frechet {Distributacalcul} | R Documentation |
Fréchet Copula
Description
Computes CDF and simulations of the Fréchet copula.
Usage
cFrechet(u1, u2, dependencyParameter, ...)
crFrechet(numberSimulations = 10000, seed = 42, dependencyParameter)
Arguments
u1 , u2 |
points at which to evaluate the copula. |
dependencyParameter |
correlation parameters, must be vector of length 2. |
... |
other parameters. |
numberSimulations |
Number of simulations. |
seed |
Simulation seed, 42 by default. |
Details
The Fréchet copula has CDF :
for
and
.
Value
Function :
Examples
cFrechet(u1 = .76, u2 = 0.4, dependencyParameter = c(0.2, 0.3))
crFrechet(numberSimulations = 10, seed = 42, dependencyParameter = c(0.2, 0.3))
[Package Distributacalcul version 0.4.0 Index]