PairCopulaParameterBounds

Getting the parameter bounds for pair-copulas

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Purpose

The function gives back bounds for the parameter values. Those can be set globally for the VineCPP toolbox by using the GUI SetGlobalParameterBounds. The bounds are used for checking for correctly specified pair-copulas and also as bounds for the estimation of the parameters.

Usage

           [lb,ub] = PairCopulaParameterBounds(families)

Inputs

   families        = Either the copula family or a cell array or
                     numerically coded vector of copula families.

Outputs

   lb              = If the input variable families is just one single
                     copula, then it is the vector of lower bounds of
                     the corresponding copula parameter(s). If the input
                     variable families is a cell array of copula
                     families, then it is a vector of lower bounds for
                     all the copulas being specified in the families
                     cell array.
   ub              = If the input variable families is just one single
                     copula, then it is the vector of upper bounds of
                     the corresponding copula parameter(s). If the
                     input variable families is a cell array of copula
                     families, then it is a vector of upper bounds for
                     all the copulas being specified in the families
                     cell array.