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

Description Usage Arguments Value

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

1
.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 July 7, 2019, 1:03 a.m.