Standard_Copula_Sel: Selecting best fitting standard (elliptical and Archimedean)...

In rjaneUCF/MultiHazard: Tools for modeling compound events

Selecting best fitting standard (elliptical and Archimedean) copula

Description

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

Usage

Standard_Copula_Sel(Data)

Arguments

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.

Value

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.

See Also

Dataframe_Combine Standard_Copula_Fit

Examples

Standard_Copula_Sel(Data_Detrend=S20.Detrend.df)

rjaneUCF/MultiHazard documentation built on March 29, 2025, 3:22 p.m.