fgac (version 0.6-1)

fcopulamodel: fcopulamodel

Description

Auxiliary function that is used in copula fitting. This function works with different cumulative copulas, fcopulamodel transforms it as cumulatives in fitCBB function and OptimCBB function.

Usage

fcopulamodel(theta, delta, x, y, model = c("pCBB1", "pCBB2", "pCBB3", "pCBB4", "pCBB5", "pCBB6", "pCBB7", "pCMax", "pCMin"))

Arguments

theta

real parameter

delta

real parameter

x

real vector

y

real vector

model

bidimensional cumulative, can be any of the following : pCBB1, pCBB2, pCBB3, pCBB4, pCBB5, pCBB6, pCBB7, pCMax, pCMin

Value

Bidimensional cumulative. Specific form that can be used in copula fitting.

Details

If model is missing fcopulamodel works with pCBB1.

See Also

match.arg, pCBB1,pCBB1, pCBB2, pCBB3, pCBB4,pCBB5. pCBB6, pCBB7, pCMax, pCMin

Examples

#y<-runif(50)
#a<-fcopulamodel(2,3,x,y, model = "pCBB6")