Copulas¶
ParamPC_MAT¶
-
getVineCPPId
(nam::Symbol)¶ Get VineCPP copula ID for copula name.
-
getVineCPPId
(cop::ParamPC_MAT) Get VineCPP copula ID for
ParamPC_MAT
copula object.
-
getCopNam
(ii::Int)¶ Get VineCPP copula name as
Symbol
for given VineCPP ID.
-
getCopType
(ii::Int)¶ Get VineCPP copula type for given VineCPP ID.
Utilities¶
-
checkSameLength
(u1::FloatVec, u2::FloatVec)¶ Check whether two
Array{Float, 1}
have the same length.
-
getFamAndParams
(cop::ParamPC_MAT)¶ Get the VineCPP copula ID and the parameters corresponding to a
ParamPC_MAT
copula. Both parameters and ID are transformed toArray{Float64, 1}
andFloat64
respectively.
-
params
(cop::ParamPC_MAT)¶ Get the parameters of a
ParamPC_MAT
copula.