Description Usage Arguments Details Value Author(s) References Examples
Density function, distribution function, quantile function, random generation.
1 2 3 4 |
u, v |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are P[X ≤ x], otherwise, P[X > x]. |
The Frank is defined by the following distribution function
C(u,v) = - 1/α *log( 1-(1-exp(-α u))*(1-exp(-α v)) /( 1-exp(-α)) ),
for all u,v in [0,1].
When lower.tail=FALSE
, pfrank
returns the survival copula
P(U > u, V > v).
dfrank
gives the density,
pfrank
gives the distribution function,
qfrank
gives the quantile function, and
rfrank
generates random deviates.
The length of the result is determined by n
for
rfrank
, and is the maximum of the lengths of the
numerical parameters for the other functions.
The numerical parameters other than n
are recycled to the
length of the result. Only the first elements of the logical
parameters are used.
Christophe Dutang
Nelsen, R. (2006), An Introduction to Copula, Second Edition, Springer.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.