BiCopCheck {VineCopula}

Check for family/parameter consistency in bivariate copula models

Description

The function checks if a certain combination of copula family and parameters can be used within other functions of this package.

Usage

BiCopCheck(family, par, par2 = 0, ...)

Arguments

family

An integer defining the bivariate copula family:
0 = independence copula
1 = Gaussian copula
2 = Student t copula (t-copula)
3 = Clayton copula
4 = Gumbel copula
5 = Frank copula
6 = Joe copula
7 = BB1 copula
8 = BB6 copula
9 = BB7 copula
10 = BB8 copula
13 = rotated Clayton copula (180 degrees; ⁠survival Clayton'') \cr `14` = rotated Gumbel copula (180 degrees; ⁠survival Gumbel”)
16 = rotated Joe copula (180 degrees; ⁠survival Joe'') \cr `17` = rotated BB1 copula (180 degrees; ⁠survival BB1”)
18 = rotated BB6 copula (180 degrees; ⁠survival BB6'')\cr `19` = rotated BB7 copula (180 degrees; ⁠survival BB7”)
20 = rotated BB8 copula (180 degrees; “survival BB8”)
23 = rotated Clayton copula (90 degrees)
'24' = rotated Gumbel copula (90 degrees)
'26' = rotated Joe copula (90 degrees)
'27' = rotated BB1 copula (90 degrees)
'28' = rotated BB6 copula (90 degrees)
'29' = rotated BB7 copula (90 degrees)
'30' = rotated BB8 copula (90 degrees)
'33' = rotated Clayton copula (270 degrees)
'34' = rotated Gumbel copula (270 degrees)
'36' = rotated Joe copula (270 degrees)
'37' = rotated BB1 copula (270 degrees)
'38' = rotated BB6 copula (270 degrees)
'39' = rotated BB7 copula (270 degrees)
'40' = rotated BB8 copula (270 degrees)
'104' = Tawn type 1 copula
'114' = rotated Tawn type 1 copula (180 degrees)
'124' = rotated Tawn type 1 copula (90 degrees)
'134' = rotated Tawn type 1 copula (270 degrees)
'204' = Tawn type 2 copula
'214' = rotated Tawn type 2 copula (180 degrees)
'224' = rotated Tawn type 2 copula (90 degrees)
'234' = rotated Tawn type 2 copula (270 degrees)

par

Copula parameter.

par2

Second parameter for bivariate copulas with two parameters (t, BB1, BB6, BB7, BB8, Tawn type 1 and type 2; default is par2 = 0).

...

used internally.

Value

A logical indicating whether the family can be used with the parameter specification.

Author(s)

Thomas Nagler

Examples

## check parameter of Clayton copula
BiCopCheck(3, 1)  # works

## Not run: BiCopCheck(3, -1)  # does not work (only positive parameter is allowed)