Conversions between various bivariate copula parametrizations.
BiCopEta2Par(family, eta, eta2 = 0)BiCopPar2Eta(family, par, par2 = 0)
BiCopEta2Tau(family, eta, eta2 = 0)
BiCopTau2Eta(family, tau)
Vector of converted parameters.
An integer defining the bivariate copula family to use. See Details.
Vector of parameters on the eta
scale. See Details.
Vector of parameters on the par
scale.
Vector of parameters on the tau
scale.
The copula family integer codes are identical to those of the VineCopula package. Currently, the following families are implemented:
Gaussian copula.
Student-t copula.
Clayton copula.
Gumbel copula.
Frank copula.
Clayton copula -- rotated 180 degrees.
Gumbel copula -- rotated 180 degrees.
Clayton copula -- rotated 90 degrees.
Gumbel copula -- rotated 90 degrees.
Clayton copula -- rotated 270 degrees.
Gumbel copula -- rotated 270 degrees.