Supported families
Pair copulas come from Copulas.jl; VineCopulas.jl supplies vine-oriented conditional kernels, rotations, and selection rules around them.
Default automatic-selection set
| Group | Families |
|---|---|
| Elliptical | Gaussian, Student-t |
| One-parameter Archimedean | Clayton, Gumbel, Frank, Joe |
| Two-parameter BB | BB1, BB6, BB7, BB8 |
| Optional | Independence |
DEFAULT_PAIR_FAMILIES is the set that receives the strongest fitting and external-parity coverage. Independence is controlled separately with include_independence=true.
Broader parametric set
ALL_PARAMETRIC_PAIR_FAMILIES additionally contains AMH, Gumbel-Barnett, inverse-Gaussian Archimedean, BB2, BB3, BB9, and BB10 families.
The broader set is useful for explicit experiments and user-specified candidate sets. It is not automatically promoted to the default set until fitting, rotations, and conditional primitives have dedicated regression coverage.
Direct construction
Automatic-selection membership does not limit explicit vine models. Any compatible bivariate Copulas.jl copula can be placed on an edge when the required conditional operations are available through the specialized or generic interface.