bivariateGumbel: Bivariate Gumbel Copula

Description Usage Arguments Details Value Examples

Description

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

Usage

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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 :

Examples

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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 Sept. 13, 2020, 5:19 p.m.