dGGEE_COP: Copula Density Function - GGEE_COP

In larryleihua/CopulaOne: A Collection of full-range tail dependence Copulas

Copula Density Function - GGEE_COP

Description

Copula density function of the bivariate copula that has full-range tail dependence in both upper and lower tails

Usage

dGGEE_COP(u, v, al, be, flag = 1, integration = F, maxit = 1e+05)

Arguments

u, v	values in (0,1).
al, be	the two shape parameters.
flag	used in the Appell's F1 function appellf1() of the R package 'appell'.
integration	if T: use numerical integration instead of appellf1, default is F

Examples

dGGEE_COP(0.2, 0.4, 1.2, 0.2)

larryleihua/CopulaOne documentation built on Jan. 18, 2024, 5:28 a.m.