BiCopCompare | R Documentation |
The function starts a shiny app which visualizes copula data and allows to compare it with overlays of density contours or simulated data from different copula families with fitted parameters. Several specifications for the margins are available.
BiCopCompare(u1, u2, familyset = NA, rotations = TRUE)
u1 , u2 |
Data vectors of equal length with values in |
familyset |
Vector of bivariate copula families to select from.
The vector has to include at least one bivariate copula
family that allows for positive and one that allows for negative dependence.
If |
rotations |
If |
A BiCop()
object containing the model selected by the
user.
Matthias Killiches, Thomas Nagler
# load data
data(daxreturns)
# find a suitable copula family for the first two stocks
## Not run: fit <- BiCopCompare(daxreturns[, 1], daxreturns[, 2])
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