sliouv: Joint survival function of Liouville vectors

View source: R/liouville.R

sliouvR Documentation

Joint survival function of Liouville vectors

Description

sliouv returns the survival function of a Liouville vector. For the survival copula and the associated probability, see pliouv.

Usage

sliouv(theta, x, family, alphavec)

Arguments

theta

parameter of the corresponding Archimedean copula

x

an n by d matrix of observations, each on the positive real line

family

family of the Liouville copula. Either "clayton", "gumbel", "frank", "AMH" or "joe"

alphavec

d-vector of Dirichlet allocations (must be a vector of integers)


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