vinecopulib::bicop_families namespace

Convenience definitions of sets of bivariate copula families.

Contents

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

const std::vector<BicopFamily> vinecopulib::bicop_families::rotationless

All copulas that don't have a rotation.

(because they already cover positive and negative dependence)