hmvevdliouv: Spectral density of the CDA of survival copula and copula of...

In lcopula: Liouville Copulas

Spectral density of the CDA of survival copula and copula of Liouville vectors

Description

Computes the Liouville EV model or the scaled Dirichlet EV model spectral density

Usage

hmvevdliouv(w, alpha, rho, CDA = c("C", "S"), logdensity = FALSE)

Arguments

w	matrix of points in the unit simplex at which to evaluate the density
alpha	vector of Dirichlet allocations (strictly positive).
rho	parameter of limiting model corresponding to index of regular variation
CDA	copula domain of attraction of either the Liouville copula, C, or its survival copula S
logdensity	logical; whether to return the log density or not

Value

a vector with the same number of rows as w.

Examples

hmvevdliouv(seq(0.01,0.99,by=0.01), alpha=c(1,2), rho=0.2, CDA="C")
hmvevdliouv(seq(0.01,0.99,by=0.01), alpha=c(0.1,2), rho=0.2, CDA="S")
hmvevdliouv(seq(0.01,0.99,by=0.01), alpha=c(1,2), rho=0.2, CDA="S")

lcopula documentation built on April 21, 2023, 9:07 a.m.