VC2copula

Extend the 'copula' Package with Families and Models from 'VineCopula'

Last update: 22 February 2024

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.1.2, 0.1.0, 0.1.1, 0.1.3, 0.1.4, 0.1.5

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.

This page was built for software: VC2copula