fit_copula: Copula Fit
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fit_copula

R Documentation

Copula Fit

Description

Internal method to automatically find the best Copula given a data.frame. Wrapper around the function fitCopula.

Automatically fits a copula model using the provided pseudo-observations. This method supports various families of copulas and calculates the corresponding AIC and parameter estimates.

Usage

.fit_copula(copula, family, dim, u)

## S4 method for signature 'ANY'
.fit_copula(copula, family, dim, u)

Arguments

`copula`	A `data.frame` or `data.table` (the data will be coerced to a `data.table` internally).
`family`	List of copula types and their corresponding families. Currently supported families are "clayton", "frank", "amh", "gumbel", and "joe" for Archimedean Copula; "galambos", "gumbel", and "huslerReiss" for Extreme-Value copula; "normal" and "t" for Elliptical copula.
`dim`	number of columns of data.
`u`	matrix of (pseudo-)observations. Consider applying the function `pobs()` first in order to obtain such data.