vinecopulib::bicop_families namespace

Variables

const std::vector<BicopFamily> all

All implemented families.

const std::vector<BicopFamily> parametric

All parametric families.

const std::vector<BicopFamily> nonparametric

All nonparametric families.

const std::vector<BicopFamily> one_par

All one-parameter families.

const std::vector<BicopFamily> two_par

All two-parameter families.

const std::vector<BicopFamily> elliptical

All elliptical copulas.

const std::vector<BicopFamily> archimedean

All Archimedean copulas.

const std::vector<BicopFamily> bb

All BB copulas.

const std::vector<BicopFamily> rotationless

All copulas that don't have a rotation.

const std::vector<BicopFamily> lt

Families with stronger dependence in the lower tail.

const std::vector<BicopFamily> ut

Families with stronger dependence in the upper tail.

const std::vector<BicopFamily> itau

Families for which method = "itau" is available in Bicop::fit()

const std::vector<BicopFamily> flip_by_rotation

Families that can be flipped by adjusting the rotation.

Variable documentation