BiCopSim

Number of bivariate observations simulated.

An integer defining the bivariate copula family: <code>0</code> = independence copula <code>1</code> = Gaussian copula <code>2</code> = Student t copula (t-copula) <code>3</code> = Clayton copula <code>4</code> = Gumbel copula <code>5</code> = Frank

family

Second parameter for the two parameter BB1, BB6, BB7, BB8, Tawn type 1 and type 2 copulas (default: <code>par2 = 0</code>).

par2

This function simulates from a given parametric bivariate copula.

Tools for bivariate exploratory data analysis, bivariate copula selection and (vine) tree construction are provided. Vine copula models can be estimated either sequentially or by joint maximum likelihood estimation. Sampling algorithms and plotting methods are included. Data is assumed to lie in the unit hypercube (so-called copula data). For C- and D-vines links to the package CDVine are provided.

BiCopSim: Simulation from a Bivariate Copula

Description

Usage

Arguments

Value

See Also

Examples