NCSCopula (version 1.0.1)

ParamCop: Gives the parameters of the copula family

Description

This function computes the parameter of the copula according to CRAN copula package where corresponding to the unconstrainted parameters alpha.

Usage

ParamCop(family, alpha)

Arguments

family

"Gaussian" , "t" , "Clayton" , "Frank" , "Gumbel"

alpha

unconstrainted parameters of the copula family

Value

theta

Bivariate vector of constrained copula family parameters

Examples

# NOT RUN {
ParamCop('Clayton',0)

# }