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_cop)

Arguments

distr_cop

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:

1. independent, min=0 and max=1

2. normal, min=-1 and max=1

3. clayton, min=1e-16 and max=28

4. gumbel, min=1 and max=17

5. frank, min=-35 and max=35

6. joe, min=1e-16 and max=30

7. amh, min=-1 and max=1

Value

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

See Also

Other copula: cop(), dcop()

Examples

delta_bounds("normal")

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