CDVinePar2Tau

A d*(d-1)/2 integer vector of C-/D-vine pair-copula families with values <code>0</code> = independence copula <code>1</code> = Gaussian copula <code>2</code> = Student t copula (t-copula) <code>3</code> = Clayton copula <code>4</code> = Gumbel copula

family

A d*(d-1)/2 vector of pair-copula parameters.

A d*(d-1)/2 vector of second parameters for pair-copula families with two parameters (t, BB1, BB6, BB7, BB8; 
  default: <code>par2 = rep(0,length(family))</code>).

par2

This function computes the values of Kendall's tau corresponding to the parameters of a C- or D-vine copula model.

This package provides functions for statistical inference
        of canonical vine (C-vine) and D-vine copulas. It contains
        tools for bivariate exploratory data analysis and for bivariate
        as well as vine copula selection. Models can be estimated
        either sequentially or by joint maximum likelihood estimation.
        Sampling algorithms and plotting methods are also included.
        Data is assumed to lie in the unit hypercube (so-called copula
        data).

CDVinePar2Tau: Kendall's tau values of a vine copula model

Description

Usage

Arguments

Value

See Also

Examples