normal.copula: Cumulative density function of the normal copula

View source: R/normal.copula.R

normal.copulaR Documentation

Cumulative density function of the normal copula

Description

Cumulative density function of the normal copula evaluated at points (u,v) with given parameter exp(beta %*%cov)

Usage

normal.copula(u, v, beta, cov)

Arguments

u

vector of points in [0,1] representing the first coordinate where the normal copula must be evaluated

v

vector of points in [0,1] representing the second coordinate where the normal copula must be evaluated

beta

vector of coefficients to be multiplied with the covariates in order to determine the parameter of the normal copula

cov

vector of covariates to be multipleid with the coefficients in order to determine the parameter of the normal copula

Value

Cumulative density function of the normal copula evaluated at points (u,v) with given parameter exp(beta %*%cov)

Note

This is not to be called by the user.

Author(s)

Kris Bogaerts kris.bogaerts@kuleuven.be

References

Nelsen, R. B. (1998). An Introduction to Copulas. Lecture Notes in Statistics 139. Springer-Verlag, New-York.


icensBKL documentation built on Sept. 19, 2022, 5:06 p.m.