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
),elliptical
contains the elliptical families,archimedean
contains the archimedean families,bb
contains the BB families,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,ut
contains the families that are upper-tail dependent.
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
tll : Transformation local likelihood kernel estimator