VineCopula (version 1.3)

joeBiCopula: Constructor of the survival and rotated versions of the Joe family

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

surJoeBiCopula(param)
r90JoeBiCopula(param)
r270JoeBiCopula(param)

Arguments

param

The parameter param defines the copula through theta and delta.

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

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))