attainable: Determine mixture representation from partial concordance...

In ajmcneil/extremalcopula: Kendall Concordance Signatures

Description

Determine mixture representation from partial concordance signature

Usage

attainable(sig, maximize = FALSE)

Arguments

sig	partial concordance signature
maximize	a logical variable stating whether unspecified concordance probabilities should be jointly maximized rather than minimized which is the default

Value

vector of weights of a possible extremal copula

Examples

kappa2 <- 0.7
sig <- c(1, rep(kappa2, 6))
attainable(sig)
attainable(sig, maximize = TRUE)

ajmcneil/extremalcopula documentation built on Jan. 25, 2022, 11:54 p.m.