Constructing BiCop-objects
This function creates an object of class BiCop and checks for
family/parameter consistency.
BiCop(family, par, par2 = 0, tau = NULL, check.pars = TRUE)
family |
An integer defining the bivariate copula family: |
par |
Copula parameter. |
par2 |
Second parameter for bivariate copulas with two parameters (t,
BB1, BB6, BB7, BB8, Tawn type 1 and type 2; default is |
tau |
numeric; value of Kendall's tau; has to lie in the interval
(-1, 1). Can only be used with one-parameter families and the t copula.
If |
check.pars |
logical; default is |
An object of class BiCop(). It is a list containing
information about the bivariate copula. Its components are:
family, par, par2 |
copula family number and parameter(s), |
npars |
number of parameters, |
familyname |
name of the copula family, |
tau |
Kendall's tau, |
beta |
Blomqvist's beta, |
taildep |
lower and upper tail dependence coefficients, |
call |
the call that created the object. |
Objects of this class are also returned by the BiCopEst() and
BiCopSelect() functions. In this case, further information about
the fit is added.
For a comprehensive summary of the model, use summary(object);
to see all its contents, use str(object).
Thomas Nagler
## create BiCop object for bivariate t-copula obj <- BiCop(family = 2, par = 0.4, par2 = 6) obj ## see the object's content or a summary str(obj) summary(obj) ## a selection of functions that can be used with BiCop objects simdata <- BiCopSim(300, obj) # simulate data BiCopPDF(0.5, 0.5, obj) # evaluate density in (0.5,0.5) plot(obj) # surface plot of copula density contour(obj) # contour plot with standard normal margins print(obj) # brief overview of BiCop object summary(obj) # comprehensive overview of BiCop object
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