copMult: d-dim copula

In HAC: Estimation, Simulation and Visualization of Hierarchical Archimedean Copulae (HAC)

d-dim copula

Description

This function returns the values for d-dimensional Archimedean copulae.

Usage

copMult(X, theta, type)

Arguments

X	a n \times d matrix, where d refers to the dimension of the copula.
theta	the parameter of the copula.
type	all copula-types produced by Archimedean generators, see phi for an overview of implemented families.

Details

If warnings are returned, see phi.

Value

A vector containing the values of the copula.

See Also

pHAC

Examples

# the arguments are defined
X = matrix(runif(300), ncol = 3)

# the values are computed
cop = copMult(X, theta = 1.5, type = 1)

HAC documentation built on Sept. 17, 2024, 1:06 a.m.