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
new("gamBiCop", ...), or by function gamBiCop.
familyA copula family: 1 Gaussian,
2 Student t,
5 Frank,
301 Double Clayton type I (standard and rotated 90 degrees),
302 Double Clayton type II (standard and rotated 270 degrees),
303 Double Clayton type III (survival and rotated 90 degrees),
304 Double Clayton type IV (survival and rotated 270 degrees),
401 Double Gumbel type I (standard and rotated 90 degrees),
402 Double Gumbel type II (standard and rotated 270 degrees),
403 Double Gumbel type III (survival and rotated 90 degrees),
404 Double Gumbel type IV (survival and rotated 270 degrees).
modelA gamObject as return by the
gam function
from the mgcv package.
par2Second parameter for the Studen t-copula.
tauFALSE (default) for a calibration fonction
specified for the Copula parameter
or TRUE for a calibration function specified for Kendall's tau.