cparbound: Copula parameter bounds
In YafeiXu/CopulaModel: CopulaModel: Dependence Modeling with Copulas

Description Usage Arguments Details Value See Also Examples

Copula parameter bounds

1 2	cparbound(copname) data(copparbounds)

copname

string for abbreviation of copula name

Functions for copula cdf, pdf, conditionals, simulation do not check on the domain of the parameter space (or other function arguments), because it is difficult to handle all of the possibilities on the input arguments being a scalar, vector or matrix. These functions can be used as arguments into functions for dependence measures and maximum likelihood. Use simple inputs to check how functions work. Numerical evaluation is different from mathematics; numerical instability (e.g., roundoffs, NaN) might occur when copula parameters are such that dependence is very strong (nearly comonotonic). For use of these functions for numerical maximum likelihood, if a copula parameter bound is Inf, use a parameter value where Kendall's tau is in the range 0.9 to 0.99.

line number in the copparbounds object with bounds of the copula parameter(s); the lower and upper bound(s) are printed out.

pcop

cparbound("bvncop")
cparbound("pla")
cparbound("gum")
cparbound("bb1")
cparbound("bb1rpow")
cparbound("none")
data(copparbounds)
copparbounds # to see entire list of bounds