gamBiCop

A copula family: <code>1</code> Gaussian,
<code>2</code> Student t,
<code>5</code> Frank,
<code>301</code> Double Clayton type I (standard and rotated 90 degrees),
<code>302</code> Double Clayton type II (standard and rotated 270 degrees),
<code>303</code> Double Clayton type III (survival and rotated 90 degrees),
<code>304</code> Double Clayton type IV (survival and rotated 270 degrees),
<code>401</code> Double Gumbel type I (standard and rotated 90 degrees),
<code>402</code> Double Gumbel type II (standard and rotated 270 degrees),
<code>403</code> Double Gumbel type III (survival and rotated 90 degrees),
<code>404</code> Double Gumbel type IV (survival and rotated 270 degrees).

family

A <code><a rd-options="" href="/link/gamObject?package=gamCopula&version=0.0-7" data-mini-rdoc="gamCopula::gamObject">gamObject</a></code> as return by the
<code><a rd-options="" href="/link/gam?package=gamCopula&version=0.0-7" data-mini-rdoc="gamCopula::gam">gam</a></code> function
from the <code><a rd-options="mgcv:mgcv-package" href="/link/mgcv?package=gamCopula&version=0.0-7&to=mgcv%3Amgcv-package" data-mini-rdoc="mgcv:mgcv-package::mgcv">mgcv</a></code> package.

model

Second parameter for the Student t-copula.

par2

<code>FALSE</code> for a calibration function specified
for the Copula parameter or <code>TRUE</code> (default) for a calibration
function specified for Kendall's tau.

Constructs an object of the class
<code><a rd-options="gamCopula:gamBiCop-class" href="/link/gamBiCop?package=gamCopula&version=0.0-7&to=gamCopula%3AgamBiCop-class" data-mini-rdoc="gamCopula:gamBiCop-class::gamBiCop">gamBiCop</a></code>.

Implementation of various inference and simulation tools to
apply generalized additive models to bivariate dependence structures and
non-simplified vine copulas.

Thibault Vatter

gamCopula

Generalized Additive Models for Bivariate Conditional Dependence
Structures and Vine Copulas

Thomas Nagler

gamBiCop function

A <code><a rd-options='' href='gamObject'>gamObject</a></code> as return by the
<code><a rd-options='' href='gam'>gam</a></code> function
from the <code><a rd-options='mgcv:mgcv-package' href='mgcv'>mgcv</a></code> package.

Constructs an object of the class
<code><a rd-options='gamCopula:gamBiCop-class' href='gamBiCop'>gamBiCop</a></code>.

gamBiCop: Construction of a gamBiCop Class Object

Description

Usage

Arguments

Value

See Also