Is it possible to implement Tawn copula and the BB families in high-dimensions?
Taalmasoud opened this issue · comments
--- commented
To add Taw copula with dim>2
<using the copula package to estimate data by using elliptical and Arch. copulas are so helpful even for dimensions greater than 3 but I found the evCopula(family="tawn", dim=3) in order to estimate...doesn't work also at dimension =3 it gives this error
Error in evCopula(family = "tawn", dim = 3) :
Family 'tawn' is not yet available for dim > 2
and I found also that BB1, BB6, BB7 and BB8 weren't included at all. I know its implemented in Vinecopula package but just with two dimensions, is there any possibility to add the cases in dimensions greater than 2? >