BiCop2copula

copulaFromFamilyIndex

A VineCopula family index along with its parameters is used to construct a
corresponding copula object.

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

Extend the 'copula' Package with Families and Models from
'VineCopula'

Benedikt Graeler

BiCop2copula function

<dl><dt>family</dt>
<dd>a family index as defined in <code>VineCopula-package()</code>.</dd>
<dt>par</dt>
<dd>first parameter.</dd>
<dt>par2</dt>
<dd>second parameter.</dd>
<dt>obj</dt>
<dd><code>BiCop()</code> object containing the family and parameter specification.</dd></dl>

Arguments

Construction of a Copula Object from a VineCopula Family Index — BiCop2copula

<dl>

<dt>family</dt>
<dd>a family index as defined in <code>VineCopula-package()</code>.</dd>


<dt>par</dt>
<dd>first parameter.</dd>


<dt>par2</dt>
<dd>second parameter.</dd>


<dt>obj</dt>
<dd><code>BiCop()</code> object containing the family and parameter specification.</dd>

</dl>

BiCop2copula: Construction of a Copula Object from a VineCopula Family Index

Description

Usage

Value

Arguments

Details

Examples