View source: R/NewBEVAsyLogisticCopula.R
NewBEVAsyLogisticCopula | R Documentation |
Creates an instance of the bivariate asymmetric logistic model extreme value copula with parameters r
, \theta
and \phi
.
NewBEVAsyLogisticCopula(r, theta, phi)
r |
real. |
theta |
real. |
phi |
real. |
The dependence function for this bivariate EV copula is
A(w) = (\theta (1-w)^r + (\phi w)^r)^{1/r} + (\theta - \phi) w + 1 - \theta
Necessary and sufficient conditions for the dependence function to be valid are
r \ge 1
0 \le \theta \le 0
0 \le \phi \le 1
For \theta = \phi = 1
this model reduces to the symmetric logistic model.
A function that evaluates the bivariate asymmetric logistic model EV copula (with parameters r
, \theta
and phi
) at a given 2
-dimensional vector in the unit square. The environment of the function also contains a function called pdfCopula
that evaluates the probability density function of the bivariate asymmetric mixed model EV copula via automatic differentation.
Berwin A. Turlach berwin.turlach@gmail.com
NewBEVLogisticCopula
, NewMEVAsyLogisticCopula
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