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 |
par |
first parameter. |
par2 |
second parameter. |
obj |
|
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]