pickands.liouv {lcopula} | R Documentation |
Pickands dependence function for the copula domain of attraction of Liouville survival copulas
Description
Pickands dependence function as in Belzile (2014), Proposition 40 and Example 4 and Belzile (2014), Proposition 41, assuming that the parameter alpha is integer-valued. Returns the Pickands dependence function of the copula domain of attraction (CDA) of the survival copula, the scaled Dirichlet extreme value model, or the CDA of the copula, the Liouville EV model.
Usage
pickands.liouv(t, rho = 0.5, alpha = c(1, 1), CDA = c("C", "S"))
Arguments
t |
pseudo-angle in (0,1) |
rho |
index of regular variation parameter |
alpha |
vector of Dirichlet allocations. Currently must be of length 2 |
CDA |
select the extremal attractor of the copula ( |
Value
value of Pickands function for the scaled Dirichlet EV model
Examples
pickands.liouv(seq(0,1,by=0.01),1,c(0.1,0.3),CDA="S")
pickands.liouv(t = seq(0,1,by=0.01), rho = 0.5, alpha = c(1,3), CDA="C")
[Package lcopula version 1.0.7 Index]