NewBEVSplineCopula: Creates a flexible extreme value copula
In SimCop: Simulate from Arbitrary Copulae
Description
Usage
Arguments
Value
Author(s)
See Also
Description
Creates a bivariate extreme value copula from a spline estimate of its dependence function.
Usage
1
NewBEVSplineCopula(spl)
Arguments
spl
a spline function.
Value
A function that evaluates the bivariate EV copula (whose dependence function is given by the spline) 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.
Author(s)
Berwin A. Turlach <berwin.turlach@gmail.com>
See Also
SimCop documentation built on May 2, 2019, 12:34 p.m.
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Description Usage Arguments Value Author(s) See Also
Description
Creates a bivariate extreme value copula from a spline estimate of its dependence function.
Usage
1 | NewBEVSplineCopula(spl)
|
Arguments
spl |
a spline function. |
Value
A function that evaluates the bivariate EV copula (whose dependence function is given by the spline) 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.
Author(s)
Berwin A. Turlach <berwin.turlach@gmail.com>
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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