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bicop and BiCopSelect return different models #259

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waynelapierre opened this issue Jan 17, 2023 · 1 comment
Open

bicop and BiCopSelect return different models #259

waynelapierre opened this issue Jan 17, 2023 · 1 comment

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@waynelapierre
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Thanks for this great package. I am trying to identify a proper copula model for two random variables. The bicop function returns a Joe-Frank copula while the VineCopula::BiCopSelect returns a t-copula. Is it normal?

@tnagler
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tnagler commented Feb 6, 2023

Yes that can happen, because the copula implementations and optimizer are not identical. It would be easier to say if what you observe is normal, if you would provide a reproducible example.

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