bivariateAMH: Bivariate Ali-Mikhail-Haq Copula

In Distributacalcul: Probability Distribution Functions

Description

Computes CDF, PDF and simulations of of the bivariate Ali-Mikhail-Haq copula.

Usage

cBivariateAMH(u1, u2, dependencyParameter, ...)

cdBivariateAMH(u1, u2, dependencyParameter, ...)

crBivariateAMH(numberSimulations = 10000, seed = 42, dependencyParameter)

Arguments

u1, u2	points at which to evaluate the copula.
dependencyParameter	correlation parameter.
...	other parameters.
numberSimulations	Number of simulations.
seed	Simulation seed, 42 by default.

Details

The bivariate Ali-Mikhail-Haq copula has CDF :

Value

Function :

• cBivariateAMH returns the value of the copula.

• cdBivariateAMH returns the value of the density copula.

• crBivariateAMH returns simulated values of the copula.

Examples

cBivariateAMH(u1 = .76, u2 = 0.4, dependencyParameter = 0.4)

cdBivariateAMH(u1 = .76, u2 = 0.4, dependencyParameter = 0.4)

crBivariateAMH(numberSimulations = 10, seed = 42, dependencyParameter = 0.2)

Distributacalcul documentation built on Sept. 13, 2020, 5:19 p.m.