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BiCopName

Bivariate Copula Family Names


Description

This function transforms the bivariate copula family number into its character expression and vice versa.

Usage

BiCopName(family, short = TRUE)

Arguments

family

Bivariate copula family, either its number or its character expression (see table below).

No. Short name Long name
0 "I" "Independence"
1 "N" "Gaussian"
2 "t" "t"
3 "C" "Clayton"
4 "G" "Gumbel"
5 "F" "Frank"
6 "J" "Joe"
7 "BB1" "BB1"
8 "BB6" "BB6"
9 "BB7" "BB7"
10 "BB8" "Frank-Joe"
13 "SC" "Survival Clayton"
14 "SG" "Survival Gumbel"
16 "SJ" "Survival Joe"
17 "SBB1" "Survival BB1"
18 "SBB6" "Survival BB6"
19 "SBB7" "Survival BB7"
20 "SBB8" "Survival BB8"
23 "C90" "Rotated Clayton 90 degrees"
24 "G90" "Rotated Gumbel 90 degrees"
26 "J90" "Rotated Joe 90 degrees"
27 "BB1_90" "Rotated BB1 90 degrees"
28 "BB6_90" "Rotated BB6 90 degrees"
29 "BB7_90" "Rotated BB7 90 degrees"
30 "BB8_90" "Rotated Frank-Joe 90 degrees"
33 "C270" "Rotated Clayton 270 degrees"
34 "G270" "Rotated Gumbel 270 degrees"
36 "J270" "Rotated Joe 270 degrees"
37 "BB1_270" "Rotated BB1 270 degrees"
38 "BB6_270" "Rotated BB6 270 degrees"
39 "BB7_270" "Rotated BB7 270 degrees"
40 "BB8_270" "Rotated Frank-Joe 270 degrees"
104 "Tawn" "Tawn type 1"
114 "Tawn180" "Rotated Tawn type 1 180 degrees"
124 "Tawn90" "Rotated Tawn type 1 90 degrees"
134 "Tawn270" "Rotated Tawn type 1 270 degrees"
204 "Tawn2" "Tawn type 2"
214 "Tawn2_180" "Rotated Tawn type 2 180 degrees"
224 "Tawn2_90" "Rotated Tawn type 2 90 degrees"
234 "Tawn2_270" "Rotated Tawn type 2 270 degrees"
short

Logical; if the number of a bivariate copula family is used and short = TRUE (default), a short version of the corresponding character expression is returned, otherwise the long version.

Value

The transformed bivariate copula family (see table above).

Author(s)

Ulf Schepsmeier

See Also

Examples

## family number to character expression
family <- 1
BiCopName(family, short = TRUE)	 # short version
BiCopName(family, short = FALSE)	 # long version

## family character expression (short version) to number
family <- "C"
BiCopName(family)	# as number

## family character expression (long version) to number
family <- "Clayton"
BiCopName(family)	# as number

## vectors of families
BiCopName(1:10)    # as character expression
BiCopName(c("Clayton","t","J"))    # as number

VineCopula

Statistical Inference of Vine Copulas

v2.4.1
GPL (>= 2)
Authors
Thomas Nagler [aut, cre], Ulf Schepsmeier [aut], Jakob Stoeber [aut], Eike Christian Brechmann [aut], Benedikt Graeler [aut], Tobias Erhardt [aut], Carlos Almeida [ctb], Aleksey Min [ctb, ths], Claudia Czado [ctb, ths], Mathias Hofmann [ctb], Matthias Killiches [ctb], Harry Joe [ctb], Thibault Vatter [ctb]
Initial release

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