cMGL.multi: d-dimensional MGL and survival MGL copula

In lizhengxiao/rMGLReg: MGL copula regressions

Description

Density, distribution function, and random generation for the MGL and survival MGL copula.

Usage

dcMGL.multi(u, pars, log = FALSE)

dcMGL180.multi(u, pars, log = FALSE)

pcMGL.multi(u, pars)

pcMGL180.multi(u, pars)

rcMGL.multi(n, d, pars)

rcMGL180.multi(n, d, pars)

Arguments

u	d-dimensional matrix
pars	copula parameter, denoted by δ>0.
log	logical; if TRUE, probabilities/densities p are returned as log(p).
n	number of observations. If length(n) > 1, the length is taken to be the number required.
d	d-dimensional

Value

• dcMGL.multi, pcMGL.multi and rcMGL.multi gives values of Density, distribution function, and random generation for the d-dimensional MGL copula with copula parameter δ>0.

• dcMGL180.multi, pcMGL180.multi and rcMGL180.multi gives values of Density, distribution function, and random generation for the d-dimensional MGL copula with copula parameter δ>0.

Examples

dcMGL.multi(u = cbind(c(0.6, 0.1, 0.5), c(0.3, 0.9, 0.2)), pars = 2, log = FALSE)

dcMGL.multi(u = cbind(c(0.6, 0.1), c(0.3, 0.9), c(0.5, 0.6)), pars = 2, log = TRUE)
## Not run: 

dcMGL180.multi(u = cbind(c(0.6, 0.1, 0.5), c(0.3, 0.9, 0.2)), pars = 2, log = FALSE)

dcMGL180.multi(u = cbind(c(0.6, 0.1), c(0.3, 0.9), c(0.5, 0.6)), pars = 2, log = TRUE)

## End(Not run)
# 2-dim MGL copula
pcMGL.multi(u = cbind(c(0.5, 0.5), c(0.01, 0.9)), pars = 3)
# 3-dim MGL copula
pcMGL.multi(u = cbind(c(0, 0.2, 0.5), c(0.5, 0.2, 0.5), c(0.01, 0.5, 0.9)), pars = 3)
pcMGL180.multi(u = cbind(c(0.5, 0.5), c(0.01, 0.9)), pars = 3)
Usim <- rcMGL.multi(n = 1000, d = 2, pars = 1)
plot(Usim)
Usim <- rcMGL180.multi(n = 1000, d = 2, pars = 1)
plot(Usim)

lizhengxiao/rMGLReg documentation built on Jan. 2, 2022, 8:52 a.m.