initialValues function

Initial values for estimation

This function computes initial values of non-centrality parameters and Kendall's tau at selected points for the estimation non-central squared copula parameters. The results are not satisfactory. Do not use.

initialValues(U, family = "Clayton")

Arguments

• U: (nx2) data matrix of pseudo-observations.
• family: 'Gaussian' , 't' , 'Clayton' , 'Frank' , 'Gumbel'.

Returns

• paraml: Initial values for the non-centrality parameters and Kendall's tau to be included in the EstNCSCop function.

Examples

param <- c(0.8, 2.5, 0.7) ;
U <- SimNCSCop('Clayton', 250, param)
param = initialValues(U, 'Clayton');

Author(s)

Bouchra R. Nasri, August 14, 2019