VC2copula

VC2copula-package

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.
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.

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

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

Benedikt Graeler

VC2copula-package function

Maintainer: Thomas Nagler <a href="/link/mail%40tnagler.com?package=VC2copula&version=0.1.5" data-mini-rdoc="VC2copula::mail@tnagler.com">mail@tnagler.com</a>
Other contributors:<ul>
<li>Benedikt Graeler [contributor]</li>
</ul>

Author

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

Maintainer: Thomas Nagler <a href='mailto:mail@tnagler.com'>mail@tnagler.com</a>
Other contributors:<ul>
<li>Benedikt Graeler [contributor]</li>
</ul>

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

Description

Arguments

Author

See Also