H-function of the copula

Share:

Description

H-function of the copula

Usage

1
D_u(u, v, theta, family)

Arguments

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

Details

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

value of the h-function

Note

This is the function BiCopHfunc from the VineCopula package.

Author(s)

Nicole Kraemer

See Also

density_joint

Examples

1
2
3
4
u<-v<-0.5
theta<-0.2
family=1
out<-D_u(u,v,theta,family)