delta_bounds {dsfa}R Documentation

Bounds of Copula Parameter delta

Description

Provides the minimum and maximum of the parameter space for \delta

Usage

delta_bounds(distr)

Arguments

distr

string, defines the copula family:
'independent' = Independence copula
'normal' = Gaussian copula
'clayton' = Clayton copula
'gumbel' = Gumbel copula
'frank' = Frank copula
'joe' = Joe copula
'amh' = Ali-Mikhail-Haq copula

Details

Although the parameter space is larger in theory for some copulas, numeric under- and overflow limits the parameter space. The parameter space of \delta is specified for each copula below:

Value

Returns numeric vector of length two with first argument being the minimum and the second argument being the maximum of the parameter space.

See Also

Other copula: cop(), dcop()

Examples

delta_bounds("normal")


[Package dsfa version 2.0.2 Index]