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")


[Package dsfa version 2.0.1 Index]