pCop: Distribution function of a copula

In AlexanderRitz/copR: Archimedean Copulas (copR)

Description

Constructs the distribution function for a supplied copula object.

Usage

pcop(copula, u)

Arguments

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

Value

An expression for the cdf of the supplied copula object or its numeric value at the supplied u in case evaluation was chosen.

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

dcop and rcop

Examples

excop <- Claycop(par = 5, dim = 2)
excdf <- pcop(excop)
#In case evaluation of the cdf is wanted:
excdfval <- pcop(excop, u = c(0.5, 0.5))

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