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

In lcopula: Liouville Copulas

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 May 29, 2024, 5:42 a.m.