Constructor of the Joe Family and Rotated Versions thereof

Source: R/joeBiCopula.R

Constructs an object of the (survival surJoeBiCopula, 90 degree rotated r90JoeBiCopula and 270 degree rotated r270JoeBiCopula) family for a given parameter. Note that package copula-package provides a class joeCopula as well.

joeBiCopula(param = 2)

Arguments

param

The parameter param defines the copula through theta.

Value

One of the respective Joe copula classes (joeBiCopula, surJoeBiCopula, r90JoeBiCopula, r270JoeBiCopula).

References

Joe, H., (1997). Multivariate Models and Dependence Concepts. Monogra. Stat. Appl. Probab. 73, London: Chapman and Hall.

See also

See also BB1Copula, BB6Copula, BB7Copula and BB8Copula for further wrapper functions to the VineCopula-package.

Examples


library(copula)

persp(surJoeBiCopula(1.5), dCopula, zlim = c(0,10))
persp(r90JoeBiCopula(-1.5), dCopula, zlim = c(0,10))
persp(r270JoeBiCopula(-1.5), dCopula, zlim = c(0,10))