Skip to content

BB pair copulas

Two-parameter BB families provide more flexible dependence and tail shapes than the one-parameter Archimedean families.

The default selector contains BB1, BB6, BB7, and BB8. The broader parametric catalog also exposes BB2, BB3, BB9, and BB10.

julia
BB1Copula(2, 0.8, 1.6)
BB6Copula(2, 1.5, 1.7)
BB7Copula(2, 1.6, 1.2)
BB8Copula(2, 1.8, 0.7)

For automatic selection, the default BB families use finite vinecopulib-aligned parameter boxes. The implementation optimizes on the interior because several boundary values reduce a BB family to a simpler family that is already present in the candidate set.

Those selection boxes do not change direct BB construction through Copulas.jl.