Description Usage Arguments Details Value Examples

The parametric bootstrap provides confidence intervals by repeatedly sampling datasets from the postulated
Liouvilla copula model. If *d=2* and the model is either `gumbel`

or `clayton`

, the value of
Kendall's *tau* is calculated from the sample, and the confidence interval or the quantiles correspond
to the inverse *tau* for the bootstrap quantile values of *tau* (using monotonicity).

1 2 |

`B` |
number of bootstrap replicates |

`family` |
family of the Liouville copula. Either |

`alphavec` |
vector of Dirichlet allocations (must be a vector of integers) |

`n` |
sample size |

`theta.hat` |
estimate of theta |

`quant` |
if the vector of probability is specified, the function will return the corresponding bootstrap quantiles |

`silent` |
boolean for output progress. Default is |

Since no closed-form formulas exist for the other models or in higher dimension, the method is extremely slow since it relies on maximization of a new sample from the model and look up the corresponding parameters.

a list with a 95
and the bootstrap values of Kendall's tau in `boot_tau`

if *d=2* and the model is either `gumbel`

or `clayton`

.
Otherwise, the list contains `boot_theta`

.

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lcopula documentation built on May 30, 2017, 4:36 a.m.

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