VC2copula

VC2copula-package

<p>Provides new classes for (rotated) BB1, BB6, BB7, BB8, and Tawn copulas, extends the existing Gumbel and Clayton families with rotations, and allows to set up a vine copula model using the 'copula' API. Corresponding objects from the 'VineCopula' API can easily be converted.</p>

internal

Provides new classes for (rotated) BB1, BB6, BB7, BB8, and
Tawn copulas, extends the existing Gumbel and Clayton families with
rotations, and allows to set up a vine copula model using the 'copula' API.
Corresponding objects from the 'VineCopula' API can easily be converted.

Thomas Nagler

VC2copula-package: VC2copula: Extend the 'copula' Package with Families and Models from 'VineCopula'

Description

Arguments

See Also