CopulaSelection {CompAREdesign} | R Documentation |
Build a copula class object from the given family and the corresponding dependence parameter from the given correlation
CopulaSelection(copula, rho, rho_type = "Spearman")
copula |
Copula given from the following list: "Frank" (default), "Gumbel" , "Clayton", "Normal" , "T", , "Galambos", "HuslerReiss", "Tawn", "Tev", "FGM" or "Plackett" |
rho |
Spearman's coefficient between the 2 marginal distributions |
rho_type |
Type of correlation: "Spearman" (default) or "Kendall" |