Description Usage Arguments Details Value See Also Examples
multivariate copula cdfs
1 2 3 4 5 6 7 | pmfrk(uu,cpar) # multivariate exchangeable Frank
pmgum(uu,cpar) # multivariate exchangeable Gumbel
pmgal(uu,cpar) # multivariate exchangeable Galambos
pmhr(uu,cpar) # multivariate Huesler-Reiss dimension d>=3
# cpar is d*(d-1)/2 dimensional vector with order 12, 13, 23, 14, ...
mhrA(ww,param) # exponent function of multivariate Huesler-Reiss for d>=3
hrcondcor(thmat,j) # conditional correlation matrix in jth term of A function
|
uu |
vector of dimension d, each element in (0,1) |
cpar |
parameter of the d-variate copula |
ww |
vector of dimension d, each element in (0,Inf) |
param |
parameter of the multivariate distribution |
thmat |
d*(d-1)/2 dimensional Huesler-Reiss parameter vector as a symmetric matrix |
j |
integer index in 1:d, when d is nrow(thmat) |
pmhr() requires library mvtnorm
cdf for the pm functions;
a non-negative value for mhrA;
a (d-1)x(d-1) correlation matrix for hrcondcor.
1 2 3 4 5 6 7 8 9 10 11 |
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