Creates an instance of the bivariate asymmetric mixed model extreme value copula with parameter θ.
The dependence function for this bivariate EV copula is
A(w) = θ w^2 - θ w + 1
Necessary and sufficient conditions for the dependence function to be valid are
0 ≤ θ ≤ 1
A function that evaluates the bivariate asymmetric mixed model EV copula (with parameter θ) 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 <firstname.lastname@example.org>
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