numeric; single number or vector of size n; copula
parameter.
par2
numeric; single number or vector of size n; second
parameter for the two parameter BB1, BB6, BB7, BB8, Tawn type 1 and type 2
copulas (default: par2 = 0).
obj
BiCop object containing the family and parameter
specification.
check.pars
logical; default is TRUE; if FALSE, checks
for family/parameter-consistency are ommited (should only be used with
care).
Details
If the family and parameter specification is stored in a BiCop
object obj, the alternative version
BiCopPar2Beta(obj)
can be used.
Value
Theoretical value of Blomqvist's beta corresponding to the bivariate
copula family and parameter(s) par, par2.
Note
The number n can be chosen arbitrarily, but must agree across
arguments.
Author(s)
Ulf Schepsmeier
References
Blomqvist, N. (1950). On a measure of dependence between two
random variables. The Annals of Mathematical Statistics, 21(4), 593-600.
Nelsen, R. (2006). An introduction to copulas. Springer
Examples
## Example 1: Gaussian copula
BiCopPar2Beta(family = 1, par = 0.7)
BiCop(1, 0.7)$beta # alternative
## Example 2: Clayton copula
BiCopPar2Beta(family = 3, par = 2)
## Example 3: different copula families
BiCopPar2Beta(family = c(3,4,6), par = 2:4)