copextreme: Boundary copula cdfs

In YafeiXu/CopulaModel: CopulaModel: Dependence Modeling with Copulas

Description

Boundary copula cdfs of independence, comonotonicity and countermonotonicity

Usage

pindepcop(u,v=-1,cpar=0)
pcomonocop(u,v=-1,cpar=0)
pcountermono(u,v=-1,cpar=0)
pcondindep(v,u,cpar=0)
pcondcomono(v,u,cpar=0)
pcondcountermono(v,u,cpar=0)

Arguments

u	value in interval 0,1 for bivariate; vector of values in (0,1) for d-variate
v	value in interval 0,1 for bivariate; -1 for d-variate
cpar	copula parameter: could be anything but is not used; this is for consistency when pass to functions using copula cdfs

Value

cdf value(s): pcountermono uses only u[1],u[2] if v=-1

Examples

pindepcop(.1,.2)
pindepcop(seq(.1,.5,.2))
pcomonocop(.1,.2)
pcomonocop(seq(.1,.5,.2))
pcountermono(.5,.7)
pcountermono(seq(.5,.9,.2))
pcondindep(.1,.2)
pcondcomono(.1,.2)
pcondcountermono(.9,.2)

YafeiXu/CopulaModel documentation built on May 9, 2019, 11:07 p.m.