SetGlobalPairCopulaParameterBounds

Setting the global (i.e., for the whole VineCPP toolbox) pair-copula parameter bounds, which are used for estimation and consistency checks

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Purpose

The GUI can be used to set the global (i.e., for the whole VineCPP toolbox) pair-copula parameter bounds, which are used for estimation and consistency checks. Possible copula families (the default values for the parameter bounds are given in parenthesis, where the ordering is as follows (lb1, ub1; lb2, ub2; lb3, ub3)):

       0   Indep
       1   AMH (-1, 1)
       2   AsymFGM (0, 1)
       3   BB1 (0, 6; 1, 6)
       4   BB6 (1, 6; 1, 6)
       5   BB7 (1, 6; 0.001, 6)
       6   BB8 (1, 6; 0.001, 1)
       7   Clayton (0, Inf)
       8   FGM (-1, 1)
       9   Frank (-30, 30)
       10  Gaussian (-0.999, 0.999)
       11  Gumbel (1, Inf)
       12  IteratedFGM (-1, 1; -1, 1)
       13  Joe (1, Inf)
       14  PartialFrank (0, 30)
       15  Plackett (0.001, Inf)
       16  Tawn1 (1.001, 20; 0.001, 0.999)
       17  Tawn2 (1.001, 20; 0.001, 0.999)
       18  Tawn (1.0001, 20; 0.001, 0.999; 0.001, 0.999)
       19  t (-0.999, 0.999; 1, 30)

Usage

           SetGlobalPairCopulaParameterBounds