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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?
The text was updated successfully, but these errors were encountered:
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.
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?
The text was updated successfully, but these errors were encountered: