Frank copula not implemented?

[jobstdavid]

You can find in the documentation of the function gamBiCopFit for the input parameter family: "A copula family: 1 Gaussian, 2 Student t, 5 Frank, ...". However, if I run the following minimal example, I get the error message "Copula family not implemented. 'family' should be in {1,2,301,302,303,304,401,402,403,404}." This error message comes from the function msg.family which excludes the Frank copula (5).

`library(VineCopula) library(gamCopula)

u <- BiCopSim(1000, family = 5, par = 3) u <- as.data.frame(u) colnames(u) <- c("u1", "u2") cop <- gamBiCopFit(data = u, family = 5)`

Is the documentation maybe not up to date, that the Frank (5) is not available? Is there a reason for excluding the Frank copula, e.g. poor performance?

[tnagler]

See #18. We can only use Newton-Raphson for the Frank, which is much slower normally. I don't think it's so bad to disable it entirely though.