cop_static: Estimates a static copula
In LucasDowiak/dynocopula: Implementation of markov switching, smooth transition, and sequential break point copulas
cop_static R Documentation
Estimates a static copula
Description
Estimates a static copula
Usage
cop_static(u, v, fam1, fam2 = NULL)
Arguments
u
A vector of uniform marginal values.
v
A vector of uniform marginal values.
fam1
An integer representing the family of the component copula applied
to u. See Details.
fam2
An integer representing the family of the component copula applied
to v. See Details.
Value
A list of:
the log-likelihood value
the estimated copula parameters
LucasDowiak/dynocopula documentation built on April 28, 2024, 12:34 a.m.
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| cop_static | R Documentation |
Estimates a static copula
Description
Estimates a static copula
Usage
cop_static(u, v, fam1, fam2 = NULL)
Arguments
u |
A vector of uniform marginal values. |
v |
A vector of uniform marginal values. |
fam1 |
An integer representing the family of the component copula applied to u. See Details. |
fam2 |
An integer representing the family of the component copula applied to v. See Details. |
Value
A list of:
the log-likelihood value
the estimated copula parameters
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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