R/d2copFun.d1dphi.R

Defines functions d2copFun.d1dphi

d2copFun.d1dphi = function(m1, m2, phi, type = 'c0'){ # CHECKED FOR CORRECTNESS
  return( m1^(-phi-1) * ( m1^-phi + m2^-phi - 1 )^(-1/phi-1) * ( phi^-2 * log(m1^-phi + m2^-phi - 1) - log(m1) + (phi^-1 + 1) * (log(m1) * m1^-phi + log(m2) * m2^-phi)/(m1^-phi + m2^-phi - 1) ) )
}

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flexmsm documentation built on Sept. 11, 2024, 7:23 p.m.