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 to Array{Float64, 1} and Float64 respectively.

params(cop::ParamPC_MAT)

Get the parameters of a ParamPC_MAT copula.