BB7Copula() and BB8Copula() for further wrapper functions to the VineCopula-package().

Examples

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library(copula)

persp(surJoeBiCopula(1.5), dCopula, zlim = c(0, 10))
persp(r90JoeBiCopula(-1.5), dCopula, zlim = c(0, 10))
persp(r270JoeBiCopula(-1.5), dCopula, zlim = c(0, 10))

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