VC2copula (version 0.1.2)

joeBiCopula: Constructors for Joe copulas

Description

Constructs an object of the (survival surJoeBiCopula, 90 degree rotated r90JoeBiCopula and 270 degree rotated r270JoeBiCopula) family for a given parameter. Note that package copula-package() provides a class '>joeCopula as well.

Usage

joeBiCopula(param = 2)
surJoeBiCopula(param = 2)
r90JoeBiCopula(param = -2)
r270JoeBiCopula(param = -2)

Arguments

param

The parameter param defines the copula through theta.

Value

One of the respective Joe copula classes ('>joeBiCopula, '>surJoeBiCopula, '>r90JoeBiCopula, '>r270JoeBiCopula).

References

Joe, H., (1997). Multivariate Models and Dependence Concepts. Monogra. Stat. Appl. Probab. 73, London: Chapman and Hall.

See Also

See also BB1Copula(), BB6Copula(), BB7Copula() and BB8Copula() for further wrapper functions to the VineCopula-package().

Examples

# NOT RUN {
library(copula)

persp(surJoeBiCopula(1.5), dCopula, zlim = c(0, 10))
persp(r90JoeBiCopula(-1.5), dCopula, zlim = c(0, 10))
persp(r270JoeBiCopula(-1.5), dCopula, zlim = c(0, 10))
# }