VC2copula

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