bivariateClayton: Bivariate Clayton Copula

In Distributacalcul: Probability Distribution Functions

Bivariate Clayton Copula

Description

Computes CDF, PDF and simulations of the bivariate Clayton copula.

Usage

cBivariateClayton(u1, u2, dependencyParameter, ...)

cdBivariateClayton(u1, u2, dependencyParameter, ...)

crBivariateClayton(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 Clayton copula has CDF :

Value

Function :

• cBivariateAMH returns the value of the copula.

• cdBivariateAMH returns the value of the density function associated to the copula.

Examples

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

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

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

Distributacalcul documentation built on May 29, 2024, 9:25 a.m.