VineCopula (version 1.3)

BB8Copula: Constructor of the BB8 family and its derivatives

Description

Constructs an object of the BB8Copula (survival sur, 90 degree rotated r90 and 270 degree rotated r270) family for a given parameter.

Usage

BB8Copula(param)
surBB8Copula(param)
r90BB8Copula(param)
r270BB8Copula(param)

Arguments

param

The parameter param defines the copula through theta and delta.

Value

• One of the respective BB8 copula classes (BB8Copula, surBB8Copula, r90BB8Copula, r270BB8Copula).

References

Joe, H., (1997). Multivariate Models and Dependence Concepts. Monogra. Stat. Appl. Probab. 73, London: Chapman and Hall.

See Also

See also BB6Copula, BB7Copula, BB8Copula and joeCopula for further wrapper functions to the VineCopula-package.

Examples

library(copula)

persp(BB8Copula(c(1,0.5)),dCopula, zlim=c(0,10))
persp(surBB8Copula(c(1,0.5)),dCopula, zlim=c(0,10))
persp(r90BB8Copula(c(-1,-0.5)),dCopula, zlim=c(0,10))
persp(r270BB8Copula(c(-1,-0.5)),dCopula, zlim=c(0,10))