joeBiCopula: Constructors for Joe copulas

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

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

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

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.