rhoNsemic: Semi-correlations for bivariate copula

Description Usage Arguments Value See Also Examples

Description

Semi-correlations for bivariate copula

Usage

1
rhoNsemic(cpar,dcop,pcop,pcond,B=6,isym=F,iinfbd=T,iprint=F)

Arguments

cpar

copula parameter: scalar or vector

dcop

function for bivariate copula pdf

pcop

function for bivariate copula cdf

pcond

function for C_{2|1}(v|u)

B

bound on numerical integration on [0,B]^2 with respect to standard normal densities

isym

flag for reflection symmetric, default is F

iinfbd

flag for infinity as limit; if T upper bound is Inf for 1-dimensional integral, otherwise B; default is T

iprint

print flag for intermediate results

Value

vector of length 2 with lcorr = lower normal scores semi-correlation of bivariate copula, ucorr = upper normal scores semi-correlation of bivariate copula.

See Also

pcop semicor

Examples

1
2
3

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