dcop {CopulaREMADA} | R Documentation |
Bivariate copula densities
Description
Bivariate copula densities for parametric families.
Usage
dbvn(u,v,cpar)
dfrk(u,v,cpar)
dcln(u,v,cpar)
dcln90(u,v,cpar)
dcln270(u,v,cpar)
Arguments
u |
value in interval 0,1; could be a vector |
v |
value in interval 0,1; could be a vector |
cpar |
copula parameter: scalar. |
Details
Choices are 'cop' in dcop are bvn, frk, cln, cln90 (rotated by 90 degrees cln), cln180 (rotated by 180 degrees cln), cln270 (rotated by 270 degrees cln).
The copula names are abbreviations for:
bvn = bivariate normal or Gaussian
frk = Frank
cln = Clayton or Mardia-Takahasi-Cook-Johnson
Value
pdf value(s).
References
Joe H (1997) Multivariate Models and Dependence Concepts. Chapman & Hall
Joe H (2014) Dependence Modeling with Copulas. Chapman & Hall/CRC.
Joe H (2014) CopulaModel: Dependence Modeling with Copulas. Software for book: Dependence Modeling with Copulas, Chapman & Hall/CRC, 2014.
See Also
[Package CopulaREMADA version 1.6.2 Index]