StarVine includes a variety of bivariate copula models.

All copula rotations are implemented, allowing for easy modeling of negative or positive dependence structures.

Example Copula PDFs

The following copula are currently implemented in StarVine

• Elliptic
  • Gaussian
  • Student's T
• Archimedean
  • Frank (all rotations)
  • Gumbel (all rotations)
  • Clayton (all rotations)

Examples:

Copula pdfs