dCop: Density function of a Copula

In AlexanderRitz/copR: Archimedean Copulas (copR)

Description

Constructs the density function by differntiating the supplied cdf expression.

Usage

dcop(copula, u)

Arguments

copula	A copula object. Supplies the copula for which the pdf is to be constructed.
u	double. Optional argument supplying the data to evaluate the pdf.

Value

expression or numeric for the pdf of the supplied copula object or its value at the supplied u.

References

Hofert et al. (2018). Elements of Copula Modeling with R. Springer.

Nelsen (2006). An introduction to copulas. Springer Series in Statistics. Second Edition.

See Also

pcop and rcop

Examples

excop <- claycop(par = 5, dim = 2)
expdf <- dcop(excop, eva = FALSE)
#In case evaluation of the pdf is wanted:
expdfval <- dcop(excop, eva = TRUE, u = c(0.5, 0.5))

AlexanderRitz/copR documentation built on Oct. 30, 2019, 4:11 a.m.