R/clayton.copula.R

Defines functions clayton.copula

Documented in clayton.copula

#                
# Clayton copula 
#                

clayton.copula<-function(u, v, beta, cov){
  theta <- exp(cov %*% as.matrix(beta))
  (u^(-theta) + v^(-theta) - 1)^(-1/theta)
}

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