bivariateGumbel: Bivariate Gumbel Copula

In Distributacalcul: Probability Distribution Functions

Bivariate Gumbel Copula

Description

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

Usage

cBivariateGumbel(u1, u2, dependencyParameter, ...)

cdBivariateGumbel(u1, u2, dependencyParameter, ...)

crBivariateGumbel(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 Gumbel copula has CDF :

Value

Function :

• cBivariateGumbel returns the value of the copula.

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

• crBivariateGumbel returns simulated values of the copula.

Examples

cBivariateGumbel(u1 = .76, u2 = 0.4, dependencyParameter = 1.4)

cdBivariateGumbel(u1 = .76, u2 = 0.4, dependencyParameter = 1.4)

crBivariateGumbel(numberSimulations = 10, seed = 42, dependencyParameter = 1.2)

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