fcopulamodel: fcopulamodel

In fgac: Generalized Archimedean Copula

Description

Auxiliary function that is used in copula fitting. This function works with different cumulative copulas, fcopulamodel transforms it as cumulatives in fitCBB function and OptimCBB function.

Usage

fcopulamodel(theta, delta, x, y, model = c("pCBB1", "pCBB2", "pCBB3", "pCBB4", "pCBB5",
 "pCBB6", "pCBB7", "pCMax", "pCMin"))

Arguments

theta	real parameter
delta	real parameter
x	real vector
y	real vector
model	bidimensional cumulative, can be any of the following : pCBB1, pCBB2, pCBB3, pCBB4, pCBB5, pCBB6, pCBB7, pCMax, pCMin

Details

If model is missing fcopulamodel works with pCBB1.

Value

Bidimensional cumulative. Specific form that can be used in copula fitting.

Author(s)

Veronica A. Gonzalez-Lopez

See Also

match.arg, pCBB1,pCBB1, pCBB2, pCBB3, pCBB4,pCBB5. pCBB6, pCBB7, pCMax, pCMin

Examples

#x<-runif(50)
#y<-runif(50)
#a<-fcopulamodel(2,3,x,y, model = "pCBB6")

fgac documentation built on May 2, 2019, 6:07 a.m.