Constructs an object of the class
gamBiCop.
gamBiCop(family, model, par2 = 0, tau = TRUE)
Arguments
| family |
A 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). |
| model |
A gamObject as return by the
gam function
from the mgcv package. |
| par2 |
Second parameter for the Student t-copula. |
| tau |
FALSE for a calibration function specified
for the Copula parameter or TRUE (default) for a calibration
function specified for Kendall's tau.
|
Value
An object of the class
gamBiCop.
See also