dcopula.gumbel {QRMlib} | R Documentation |
Bivariate Gumbel Copula Density
Description
evaluates density of bivariate Gumbel copula
Usage
dcopula.gumbel(u, theta, logvalue=FALSE)
Arguments
u |
matrix of dimension n times 2, where 2 is the dimension of the copula and n
is the number of vector values at which to evaluate density
|
theta |
parameter of Gumbel copula
|
logvalue |
whether or not log density values should be returned (useful for ML)
|
Details
see page 192 of QRM for Gumbel copula
Value
vector of density values of length n
See Also
fit.Archcopula2d
,
dcopula.clayton
,
dcopula.t
,
dcopula.gauss
Examples
## Not run:
#define a function:
normal.metagumbel <- function(x,theta)
{
exp(dcopula.gumbel(apply(x,2,pnorm),theta,logvalue=TRUE) +
apply(log(apply(x,2,dnorm)),1,sum));
}
#use function to create perspective plot for bivariate density:
BiDensPlot(normal.metagumbel,xpts=ll,ypts=ll,npts=80,theta=2);
## End(Not run)
[Package
QRMlib version 1.4
Index]
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