ParamCop {HMMcopula} | R Documentation |
Theta estimation
Description
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.
Usage
ParamCop(family, alpha)
Arguments
family |
"gaussian" , "t" , "clayton" , "frank" , "gumbel" |
alpha |
unconstrainted parameters of the copula family |
Value
theta |
matlab parameters |
[Package HMMcopula version 1.1.0 Index]