gumbel_beta2cpar

Gumbel: Blomqvist's beta to copula parameter, vectorized

Inference methods for factor copula models for continuous data in Krupskii and Joe (2013) <doi:10.1016/j.jmva.2013.05.001>, Krupskii and Joe (2015) <doi:10.1016/j.jmva.2014.11.002>, Fan and Joe (2024) <doi:10.1016/j.jmva.2023.105263>, one factor truncated vine models in Joe (2018) <doi:10.1002/cjs.11481>, and Gaussian oblique factor models. Functions for computing tail-weighted dependence measures in Lee, Joe and Krupskii (2018) <doi:10.1080/10485252.2017.1407414> and estimating tail dependence parameter.

Pavel Krupskii

FactorCopulaModel

Factor Copula Models

Harry Joe

Xinyao Fan

Allan Macleod

Robert Gentleman

Ross Ihaka

gumbel_beta2cpar function

<dl><dt>beta</dt>
<dd>vector of Blomqvist's beta values, 0&lt;beta&lt;1</dd></dl>

Arguments

Gumbel: Blomqvist's beta to copula parameter — gumbel_beta2cpar

<dl>

<dt>beta</dt>
<dd>vector of Blomqvist's beta values, 0&lt;beta&lt;1</dd>

</dl>

gumbel_beta2cpar: Gumbel: Blomqvist's beta to copula parameter

Description

Usage

Value

Arguments

Examples