ParamCop function

Gives the parameters of the copula family

This function computes the parameter of the copula according to CRAN copula package where corresponding to the unconstrainted parameters alpha.

ParamCop(family, alpha)

Arguments

• family: "Gaussian" , "t" , "Clayton" , "Frank" , "Gumbel"
• alpha: unconstrainted parameters of the copula family

Returns

• theta: Bivariate vector of constrained copula family parameters

Examples

ParamCop('Clayton',0)

Author(s)

Bouchra R. Nasri, August 14, 2019