dcop: Bivariate copula densities

In CopulaREMADA: Copula Mixed Models for Multivariate Meta-Analysis of Diagnostic Test Accuracy Studies

Bivariate copula densities

Description

Bivariate copula densities for parametric families.

Usage

dbvn(u,v,cpar)
dfrk(u,v,cpar)
dcln(u,v,cpar)
dcln90(u,v,cpar)
dcln270(u,v,cpar)

Arguments

u	value in interval 0,1; could be a vector
v	value in interval 0,1; could be a vector
cpar	copula parameter: scalar.

Details

Choices are 'cop' in dcop are bvn, frk, cln, cln90 (rotated by 90 degrees cln), cln180 (rotated by 180 degrees cln), cln270 (rotated by 270 degrees cln).

The copula names are abbreviations for:

bvn = bivariate normal or Gaussian

frk = Frank

cln = Clayton or Mardia-Takahasi-Cook-Johnson

Value

pdf value(s).

References

Joe H (1997) Multivariate Models and Dependence Concepts. Chapman & Hall

Joe H (2014) Dependence Modeling with Copulas. Chapman & Hall/CRC.

Joe H (2014) CopulaModel: Dependence Modeling with Copulas. Software for book: Dependence Modeling with Copulas, Chapman & Hall/CRC, 2014.

See Also

qcondcop rcop

CopulaREMADA documentation built on Oct. 18, 2024, 1:08 a.m.