Frank: Construction of an Archimedean Copula Class Object

In Spgadou/nCopula: Hierarchical Archimedean Copulas Constructed with Multivariate Compound Distributions

Description

Constructs a Frank Archimedean copula object with a given parameter and dimension.

Usage

Frank(param, dim = 2L, density = FALSE)

Arguments

param	parameter of the copula.
dim	dimension of the copula (>= 2), which is, by default, 2.
density	compute the expression of the density of the copulas.

Value

An archm S4 class object.

Author(s)

Simon-Pierre Gadoury

Spgadou/nCopula documentation built on May 9, 2019, 1:53 p.m.