Standard_Copula_Sel: Selecting best fitting standard (elliptical and Archimedean)...
In rjaneUCF/MultiHazard-R-Package: Tools for modeling compound events

Description Usage Arguments Value See Also Examples

Fits five n-dimensional standard copula to a dataset and returns their corresponding AIC values.

1	Standard_Copula_Sel(Data)

Data

Data frame containing n at least partially concurrent time series, detrended if necessary. Time steps must be equally spaced, with missing values assigned NA. First object may be a "Date" object. Can be Dataframe_Combine output.

Data frame containing copula name in column 1 and associated AIC in column 2. Parameters are estimated using the fitCopula() function in copula package using maximum pseudo-likelihood estimator "mpl". See fitCopula for a more thorough explanation.

Dataframe_Combine Standard_Copula_Fit