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:

• 'independent', min=0 and max=1

• 'normal', min=-1 and max=1

• 'clayton', min=1e-16 and max=28

• 'gumbel', min=1 and max=17

• 'frank', min=-35 and max=35

• 'joe', min=1e-16 and max=30

• 'amh', min=-1 and max=1

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")

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