ConvertPar {LocalCop}

Conversions between various bivariate copula parametrizations.

Description

Conversions between various bivariate copula parametrizations.

Usage

BiCopEta2Par(family, eta, eta2 = 0)

BiCopPar2Eta(family, par, par2 = 0)

BiCopEta2Tau(family, eta, eta2 = 0)

BiCopTau2Eta(family, tau)

Arguments

family

An integer defining the bivariate copula family to use. See Details.

eta, eta2

Vector of parameters on the eta scale. See Details.

par, par2

Vector of parameters on the par scale.

tau

Vector of parameters on the tau scale.

Details

The copula family integer codes are identical to those of the VineCopula package. Currently, the following families are implemented:

1

Gaussian copula.

2

Student-t copula.

3

Clayton copula.

4

Gumbel copula.

5

Frank copula.

Value

Vector of converted parameters.