NCSCopCdf: Distribution function of a non-central squared copula

In NCSCopula: Non-Central Squared Copula Models Estimation

Description

This function computes the distribution function a non-central squared copula

Usage

NCSCopCdf(u, family, param, dof = NULL)

Arguments

u	(nx2) data matrix of pseudo-observations.
family	'Gaussian' , 't' , 'Clayton' , 'Frank' , 'Gumbel'.
param	c(a1,a2,tau) where a1,a2 are the non-negative non-centrality
dof	degrees of freedom of the Student copula (if needed).

Value

cdf	Non-central squared copula evaluated at points u.

Author(s)

Bouchra R. Nasri, August 14, 2019

Examples

param = c(0.8,2.5,0.7);
u = matrix(c(0.2,0.6,0.3,0.5,0.7,0.9),ncol=2,byrow=TRUE);
cdf=NCSCopCdf(u,'Clayton',param);

NCSCopula documentation built on Dec. 1, 2019, 1:21 a.m.