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CopulaGAMM (version 0.7.4)

cpar2param: Copula parameter to link

Description

Computes the link associated with a copula parameters.

Usage

cpar2param(cpar, family = "clayton")

Value

th

Associated link

Arguments

cpar

copula parameter

family

copula family: "gaussian" (normal) , "t" , "clayton" , "frank" , "gumbel",

Author

Pavel Krupskii and Bruno N. Remillard, January 20, 2023

References

Krupskii, Nasri & Remillard (2023). On factor copula-based mixed regression models

Examples

Run this code
th = cpar2param(2,"clayton")

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