VineCopula (version 2.3.0)

BiCopCheck: Check for family/parameter consistency in bivariate copula models

Description

The function checks if a certain combination of copula family and parameters can be used within other functions of this package.

Usage

BiCopCheck(family, par, par2 = 0, ...)

Arguments

family

An integer defining the bivariate copula family: 0 = independence copula 1 = Gaussian copula 2 = Student t copula (t-copula) 3 = Clayton copula 4 = Gumbel copula 5 = Frank copula 6 = Joe copula 7 = BB1 copula 8 = BB6 copula 9 = BB7 copula 10 = BB8 copula 13 = rotated Clayton copula (180 degrees; survival Clayton'') \cr `14` = rotated Gumbel copula (180 degrees; survival Gumbel'') 16 = rotated Joe copula (180 degrees; survival Joe'') \cr `17` = rotated BB1 copula (180 degrees; survival BB1'') 18 = rotated BB6 copula (180 degrees; survival BB6'')\cr `19` = rotated BB7 copula (180 degrees; survival BB7'') 20 = rotated BB8 copula (180 degrees; ``survival BB8'') 23 = rotated Clayton copula (90 degrees) `24` = rotated Gumbel copula (90 degrees) `26` = rotated Joe copula (90 degrees) `27` = rotated BB1 copula (90 degrees) `28` = rotated BB6 copula (90 degrees) `29` = rotated BB7 copula (90 degrees) `30` = rotated BB8 copula (90 degrees) `33` = rotated Clayton copula (270 degrees) `34` = rotated Gumbel copula (270 degrees) `36` = rotated Joe copula (270 degrees) `37` = rotated BB1 copula (270 degrees) `38` = rotated BB6 copula (270 degrees) `39` = rotated BB7 copula (270 degrees) `40` = rotated BB8 copula (270 degrees) `104` = Tawn type 1 copula `114` = rotated Tawn type 1 copula (180 degrees) `124` = rotated Tawn type 1 copula (90 degrees) `134` = rotated Tawn type 1 copula (270 degrees) `204` = Tawn type 2 copula `214` = rotated Tawn type 2 copula (180 degrees) `224` = rotated Tawn type 2 copula (90 degrees) `234` = rotated Tawn type 2 copula (270 degrees)

par

Copula parameter.

par2

Second parameter for bivariate copulas with two parameters (t, BB1, BB6, BB7, BB8, Tawn type 1 and type 2; default is par2 = 0).

…

used internally.

Value

A logical indicating whether the family can be used with the parameter specification.

Examples

# NOT RUN {
## check parameter of Clayton copula
BiCopCheck(3, 1)  # works

# }
# NOT RUN {
BiCopCheck(3, -1)  # does not work (only positive parameter is allowed)
# }
# NOT RUN {
# }