debye: Utility to calculate the parameter theta of a Frank copula...

Description Usage Arguments Value References

View source: R/debye.R

Description

Simplistic implementation of the Debye function of order one. A simplification of an implementation of Diethelm Wuertz in the package "fCopulae".

Usage

1
debye(x)

Arguments

x

double. A numeric value as input for the Debye function of order one.

Value

The value of the Debye function of order one at x.

References

Frees and Valdez (1998). Understanding Relationships Using Copulas. North American Actuarial Journal 2(1):1-25.


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