hmvevdliouv {lcopula} | R Documentation |
Spectral density of the CDA of survival copula and copula of Liouville vectors
Description
Computes the Liouville EV model or the scaled Dirichlet EV model spectral density
Usage
hmvevdliouv(w, alpha, rho, CDA = c("C", "S"), logdensity = FALSE)
Arguments
w |
matrix of points in the unit simplex at which to evaluate the density |
alpha |
vector of Dirichlet allocations (strictly positive). |
rho |
parameter of limiting model corresponding to index of regular variation |
CDA |
copula domain of attraction of either the Liouville copula, |
logdensity |
logical; whether to return the log density or not |
Value
a vector with the same number of rows as w
.
Examples
hmvevdliouv(seq(0.01,0.99,by=0.01), alpha=c(1,2), rho=0.2, CDA="C")
hmvevdliouv(seq(0.01,0.99,by=0.01), alpha=c(0.1,2), rho=0.2, CDA="S")
hmvevdliouv(seq(0.01,0.99,by=0.01), alpha=c(1,2), rho=0.2, CDA="S")
[Package lcopula version 1.0.7 Index]