CDVine (version 1.4)

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"
"Clayton-Gumbel"	8
"BB6"	"Joe-Gumbel"
9	"BB7"
"Joe-Clayton"	10
"BB8"	"Frank-Joe"
13	"SC"
"Survival Clayton"	14
"SG"	"Survival Gumbel"
16	"SJ"
"Survival Joe"	17
"SBB1"	"Survival Clayton-Gumbel"
18	"SBB6"
"Survival Joe-Gumbel"	19
"SBB7"	"Survival Joe-Clayton"
20	"SBB8"
"Survival Joe-Frank"	23
"C90"	"Rotated Clayton 90 degrees"
24	"G90"
"Rotated Gumbel 90 degrees"	26
"J90"	"Rotated Joe 90 degrees"
27	"BB1_90"
"Rotated Clayton-Gumbel 90 degrees"	28
"BB6_90"	"Rotated Joe-Gumbel 90 degrees"
29	"BB7_90"
"Rotated Joe-Clayton 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 Clayton-Gumbel 270 degrees"
38	"BB6_270"
"Rotated Joe-Gumbel 270 degrees"	39
"BB7_270"	"Rotated Joe-Clayton 270 degrees"
40	"BB8_270"
"Rotated Frank-Joe 270 degrees"	No.

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).

See Also

CDVineTreePlot

Examples

# family as number
family = 1
BiCopName(family,short=TRUE)	 # short version
BiCopName(family,short=FALSE)	# long version

# family as character expression (short version)
family = "C"
BiCopName(family)	# as number

# long version
family = "Clayton"
BiCopName(family)	# as number