Multiple marginal survival function for Liouville vectors

Description

This function is a wrapper around sliouv; it allows the user to treat all the data matrix simultaneously by applying different parameters to each margin.

Usage

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sliouv_m(x, family, alphavec, theta)

Arguments

x

sample from copula

family

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

alphavec

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

theta

parameter of the corresponding Archimedean copula

Value

a matrix of same length as x with the survival probabilities

Examples

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x <- rliouv(n = 100, family = "gumbel", alphavec <- c(2,3), theta = 2)
sliouv_m(x, family="gumbel", alphavec=c(2,3), theta=2)
all(sliouv_m(x, family="gumbel", alphavec=c(2,3), theta=2)[,1]-
  sliouvm(x[,1], family="gumbel", alpha=2, theta=2)==0)

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