HMMcopula (version 1.0.2)

bootstrapfun: Bootstrap for the bivariate copula models

Description

Bootstrap for the bivariate copula models

Usage

bootstrapfun(Q, family, tau, n, df, max_iter, eps, HMM)

Arguments

Q

Weights vector (1 x reg or component);

family

'gaussian' , 't' , 'clayton' , 'frank' , 'gumbel'

tau

Kendall's rank correlation

n

number of simulated vectors

eps

precision (e.g 0.00001);

HMM

1 (if HMM) , 0 (if mixture);

DoF

vector of degree of freedom (d x 1), only for the Student copula.

n_sample

number of bootstrap (e.g 1000);