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Restriction of rotations in automatic fitting #267

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hokerl opened this issue Jul 21, 2023 · 0 comments
Open

Restriction of rotations in automatic fitting #267

hokerl opened this issue Jul 21, 2023 · 0 comments

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@hokerl
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hokerl commented Jul 21, 2023

With the VineCopula package it was possible to explicitly set the rotations of the selected copulas. It would be nice to have a similar option in this new package. For example, I am currently analyzing portfolio loss data and would like to consider only positive tail dependencies between the contributing factors to get a conservative view on the risk situation.
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