Construction of a Copula Object from a VineCopula Family Index

Source: R/0_wrappers.R

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

BiCop2copula(family, par, par2 = 0, obj = NULL)

copulaFromFamilyIndex(family, par, par2 = 0)

Arguments

family

a family index as defined in VineCopula-package().

par

first parameter.

par2

second parameter.

obj

BiCop() object containing the family and parameter specification.

Value

An object inheriting copula corresponding to the specific family.

Details

If the family and parameter specification is stored in a [BiCop()] object obj, the alternative version

BiCop2copula(u1, u2, obj)

can be used.

Examples

# normalCopula with parameter 0.5
BiCop2copula(1, 0.5)
#> Normal copula, dim. d = 2 
#> Dimension:  2 
#> Parameters:
#>   rho.1   = 0.5

# rotated Tawn T2 copula
BiCop2copula(224, -2, 0.5)
#> r90TawnT2Copula copula, dim. d = 2 
#> Dimension:  2 
#> Parameters:
#>   param1   = -2.0
#>   param2   =  0.5