dPPPP_COP: Copula Density Function - PPPP_COP

dPPPP_COPR Documentation

Copula Density Function - PPPP_COP

Description

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

Usage

dPPPP_COP(u, v, al, be, a, b)

Arguments

u, v

values in (0,1).

al, be, a, b

the four shape parameters.

Examples

dPPPP_COP(0.2, 0.4, 1,1,2,2)

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