reviewing the implementations I want to ask about the parametric space of some Archimedean copulas, the Frank copula is defined for all reals except zero, when it is 0 the copula can be the independent copula and several others that in the Nelses 2016 table have different parametric spaces. finally I want to know if the two Frechet-Hoeffding limits are implemented.
reviewing the implementations I want to ask about the parametric space of some Archimedean copulas, the Frank copula is defined for all reals except zero, when it is 0 the copula can be the independent copula and several others that in the Nelses 2016 table have different parametric spaces. finally I want to know if the two Frechet-Hoeffding limits are implemented.