bivariateCA {Distributacalcul} | R Documentation |
Bivariate Cuadras-Augé Copula
Description
Computes CDF and simulations of the bivariate Cuadras-Augé copula.
Usage
cBivariateCA(u1, u2, dependencyParameter, ...)
crBivariateCA(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 Cuadras-Augé copula has CDF :
for .
It is the geometric mean of the independance and upper Fréchet bound copulas.
Value
Function :
-
cBivariateCA
returns the value of the copula. -
crBivariateCA
returns simulated values of the copula.
Examples
cBivariateCA(u1 = .76, u2 = 0.4, dependencyParameter = 0.4)
crBivariateCA(numberSimulations = 10, seed = 42, dependencyParameter = 0.2)
[Package Distributacalcul version 0.4.0 Index]