vinecopulib::bicop_families namespace
#include <vinecopulib/include/vinecopulib/bicop/family.hpp>

Convenience definitions of sets of bivariate copula families.

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> three_par: All three-parameter families.
const std::vector<BicopFamily> elliptical: All elliptical copulas.
const std::vector<BicopFamily> archimedean: All Archimedean copulas.
const std::vector<BicopFamily> extreme_value: All Extreme-value 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> analytic_derivs: Families with closed-form derivatives of the density and h-functions.

All copulas that don't have a rotation.

(because they already cover positive and negative dependence)

Families with closed-form derivatives of the density and h-functions.

For these families, Bicop::pdf_deriv(), Bicop::pdf_deriv2(), Bicop::hfunc1_deriv(), Bicop::hfunc2_deriv() (and their second-order and log-density counterparts) evaluate analytical expressions; other parametric families fall back to central finite differences.