cparspace: Get Copula Parameter Bounds

In vincenzocoia/copsupp: Vine Copulas made easy

Description

For a selection of bivariate copula families, returns the parameter space.

Usage

cparspace(cop, fn = TRUE)

Arguments

cop	Single copula family name (character).
fn	Logical; should a function of the parameter space be returned? If not, returns a list of the lower and upper bounds.

Value

Returns a function that accepts a vector of copula parameters (corresponding to cop) and returns TRUE if that parameter is in the parameter space and FALSE otherwise.

In the case that you enter a copula family that is not on record in this function, a function that always returns TRUE is returned.

Note

I didn't notice the cparbound function in the CopulaModel package. A wrapper is still useful though, so as to include reflected copulas (-u, -v, or -r), and to output a function of the parameter space. Coming soon.

Examples

cparspace(c("frk", "bvtcop", "bvtcop", "gum"))
cparspace("bvncop")(0.8)
cparspace("thiscopuladoesnotexist")("89")

vincenzocoia/copsupp documentation built on Aug. 23, 2020, 7:37 a.m.