BB7Copula {VC2copula}R Documentation

Constructors for BB7 copulas

Description

Constructs an object of the BB7Copula (survival sur, 90 degree rotated r90 and 270 degree rotated r270) family for given parameters.

Usage

BB7Copula(param = c(1, 1))

surBB7Copula(param = c(1, 1))

r90BB7Copula(param = c(-1, -1))

r270BB7Copula(param = c(-1, -1))

Arguments

param

The parameter param defines the copula through theta and delta.

Value

One of the respective BB7 copula classes (BB7Copula, surBB7Copula, r90BB7Copula, r270BB7Copula).

References

Joe, H., (1997). Multivariate Models and Dependence Concepts. Monogra. Stat. Appl. Probab. 73, London: Chapman and Hall.

See Also

See also BB6Copula(), BB7Copula(), BB8Copula() and joeCopula() for further wrapper functions to the VineCopula-package().

Examples


library(copula)

persp(BB7Copula(c(1, 1.5)), dCopula, zlim = c(0, 10))
persp(surBB7Copula(c(1, 1.5)), dCopula, zlim = c(0, 10))
persp(r90BB7Copula(c(-1, -1.5)), dCopula, zlim = c(0, 10))
persp(r270BB7Copula(c(-1, -1.5)), dCopula, zlim = c(0, 10))

[Package VC2copula version 0.1.5 Index]