.pickands.fun.uni {lcopula} | R Documentation |
Pickands dependence function for the copula domain of attraction of Liouville copulas
Description
Pickands dependence function as in Belzile (2014), Proposition 41 Returns the Pickands dependence function of the copula domain of attraction of the copula. This is only derived and implemented in the bivariate case.
Usage
.pickands.fun.uni(t, rho = 0.5, alpha = c(1, 1))
Arguments
t |
pseudo-angle in (0,1) |
rho |
index of regular variation parameter |
alpha |
vector of Dirichlet allocations. Currently must be of length 2 |
Value
value of Pickands function
[Package lcopula version 1.0.7 Index]