clayton.copula {icensBKL} | R Documentation |
Cumulative density function of the Clayton copula
Description
Cumulative density function of the Clayton copula evaluated at points (u, v) with given parameter exp(beta %*%cov)
Usage
clayton.copula(u, v, beta, cov)
Arguments
u |
vector of points in [0,1] representing the first coordinate where the Clayton copula must be evaluated |
v |
vector of points in [0,1] representing the second coordinate where the Clayton copula must be evaluated |
beta |
vector of coefficients to be multiplied with the covariates in order to determine the parameter of the Clayton copula |
cov |
vector of covariates to be multipleid with the coefficients in order to determine the parameter of the Clayton copula |
Value
Cumulative density function of the Clayton copula evaluated at points (u,v) with given parameter exp(beta %*%cov)
Note
This is not to be called by the user.
Author(s)
Kris Bogaerts kris.bogaerts@kuleuven.be
References
Clayton, D. G. (1978). A model for association in bivariate life-tables and its application in epidemiological studies of familial tendency in chronic disease incidence. Biometrika, 65, 141-151.