bicop_dist {rvinecopulib} | R Documentation |
Bivariate copula models
Description
Create custom bivariate copula models by specifying the family, rotation, parameters, and variable types.
Usage
bicop_dist(
family = "indep",
rotation = 0,
parameters = numeric(0),
var_types = c("c", "c")
)
Arguments
family |
the copula family, a string containing the family name (see Details for all possible families). |
rotation |
the rotation of the copula, one of |
parameters |
a vector or matrix of copula parameters. |
var_types |
variable types, a length 2 vector; e.g., |
Details
Implemented families
type | name | name in R |
- | Independence | "indep" |
Elliptical | Gaussian | "gaussian" |
" | Student t | "student" |
Archimedean | Clayton | "clayton" |
" | Gumbel | "gumbel" |
" | Frank | "frank" |
" | Joe | "joe" |
" | Clayton-Gumbel (BB1) | "bb1" |
" | Joe-Gumbel (BB6) | "bb6" |
" | Joe-Clayton (BB7) | "bb7" |
" | Joe-Frank (BB8) | "bb8" |
Nonparametric | Transformation kernel | "tll" |
Value
An object of class bicop_dist
, i.e., a list containing:
-
family
, acharacter
indicating the copula family. -
rotation
, aninteger
indicating the rotation (i.e., either 0, 90, 180, or 270). -
parameters
, anumeric
vector or matrix of parameters. -
npars
, anumeric
with the (effective) number of parameters. -
var_types
, the variable types.
See Also
bicop_dist()
, plot.bicop()
, contour.bicop()
, dbicop()
,
pbicop()
, hbicop()
, rbicop()
Examples
## Clayton 90° copula with parameter 3
cop <- bicop_dist("clayton", 90, 3)
cop
str(cop)
## visualization
plot(cop)
contour(cop)
plot(rbicop(200, cop))
## BB8 copula model for discrete data
cop_disc <- bicop_dist("bb8", 0, c(2, 0.5), var_types = c("d", "d"))
cop_disc