# BiCopPar2Eta: Calibration Function of a Bivariate Copula for a Given... In gamCopula: Generalized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas

## Description

Computes the calibration function (eta) of a bivariate copula for a given value of the (first) copula parameter.

## Usage

 `1` ```BiCopPar2Eta(family, par) ```

## Arguments

 `family` A copula family: `1` Gaussian, `2` Student t, `301` Double Clayton type I (standard and rotated 90 degrees), `302` Double Clayton type II (standard and rotated 270 degrees), `303` Double Clayton type III (survival and rotated 90 degrees), `304` Double Clayton type IV (survival and rotated 270 degrees), `401` Double Gumbel type I (standard and rotated 90 degrees), `402` Double Gumbel type II (standard and rotated 270 degrees), `403` Double Gumbel type III (survival and rotated 90 degrees), `404` Double Gumbel type IV (survival and rotated 270 degrees). `par` The (first) copula parameter

## Value

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*(1-1/abs(x))`

• `402` Double Gumbel type II (standard and rotated 270 degrees), `f(x) = x*(1-1/abs(x))`

• `403` Double Gumbel type III (survival and rotated 90 degrees), `f(x) = x*(1-1/abs(x))`

• `404` Double Gumbel type IV (survival and rotated 270 degrees) `f(x) = x*(1-1/abs(x))`.

`BiCopEta2Par` or `BiCopPar2Tau` and `BiCopTau2Par` from `VineCopula`.

gamCopula documentation built on Aug. 18, 2017, 1:01 a.m.