gamBiCop-class

gamBiCop is an S4 class to store
 a Generalized Additive Model for bivariate copula a parameter or
 Kendall's tau. Objects can be created by calls of the form
 <code>new("gamBiCop", ...)</code>, or by function <code><a rd-options="" href="/link/gamBiCop?package=gamCopula&version=0.0-7" data-mini-rdoc="gamCopula::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-class function

<dl class="dl-horizontal">
<dt><code>family</code></dt><dd>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).</dd></dl><dt><code>model</code></dt><dd>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.</dd><dt><code>par2</code></dt><dd>Second parameter for the Studen t-copula.</dd><dt><code>tau</code></dt><dd><code>FALSE</code> (default) for a calibration fonction
specified for the Copula parameter
or <code>TRUE</code> for a calibration function specified for Kendall's tau.</dd>

Slots

gamBiCop is an S4 class to store
 a Generalized Additive Model for bivariate copula a parameter or
 Kendall's tau. Objects can be created by calls of the form
 <code>new("gamBiCop", ...)</code>, or by function <code><a rd-options='' href='gamBiCop'>gamBiCop</a></code>.

gamBiCop-class: The gamBiCop Class

Description

Arguments

Slots

See Also