Description Usage Arguments Details Value Note Author(s) See Also Examples
H-function of the copula
1 |
u |
vector of [0,1] values |
v |
vector of [0,1] values |
theta |
copula parameter |
family |
an integer defining the bivariate copula family: 1 = Gauss, 3 = Clayton, 4=Gumbel, 5=Frank |
For a bivariate copula family C(u,v|θ), the h-function is defined as
D_u(u,v)=\frac{\partial}{\partial u} C(u,v|θ)
value of the h-function
This is the function BiCopHfunc
from the VineCopula
package.
Nicole Kraemer
1 2 3 4 |
Loading required package: MASS
Loading required package: VineCopula
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