VC2copula (Q116700)
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Extend the 'copula' Package with Families and Models from 'VineCopula'
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VC2copula |
Extend the 'copula' Package with Families and Models from 'VineCopula' |
Statements
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.
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22 February 2024
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