BiCop2copula {VC2copula}R Documentation

Construction of a Copula Object from a VineCopula Family Index

Description

A VineCopula family index along with its parameters is used to construct a corresponding copula object.

Usage

BiCop2copula(family, par, par2 = 0, obj = NULL)

copulaFromFamilyIndex(family, par, par2 = 0)

Arguments

family

a family index as defined in VineCopula-package().

par

first parameter.

par2

second parameter.

obj

BiCop() object containing the family and parameter specification.

Details

If the family and parameter specification is stored in a ⁠[BiCop()]⁠ object obj, the alternative version

BiCop2copula(u1, u2, obj)

can be used.

Value

An object inheriting copula corresponding to the specific family.

Examples

# normalCopula with parameter 0.5
BiCop2copula(1, 0.5)

# rotated Tawn T2 copula
BiCop2copula(224, -2, 0.5)


[Package VC2copula version 0.1.5 Index]