| NewBEVSplineCopula {SimCop} | R Documentation |
Creates a flexible extreme value copula
Description
Creates a bivariate extreme value copula from a spline estimate of its dependence function.
Usage
NewBEVSplineCopula(spl)
Arguments
spl |
a spline function. |
Value
A function that evaluates the bivariate EV copula (whose dependence function is given by the spline) at a given 2-dimensional vector in the unit square. The environment of the function also contains a function called pdfCopula that evaluates the probability density function of the bivariate asymmetric mixed model EV copula via automatic differentation.
Author(s)
Berwin A. Turlach <berwin.turlach@gmail.com>
See Also
[Package SimCop version 0.7.0 Index]