ExtremeValueModelling | R Documentation |
A collection and description of functions to investigate
bivariate extreme value copulae.
Extreme Value Copulae Functions:
evCopulaSim | simulates an extreme value copula, |
evCopulaFit | fits the parameters of an extreme value copula. |
evCopulaSim(n, param = NULL, type = evList()) evCopulaFit(u, v = NULL, type = evList(), ...)
n |
[revCopula][evCopulaSim] - |
param |
[*ev*][A*] - |
type |
[*ev*][Afunc] - |
u, v |
[*evCopula][*archmCopula] - |
... |
[evCopulaFit] - |
The function pcopula
returns a numeric matrix of probabilities
computed at grid positions x
|y
.
The function parchmCopula
returns a numeric matrix with values
computed for the Archemedean copula.
The function darchmCopula
returns a numeric matrix with values
computed for thedensity of the Archemedean copula.
The functions Phi*
return a numeric vector with the values
computed from the Archemedean generator, its derivatives, or its
inverse.
The functions cK
and cKInv
return a numeric vector with the
values of the density and inverse for Archimedian copulae.
Diethelm Wuertz for the Rmetrics R-port.
## fCOPULA - getClass("fCOPULA") getSlots("fCOPULA") ## revCopula - # Not yet implemented # revCopula(n = 10, type = "galambos") ## pevCopula - pevCopula(u = grid2d(), type = "galambos", output = "list") ## devCopula - devCopula(u = grid2d(), type = "galambos", output = "list") ## AfuncSlider - # Generator, try: ## Not run: AfuncSlider()
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