Description Usage Arguments Value See Also
Computes the calibration function (eta) of a bivariate copula for a given value of the (first) copula parameter.
1 
family 
A copula family:

par 
The (first) copula parameter 
The value of the calibration function, depending on the copula parameter and family as:
1
Gaussian, f(x) = 2*atanh(x)
2
Student t, f(x) = 2*atanh(x)
301
Double Clayton type I (standard and rotated 90 degrees),
f(x) = x
302
Double Clayton type II (standard and rotated 270 degrees),
f(x) = x
303
Double Clayton type III (survival and rotated 90 degrees),
f(x) = x
304
Double Clayton type IV (survival and rotated 270 degrees),
f(x) = x
401
Double Gumbel type I (standard and rotated 90 degrees),
f(x) = x*(11/abs(x))
402
Double Gumbel type II (standard and rotated 270 degrees),
f(x) = x*(11/abs(x))
403
Double Gumbel type III (survival and rotated 90 degrees),
f(x) = x*(11/abs(x))
404
Double Gumbel type IV (survival and rotated 270 degrees)
f(x) = x*(11/abs(x))
.
BiCopEta2Par
or BiCopPar2Tau
and
BiCopTau2Par
from
VineCopula
.
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