dcop {CopulaGAMM}

Copula pdf

Description

Evaluates the copula density at given points (u,v)#'

Usage

dcop(u, v, family, rot = 0, cpar, dfC = NULL)

Arguments

u

vector of values in (0,1)

v

conditioning variable in (0,1)

family

copula family: "gaussian" ("normal), "t", "clayton", "frank", "fgm", "galambos", "gumbel", "joe", "huesler-reiss", "plackett".

rot

rotation: 0 (default), 90, 180 (survival), or 270

cpar

copula parameter

dfC

degrees of freedom for the Student copula (default is NULL)

Value

out

Copula density

out

Vector of pdf values

Author(s)

Pavel Krupskii and Bruno Remillard Mai 1, 2023

Examples

out = dcop(0.3,0.7,"clayton",270,2)