ParamCop {HMMcopula}R Documentation

Theta estimation

Description

Parameters of a copula according to CRAN copula package (except for Frank copula, where theta = log(theta_R_Package)), corresponding to the unconstrainted parameters alpha.

Usage

ParamCop(family, alpha)

Arguments

family

"gaussian" , "t" , "clayton" , "frank" , "gumbel"

alpha

unconstrainted parameters of the copula family

Value

theta

matlab parameters


[Package HMMcopula version 1.1.0 Index]