Description Usage Arguments Details Value Author(s) See Also
Creates an instance of the bivariate logistic model extreme value copula with parameter r.
1 |
r |
real. |
The dependence function for this bivariate EV copula is
A(w) = ((1-w)^r + w^r)^{1/r}
Necessary and sufficient conditions for the dependence function to be valid are
r ≥ 1
A function that evaluates the bivariate logistic model EV copula (with parameter r) 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>
NewBEVAsyLogisticCopula
, NewMEVGumbelCopula
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