BiCopName: Bivariate Copula Family Names
In VineCopula: Statistical Inference of Vine Copulas

BiCopName

R Documentation

Bivariate Copula Family Names

Description

This function transforms the bivariate copula family number into its character expression and vice versa.

Usage

BiCopName(family, short = TRUE)

Arguments

family

Bivariate copula family, either its number or its character expression (see table below).

No.	Short name	Long name
`0`	`"I"`	`"Independence"`
`1`	`"N"`	`"Gaussian"`
`2`	`"t"`	`"t"`
`3`	`"C"`	`"Clayton"`
`4`	`"G"`	`"Gumbel"`
`5`	`"F"`	`"Frank"`
`6`	`"J"`	`"Joe"`
`7`	`"BB1"`	`"BB1"`
`8`	`"BB6"`	`"BB6"`
`9`	`"BB7"`	`"BB7"`
`10`	`"BB8"`	`"Frank-Joe"`
`13`	`"SC"`	`"Survival Clayton"`
`14`	`"SG"`	`"Survival Gumbel"`
`16`	`"SJ"`	`"Survival Joe"`
`17`	`"SBB1"`	`"Survival BB1"`
`18`	`"SBB6"`	`"Survival BB6"`
`19`	`"SBB7"`	`"Survival BB7"`
`20`	`"SBB8"`	`"Survival BB8"`
`23`	`"C90"`	`"Rotated Clayton 90 degrees"`
`24`	`"G90"`	`"Rotated Gumbel 90 degrees"`
`26`	`"J90"`	`"Rotated Joe 90 degrees"`
`27`	`"BB1_90"`	`"Rotated BB1 90 degrees"`
`28`	`"BB6_90"`	`"Rotated BB6 90 degrees"`
`29`	`"BB7_90"`	`"Rotated BB7 90 degrees"`
`30`	`"BB8_90"`	`"Rotated Frank-Joe 90 degrees"`
`33`	`"C270"`	`"Rotated Clayton 270 degrees"`
`34`	`"G270"`	`"Rotated Gumbel 270 degrees"`
`36`	`"J270"`	`"Rotated Joe 270 degrees"`
`37`	`"BB1_270"`	`"Rotated BB1 270 degrees"`
`38`	`"BB6_270"`	`"Rotated BB6 270 degrees"`
`39`	`"BB7_270"`	`"Rotated BB7 270 degrees"`
`40`	`"BB8_270"`	`"Rotated Frank-Joe 270 degrees"`
`104`	`"Tawn"`	`"Tawn type 1"`
`114`	`"Tawn180"`	`"Rotated Tawn type 1 180 degrees"`
`124`	`"Tawn90"`	`"Rotated Tawn type 1 90 degrees"`
`134`	`"Tawn270"`	`"Rotated Tawn type 1 270 degrees"`
`204`	`"Tawn2"`	`"Tawn type 2"`
`214`	`"Tawn2_180"`	`"Rotated Tawn type 2 180 degrees"`
`224`	`"Tawn2_90"`	`"Rotated Tawn type 2 90 degrees"`
`234`	`"Tawn2_270"`	`"Rotated Tawn type 2 270 degrees"`

short

Logical; if the number of a bivariate copula family is used and short = TRUE (default), a short version of the corresponding character expression is returned, otherwise the long version.

Value

The transformed bivariate copula family (see table above).

Author(s)

Ulf Schepsmeier

Examples


## family number to character expression
family <- 1
BiCopName(family, short = TRUE)	 # short version
BiCopName(family, short = FALSE)	 # long version

## family character expression (short version) to number
family <- "C"
BiCopName(family)	# as number

## family character expression (long version) to number
family <- "Clayton"
BiCopName(family)	# as number

## vectors of families
BiCopName(1:10)    # as character expression
BiCopName(c("Clayton","t","J"))    # as number

VineCopula documentation built on Sept. 11, 2024, 5:26 p.m.