R/BiCopParInt.R

In mlysy/LocalCop: Local Likelihood Inference for Conditional Copula Models

################################################
# Permissible Range for Copula Parameter
################################################

#' Permissible range for copula parameter.
#'
#' @param family An integer denoting the family.  Follows what is done in \pkg{VineCopula} package.
#' @return A vector of length two specifying the range for the given family.
#' @noRd
BiCopParInt <- function(family) {
  if(family==1 || family==2) {
    intv <- c(-1,1)
  } else if(family==3 || family==13) {
    intv <- c(0,100)
  } else if(family==4 || family==14 || family== 6) {
    intv <- c(1,100)
  } else if(family==5) {
    intv <- c(-100,100)
  } else if(family==7 || family==17) {
    intv <- c(0,7)
  } else if(family==8 || family==9 || family==18 || family==19) {
    intv <- c(1,6)
  } else if(family==10 || family==20) {
    intv <- c(1,8)
  } else if(family==23 || family==33) {
    intv <- c(-100,0)
  } else if(family==24 || family==34  || family==26 || family==36) {
    intv <- c(-100,-1)
  } else if(family==27 || family==37) {
    intv  <-  c(-7,0)
  } else if(family==28 || family==29 || family==38 || family==39) {
    intv <- c(-6,-1)
  } else if(family==30 || family==40) {
    intv <- c(-8,-1)
  } else if(family==104 || family==114 || family==204 || family==214 ) {
    intv <- c(1,500)
  } else if(family==124 || family==134 || family==224 || family==234) {
    intv <- c(-500,-1)
  } else {
    stop("Unknown copula family.")
  }
  return(intv)
}