| ParamCop {NCSCopula} | R Documentation |
Gives the parameters of the copula family
Description
This function computes the parameter of the copula according to CRAN copula package where corresponding to the unconstrainted parameters alpha.
Usage
ParamCop(family, alpha)
Arguments
family |
"Gaussian" , "t" , "Clayton" , "Frank" , "Gumbel" |
alpha |
unconstrainted parameters of the copula family |
Value
theta |
Bivariate vector of constrained copula family parameters |
Author(s)
Bouchra R. Nasri, August 14, 2019
Examples
ParamCop('Clayton',0)
[Package NCSCopula version 1.0.1 Index]