tawn3pCopula: Tawn Copula Family constructor using all three parameters
In BenGraeler/spcopula: Copula Driven Analysis - Multivariate, Spatial, Spatio-Temporal
Description
Usage
Arguments
Details
Value
Author(s)
See Also
Examples
Description
Constructor of the Tawn Copula family with three parameters allowing for asymmetric copula families.
Usage
1
tawn3pCopula(param = c(0.5, 0.5, 2))
Arguments
param
The vector defining the three parameters of the Tawn Copula.
Details
Pickand's dependece function is given through:
A(t) = (1-beta)*t + (1-alpha)*(1-t) + ((alpha*(1-t))^theta+(beta*t)^theta)^(1/theta)
Value
An instance of the tawn3pCopula class.
Author(s)
Benedikt Graeler
See Also
tawnCopula for a symmetric one parameter, tawnT1Copula and tawnT2Copula for asymmetric two-parameter sub-families of the Tawn copula family.
Examples
1
2
persp(tawn3pCopula(c(0.4,0.9,4)), dCopula)
persp(tawn3pCopula(c(0.4,0.9,4)), pCopula)
BenGraeler/spcopula documentation built on Nov. 20, 2020, 4:07 p.m.
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Description Usage Arguments Details Value Author(s) See Also Examples
Description
Constructor of the Tawn Copula family with three parameters allowing for asymmetric copula families.
Usage
1 | tawn3pCopula(param = c(0.5, 0.5, 2))
|
Arguments
param |
The vector defining the three parameters of the Tawn Copula. |
Details
Pickand's dependece function is given through: A(t) = (1-beta)*t + (1-alpha)*(1-t) + ((alpha*(1-t))^theta+(beta*t)^theta)^(1/theta)
Value
An instance of the tawn3pCopula class.
Author(s)
Benedikt Graeler
See Also
tawnCopula for a symmetric one parameter, tawnT1Copula and tawnT2Copula for asymmetric two-parameter sub-families of the Tawn copula family.
Examples
1 2 | persp(tawn3pCopula(c(0.4,0.9,4)), dCopula)
persp(tawn3pCopula(c(0.4,0.9,4)), pCopula)
|
R Package Documentation
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