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<title>Object Conversion Between Packages VineCopula and copula • VC2copula</title>
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<script src="pkgdown.js"></script><meta property="og:title" content="Object Conversion Between Packages VineCopula and copula">
<meta property="og:description" content="Extends the copula package with families and models from 
  VineCopula.">
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<div id="vc2copula" class="section level1">
<div class="page-header"><h1 class="hasAnchor">
<a href="#vc2copula" class="anchor"></a>VC2copula</h1></div>
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<hr>
<p>VC2copula extends the <a href="https://CRAN.R-project.org/package=copula">copula</a> package with families and models from <a href="http://tnagler.github.io/VineCopula/">VineCopula</a>. This functionality was previously part of <a href="http://tnagler.github.io/VineCopula/">VineCopula</a>, but is now provided as a stand-alone version.</p>
<div id="installation" class="section level2">
<h2 class="hasAnchor">
<a href="#installation" class="anchor"></a>Installation</h2>
<p>You can install the development version of VC2copula from <a href="https://CRAN.R-project.org">CRAN</a> with</p>
<div class="sourceCode" id="cb1"><pre class="sourceCode r"><code class="sourceCode r"><a class="sourceLine" id="cb1-1" data-line-number="1"><span class="kw"><a href="https://rdrr.io/r/utils/install.packages.html">install.packages</a></span>(<span class="st">"VC2copula"</span>)</a></code></pre></div>
<p>and the development version with</p>
<div class="sourceCode" id="cb2"><pre class="sourceCode r"><code class="sourceCode r"><a class="sourceLine" id="cb2-1" data-line-number="1">devtools<span class="op">::</span><span class="kw"><a href="https://rdrr.io/pkg/devtools/man/reexports.html">install_github</a></span>(<span class="st">"tnagler/VC2copula"</span>)</a></code></pre></div>
<hr>
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<div id="functionality" class="section level2">
<h2 class="hasAnchor">
<a href="#functionality" class="anchor"></a>Functionality</h2>
<div id="bivariate-copula-models" class="section level3">
<h3 class="hasAnchor">
<a href="#bivariate-copula-models" class="anchor"></a>Bivariate copula models</h3>
<p>The package exposes classes for all BB- and Tawn families implemented in <a href="http://tnagler.github.io/VineCopula/">VineCopula</a>, including their rotations. Additionally, rotated versions of the Clayton and Gumbel copula families are exposed.</p>
<div id="example" class="section level4">
<h4 class="hasAnchor">
<a href="#example" class="anchor"></a>Example</h4>
<div class="sourceCode" id="cb3"><pre class="sourceCode r"><code class="sourceCode r"><a class="sourceLine" id="cb3-1" data-line-number="1">cop &lt;-<span class="st"> </span><span class="kw"><a href="reference/BB1Copula.html">BB1Copula</a></span>(<span class="kw"><a href="https://rdrr.io/r/base/c.html">c</a></span>(<span class="dv">1</span>, <span class="fl">1.5</span>))</a>
<a class="sourceLine" id="cb3-2" data-line-number="2"><span class="kw">dCopula</span>(<span class="kw"><a href="https://rdrr.io/r/base/c.html">c</a></span>(<span class="fl">0.5</span>, <span class="fl">0.5</span>), cop)</a>
<a class="sourceLine" id="cb3-3" data-line-number="3"><span class="kw"><a href="https://rdrr.io/r/graphics/plot.html">plot</a></span>(<span class="kw">rCopula</span>(<span class="dv">500</span>, cop))</a></code></pre></div>
</div>
<div id="full-list-of-exposed-classes" class="section level4">
<h4 class="hasAnchor">
<a href="#full-list-of-exposed-classes" class="anchor"></a>Full list of exposed classes</h4>
<ul>
<li>
<code>"BB1Copula"</code>, <code>"surBB1Copula"</code>, <code>"r90BB1Copula"</code>, <code>"r270BB1Copula"</code>
</li>
<li>
<code>"BB6Copula"</code>, <code>"surBB6Copula"</code>, <code>"r90BB6Copula"</code>, <code>"r270BB6Copula"</code>
</li>
<li>
<code>"BB7Copula"</code>, <code>"surBB7Copula"</code>, <code>"r90BB7Copula"</code>, <code>"r270BB7Copula"</code>
</li>
<li>
<code>"BB8Copula"</code>, <code>"surBB8Copula"</code>, <code>"r90BB8Copula"</code>, <code>"r270BB8Copula"</code>
</li>
<li>
<code>"surClaytonCopula"</code>, <code>"r90ClaytonCopula"</code>, <code>"r270ClaytonCopula"</code>
</li>
<li>
<code>"surGumbelCopula"</code>, <code>"r90GumbelCopula"</code>, <code>"r270GumbelCopula"</code>
</li>
<li>
<code>"joeBiCopula"</code>, <code>"surJoeBiCopula"</code>, <code>"r90JoeBiCopula"</code>, <code>"r270JoeBiCopula"</code>
</li>
<li>
<code>"tawnT1Copula"</code>, <code>"surTawnT1Copula"</code>, <code>"r90TawnT1Copula"</code>, <code>"r270TawnT1Copula"</code>
</li>
<li>
<code>"tawnT2Copula"</code>, <code>"surTawnT2Copula"</code>, <code>"r90TawnT2Copula"</code>, <code>"r270TawnT2Copula"</code>
</li>
</ul>
</div>
</div>
<div id="vine-copula-models" class="section level3">
<h3 class="hasAnchor">
<a href="#vine-copula-models" class="anchor"></a>Vine copula models</h3>
<p>There is one more class <code>vineCopula</code> for vine copula models. You can convert <code>RVineMatrix</code> objects for the VineCopula package or fit new models using only the copula API:</p>
<div class="sourceCode" id="cb4"><pre class="sourceCode r"><code class="sourceCode r"><a class="sourceLine" id="cb4-1" data-line-number="1"><span class="kw"><a href="https://rdrr.io/r/utils/data.html">data</a></span>(<span class="st">"daxreturns"</span>, <span class="dt">package =</span> <span class="st">"VineCopula"</span>)</a>
<a class="sourceLine" id="cb4-2" data-line-number="2"><span class="kw"><a href="https://rdrr.io/r/graphics/pairs.html">pairs</a></span>(daxreturns[, <span class="dv">1</span><span class="op">:</span><span class="dv">4</span>])</a>
<a class="sourceLine" id="cb4-3" data-line-number="3"></a>
<a class="sourceLine" id="cb4-4" data-line-number="4">vine &lt;-<span class="st"> </span><span class="kw"><a href="reference/vineCopula.html">vineCopula</a></span>(<span class="kw"><a href="https://rdrr.io/r/base/integer.html">as.integer</a></span>(<span class="dv">4</span>))</a>
<a class="sourceLine" id="cb4-5" data-line-number="5">fit &lt;-<span class="st"> </span><span class="kw">fitCopula</span>(vine, daxreturns[, <span class="dv">1</span><span class="op">:</span><span class="dv">4</span>])</a>
<a class="sourceLine" id="cb4-6" data-line-number="6"><span class="kw"><a href="https://rdrr.io/r/graphics/pairs.html">pairs</a></span>(<span class="kw">rCopula</span>(<span class="dv">500</span>, fit<span class="op">@</span>copula))</a></code></pre></div>
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<a href="#documentation" class="anchor"></a>Documentation</h2>
<p>For a full overview of functions and classes, see the <a href="https://tnagler.github.io/VC2copula">package website</a>.</p>
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