cop.pdf: cop.pdf

Description Usage Arguments Value

View source: R/old/qrme-old.R View source: R/cop.R

Description

returns the pdf of several copula functions evaluated at u and v; the available copula functions are: Gumbel (the default), Frank, (should implement Joe and Gaussian)

Usage

1
cop.pdf(u, v, type = "gumbel", delt, eps = 1e-300)

Arguments

u

first copula argument (u and v can be vectors)

v

second copula argument

type

one of c("gumbel","frank")

delt

the copula paramter

eps

A small positive number to trim out zeros

Value

vector of copula pdf values


bcallaway11/qrme documentation built on June 30, 2021, 12:52 p.m.