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Is it possible to implement Tawn copula and the BB families in high-dimensions? #328

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Taalmasoud opened this issue Sep 20, 2022 · 0 comments
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feature request Request for a new feature under discussion Issue is currently being discussed

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@Taalmasoud
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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? >

@Taalmasoud Taalmasoud added feature request Request for a new feature under discussion Issue is currently being discussed labels Sep 20, 2022
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