BiCopPar2Beta: Blomqvist's Beta Value of a Bivariate Copula
Description
This function computes the theoretical Blomqvist's beta value of a bivariate copula for given parameter values.
Usage
BiCopPar2Beta(family, par, par2 = 0, obj = NULL)
Arguments
family
An integer defining the bivariate copula family:
0 = independence copula
1 = Gaussian copula
3 = Clayton copula
4 = Gumbel copula
5 = Frank copula
6 = Joe copula
7
par
Copula parameter.
par2
Second parameter for the two parameter BB1, BB6, BB7, BB8, Tawn type 1 and type 2 copulas (default: par2 = 0).
obj
BiCop object containing the family and parameter specification.
Value
Theoretical value of Blomqvist's beta corresponding to the bivariate copula family and parameter(s)
Details
If the family and parameter specification is stored in a BiCop object obj, the alternative version
BiCopPar2Beta(obj)
can be used.
References
Blomqvist, N. (1950).
On a measure of dependence between two random variables.
The Annals of Mathematical Statistics, 21(4), 593-600.
Nelsen, R. (2006).
An introduction to copulas.
Springer