bivariateFrank: Bivariate Frank Copula

In Distributacalcul: Probability Distribution Functions

Bivariate Frank Copula

Description

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

Usage

cBivariateFrank(u1, u2, dependencyParameter, ...)

cdBivariateFrank(u1, u2, dependencyParameter, ...)

crBivariateFrank(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 Frank copula has CDF :

Value

Function :

• cBivariateFrank returns the value of the copula.

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

• crBivariateFrank returns simulated values of the copula.

Examples

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

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

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

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