bivariateAMH {Distributacalcul}

Bivariate Ali-Mikhail-Haq Copula

Description

Computes CDF, PDF and simulations of of the bivariate Ali-Mikhail-Haq copula.

Usage

cBivariateAMH(u1, u2, dependencyParameter, ...)

cdBivariateAMH(u1, u2, dependencyParameter, ...)

crBivariateAMH(numberSimulations = 10000, seed = 42, dependencyParameter)

Arguments

u1, u2

points at which to evaluate the copula.

dependencyParameter

correlation parameter.

...

other parameters.

numberSimulations

Number of simulations.

seed

Simulation seed, 42 by default.

Details

The bivariate Ali-Mikhail-Haq copula has CDF :

Value

Function :

• cBivariateAMH returns the value of the copula.

• cdBivariateAMH returns the value of the density copula.

• crBivariateAMH returns simulated values of the copula.

Examples

cBivariateAMH(u1 = .76, u2 = 0.4, dependencyParameter = 0.4)

cdBivariateAMH(u1 = .76, u2 = 0.4, dependencyParameter = 0.4)

crBivariateAMH(numberSimulations = 10, seed = 42, dependencyParameter = 0.2)