dot-pickands.dir.uni: Pickands dependence function for the copula domain of...

.pickands.dir.uniR Documentation

Pickands dependence function for the copula domain of attraction of Liouville survival copulas

Description

Pickands dependence function as in Belzile (2014), Proposition 40 and Example 4 Returns the Pickands dependence function of the copula domain of attraction of the survival copula, the scaled Dirichlet extreme value model. Currently only implemented in the bivariate case. Setting rho=1 yields the same output as the function in the evd package.

Usage

.pickands.dir.uni(t, alpha, rho)

Arguments

t

pseudo-angle in (0,1)

alpha

vector of Dirichlet allocations. Currently must be of length 2

rho

index of regular variation parameter

Value

value of Pickands function for the scaled extremal Dirichlet model


lcopula documentation built on April 26, 2022, 1:08 a.m.