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Kindly assist with R code for BB1 copula. Text books and research articles provide codes for clayton, gumbel, frank, normal and t copulas. However, I can't find code for BB1, the copula family defined in H. Joe: Multivariate Models and Multivariate Dependence Concepts, Chapman & Hall, 1997, p. 150

For example, this is the code I found:

gf <- gofCopula(normalCopula(dim = 2), as.matrix(mydata), N = 50). ## I obtained results here

But I get an error when I run:

gfBB1 <- gofCopula(BB1Copula(dim = 2), as.matrix(mydata), N = 50)

Error in BB1Copula(dim = 2) : unused argument (dim = 2)

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1 Answer 1

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I have just found out what the code is. Note that theta and delta come from the copula selected for you through the BiCopSelect() command.

theta <- selectedCopula$par
delta <- selectedCopula$par2

gfBB1 <- gofCopula(BB1Copula(c(theta, delta)), as.matrix(mydata), N = 50)
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