Description Usage Arguments Value References Examples
Bivariate Archimedean copula based on integrated Mittag-Leffler Laplace transform
1 2 3 4 5 6 7 8 | pimitlefA(u,v,cpar)
dimitlefA(u,v,cpar)
pcondimitlefA(v,u,cpar) # C_{2|1}(v|u;cpar)
qcondimitlefA(p,u,cpar,eps=1e-08,mxiter=30,iprint=F) # C_{2|1}^{-1}(p|u;cpar)
imitlefA.cpar2tau(cpar)
pimitlefAr(u,v,cpar) # reflected/survival version of pimitlefA
dimitlefAr(u,v,cpar)
pcondimitlefAr(v,u,cpar)
|
u |
value in interval 0,1; could be a vector |
v |
value in interval 0,1; could be a vector |
p |
quantile in interval 0,1; could be a vector |
cpar |
parameter vector: 2-dimensional vector (or 2-column matrix) with parameters vth>0 and de>1. |
eps |
tolerance for convergence |
mxiter |
maximum number of iterations |
iprint |
print flag for iterations |
(conditional) cdf or pdf or quantile value(s), or Kendall's tau.
Joe H (2014). Dependence Modeling with Copulas. Chapman & Hall/CRC.
1 2 3 4 5 6 7 8 9 10 | u=seq(.1,.6,.1)
v=seq(.4,.9,.1)
vth=.5; de=1.6; cpar=c(vth,de)
pp=pcondimitlefA(v,u,cpar)
print(pp)
qcondimitlefA(pp,u,cpar)
cdf=pimitlefA(u,v,cpar)
pdf=dimitlefA(u,v,cpar)
tau=imitlefA.cpar2tau(cpar)
print(tau)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.