NewBEVLogisticCopula: Creates a bivariate logistic model extreme value copula
In SimCop: Simulate from Arbitrary Copulae

Description Usage Arguments Details Value Author(s) See Also

Creates an instance of the bivariate logistic model extreme value copula with parameter r.

1	NewBEVLogisticCopula(r)

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

SimCop documentation built on May 2, 2019, 12:34 p.m.