dot-pickands.fun.uni: Pickands dependence function for the copula domain of...
In lcopula: Liouville Copulas
.pickands.fun.uni R Documentation
Pickands dependence function for the copula domain of attraction of Liouville copulas
Description
Pickands dependence function as in Belzile (2014), Proposition 41
Returns the Pickands dependence function of the copula domain of attraction
of the copula. This is only derived and implemented in the bivariate case.
Usage
.pickands.fun.uni(t, rho = 0.5, alpha = c(1, 1))
Arguments
t
pseudo-angle in (0,1)
rho
index of regular variation parameter
alpha
vector of Dirichlet allocations. Currently must be of length 2
Value
value of Pickands function
lcopula documentation built on May 29, 2024, 5:42 a.m.
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| .pickands.fun.uni | R Documentation |
Pickands dependence function for the copula domain of attraction of Liouville copulas
Description
Pickands dependence function as in Belzile (2014), Proposition 41 Returns the Pickands dependence function of the copula domain of attraction of the copula. This is only derived and implemented in the bivariate case.
Usage
.pickands.fun.uni(t, rho = 0.5, alpha = c(1, 1))
Arguments
t |
pseudo-angle in (0,1) |
rho |
index of regular variation parameter |
alpha |
vector of Dirichlet allocations. Currently must be of length 2 |
Value
value of Pickands function
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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