VC2copula-package {VC2copula} | R Documentation |
VC2copula: Extend the 'copula' Package with Families and Models from 'VineCopula'
Description
Provides new classes for (rotated) BB1, BB6, BB7, BB8, and Tawn copulas, extends the existing Gumbel and Clayton families with rotations, and allows to set up a vine copula model using the 'copula' API. Corresponding objects from the 'VineCopula' API can easily be converted.
Provides new classes for (rotated) BB1, BB6, BB7, BB8, and Tawn copulas, extends the existing Gumbel and Clayton families with rotations, and allows to set up a vine copula model using the 'copula' API. Corresponding objects from the 'VineCopula' API can easily be converted.
Author(s)
Maintainer: Thomas Nagler mail@tnagler.com
Other contributors:
Benedikt Graeler [contributor]
See Also
Useful links:
Useful links:
[Package VC2copula version 0.1.5 Index]