ParamCop {HMMcopula} | R Documentation |
Parameters of a copula according to CRAN copula package (except for Frank copula, where theta = log(theta_R_Package)), corresponding to the unconstrainted parameters alpha.
ParamCop(family, alpha)
family |
"gaussian" , "t" , "clayton" , "frank" , "gumbel" |
alpha |
unconstrainted parameters of the copula family |
theta |
matlab parameters |