BicopFamily
- class BicopFamily
A bivariate copula family identifier.
The following convenient sets of families are also provided:
all
contains all the families,parametric
contains the parametric families (all excepttll
),nonparametric
contains the nonparametric families (indep
andtll
)one_par
contains the parametric families with a single parameter, (gaussian
,clayton
,gumbel
,frank
, andjoe
),two_par
contains the parametric families with two parameters (student
,bb1
,bb6
,bb7
, andbb8
),three_par
contains the parametric families with three parameters (tawn
),elliptical
contains the elliptical families (gaussian
andstudent
),archimedean
contains the archimedean families (clayton
,gumbel
,frank
,joe
,bb1
,bb6
,bb7
, andbb8
),extreme_value
contains the extreme value families (tawn
andgumbel
),bb
contains the BB families (bb1
,bb6
,bb7
, andbb8
),itau
families for which estimation by Kendall’s tau inversion is available (indep
,gaussian
,student
,clayton
,gumbel
,frank
,joe
),lt
contains the families that are lower-tail dependent (clayton
,bb1
,bb7
,tawn
),ut
contains the families that are upper-tail dependent (gumbel
,joe
,bb1
,bb6
,bb7
,bb8
,tawn
),flip_by_rotation
contains families that can be flipped by rotation (clayton
,gumbel
,frank
,joe
,bb1
,bb6
,bb7
,bb8
,tawn
),rotationless
contains families that don’t have a rotation because they already cover positive and negative dependence (indep
,gaussian
,student
,frank
,tll
).
Members:
indep : Independence copula
gaussian : Gaussian copula
student : Student t copula
clayton : Clayton copula
gumbel : Gumbel copula
frank : Frank copula
joe : Joe copula
bb1 : BB1 copula
bb6 : BB6 copula
bb7 : BB7 copula
bb8 : BB8 copula
tawn : Tawn copula
tll : Transformation local likelihood kernel estimator