VineCopula (version 1.6-1)

copulaFromFamilyIndex: Construction of a Copula Object from a VineCopula Family Index

Description

A VineCopula family index along with its parameters is used to construct a corresponding copula object.

Usage

copulaFromFamilyIndex(family, par, par2 = 0)

Arguments

family

a family index as defined in VineCopula-package

par

its first parameter value

par2

if present, its second parameter

Value

• An object inherting copula corresponding to the specific family.

Examples

# normalCopula with parameter 0.5
copulaFromFamilyIndex(1, 0.5)

# rotated Tawn T2 copula with parameters 
copulaFromFamilyIndex(224, -2, 0.5)