VineCopula (version 1.3)

BB6Copula: Constructor of the BB6 family and its derivatives

Description

Constructs an object of the BB6Copula (survival sur, 90 degree rotated r90 and 270 degree rotated r270) family for a given parameter.

Usage

BB6Copula(param)
surBB6Copula(param)
r90BB6Copula(param)
r270BB6Copula(param)

Arguments

param

The parameter param defines the copula through theta and delta.

Value

• One of the respective BB6 copula classes (BB6Copula, surBB6Copula, r90BB6Copula, r270BB6Copula).

References

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

See Also

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

Examples

library(copula)

persp(BB6Copula(c(1,1.5)),dCopula, zlim=c(0,10))
persp(surBB6Copula(c(1,1.5)),dCopula, zlim=c(0,10))
persp(r90BB6Copula(c(-1,-1.5)),dCopula, zlim=c(0,10))
persp(r270BB6Copula(c(-1,-1.5)),dCopula, zlim=c(0,10))